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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$71.8B
AUM Growth
+$5.18B
Cap. Flow
+$3.03B
Cap. Flow %
4.21%
Top 10 Hldgs %
13.71%
Holding
3,930
New
159
Increased
1,864
Reduced
1,721
Closed
155

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$218M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$187M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$182M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$180M
5
UPS icon
United Parcel Service
UPS
+$158M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$65.4M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$58.7M
3
V icon
Visa
V
+$53.9M
4
PBR.A icon
Petrobras Class A
PBR.A
+$50.2M
5
IAU icon
iShares Gold Trust
IAU
+$47.2M

Sector Composition

Rank Sector Weight
1 Financials 14.69%
2 Technology 12.65%
3 Healthcare 11.05%
4 Industrials 9.6%
5 Consumer Discretionary 8.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FCH
2451
DELISTED
Felcor Lodging Trust
FCH
$1.05M ﹤0.01%
130,935
-115,930
-47% -$821K
WSBF icon
2452
Waterstone Financial
WSBF
$362M
$1.05M ﹤0.01%
56,899
-67,937
-54% -$1.2M
TRQ
2453
DELISTED
Turquoise Hill Resources Ltd
TRQ
$1.04M ﹤0.01%
32,350
+10,932
+51% +$352K
ORA icon
2454
Ormat Technologies
ORA
$6.11B
$1.04M ﹤0.01%
19,415
+6,151
+46% +$299K
TGS icon
2455
Transportadora de Gas del Sur
TGS
$4.59B
$1.04M ﹤0.01%
+119,847
New +$888K
FDML
2456
DELISTED
Federal-Mogul Holdings Corporation
FDML
$1.03M ﹤0.01%
100,395
-6,218
-6% -$60.4K
BKI
2457
DELISTED
Black Knight, Inc. Common Stock
BKI
$1.03M ﹤0.01%
27,307
+14,077
+106% +$537K
INVA icon
2458
Innoviva
INVA
$1.58B
$1.03M ﹤0.01%
96,373
+3,879
+4% +$40.7K
IWR icon
2459
iShares Russell Mid-Cap ETF
IWR
$56.8B
$1.03M ﹤0.01%
22,980
+14,976
+187% +$655K
DENN
2460
DELISTED
Denny's
DENN
$1.03M ﹤0.01%
80,033
-122,816
-61% -$1.43M
UMH
2461
UMH Properties
UMH
$1.32B
$1.02M ﹤0.01%
68,106
-12,613
-16% -$162K
OMN
2462
DELISTED
OMNOVA Solutions Inc.
OMN
$1.02M ﹤0.01%
101,920
-9,496
-9% -$83.9K
MSGN
2463
DELISTED
MSG Networks Inc.
MSGN
$1.02M ﹤0.01%
47,283
+2,607
+6% +$51.9K
WEB
2464
DELISTED
Web.com Group, Inc.
WEB
$1.02M ﹤0.01%
48,073
+7,028
+17% +$119K
MS.PRG.CL
2465
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$1.01M ﹤0.01%
39,716
-6,596
-14% -$175K
CDZI icon
2466
Cadiz
CDZI
$266M
$1.01M ﹤0.01%
81,075
-15,625
-16% -$140K
JAKK icon
2467
Jakks Pacific
JAKK
$280M
$1.01M ﹤0.01%
19,633
-6,509
-25% -$451K
CLMS
2468
DELISTED
Calamos Asset Management, Inc.
CLMS
$1.01M ﹤0.01%
118,100
-1,439
-1% -$9.98K
HOS
2469
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$1.01M ﹤0.01%
139,797
-63
-0% -$369
HFWA icon
2470
Heritage Financial
HFWA
$1.24B
$1.01M ﹤0.01%
39,092
+25,113
+180% +$537K
MX
2471
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1M ﹤0.01%
143,675
-2,374
-2% -$16.6K
ARTNA icon
2472
Artesian Resources
ARTNA
$356M
$1M ﹤0.01%
31,392
-3,483
-10% -$105K
HNP
2473
DELISTED
Huaneng Power Intl, Inc.
HNP
$999K ﹤0.01%
38,350
+25,752
+204% +$639K
MNTA
2474
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$997K ﹤0.01%
66,236
+10,505
+19% +$139K
RBBN icon
2475
Ribbon Communications
RBBN
$354M
$993K ﹤0.01%
157,551
-18,066
-10% -$119K
97 98
99
100 101

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q4 2016 Portfolio in Review

As of Q4 2016, Parametric Portfolio Associates held 3,930 positions worth $71.8B, up 7.8% from $66.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $3.03B of net new capital in Q4 2016, opening 159 new positions and adding to 1,864 existing holdings. Its largest new stake was Petrobras: 7,290,542 shares worth $73.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Allergan plc, an estimated $65.4M trimmed.

  • Parametric Portfolio Associates's largest Q4 2016 buy was Petrobras: 7,290,542 shares worth $73.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2016, an estimated $218M increase.
  • Parametric Portfolio Associates's biggest Q4 2016 reduction was Allergan plc, cutting an estimated $65.4M.
  • Parametric Portfolio Associates fully exited Ingram Micro in Q4 2016, selling an estimated $37.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $71.8B portfolio in Q4 2016.
  • Parametric Portfolio Associates opened 159 new positions and closed 155 in Q4 2016.
  • Parametric Portfolio Associates's portfolio value rose 7.8% quarter-over-quarter to $71.8B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2016, filed 14 Feb 2017.