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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
CSTM icon
2476
Constellium
CSTM
$3.96B
$992K ﹤0.01%
168,097
-32,520
-16% -$199K
COF.PRP.CL
2477
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$991K ﹤0.01%
40,431
-7,061
-15% -$177K
ALX
2478
Alexander's
ALX
$1.4B
$988K ﹤0.01%
2,314
+147
+7% +$60.2K
FBNC icon
2479
First Bancorp
FBNC
$2.6B
$988K ﹤0.01%
36,420
-10,118
-22% -$233K
SSP icon
2480
E.W. Scripps
SSP
$274M
$987K ﹤0.01%
51,056
-14,809
-22% -$240K
EXTN
2481
DELISTED
Exterran Corporation
EXTN
$984K ﹤0.01%
41,169
-18,919
-31% -$359K
DAKT icon
2482
Daktronics
DAKT
$941M
$982K ﹤0.01%
91,774
-21,322
-19% -$204K
PRIM icon
2483
Primoris Services
PRIM
$4.69B
$978K ﹤0.01%
42,912
-7,682
-15% -$169K
GEK.CL
2484
DELISTED
General Electric Capital Corp.
GEK.CL
$978K ﹤0.01%
39,805
-6,564
-14% -$165K
UAM
2485
DELISTED
Universal American Corp
UAM
$978K ﹤0.01%
98,307
-54,232
-36% -$476K
CORR
2486
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$977K ﹤0.01%
28,003
+7,899
+39% +$242K
XOG
2487
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$973K ﹤0.01%
+48,546
New +$1.03M
BBT.PRE.CL
2488
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$973K ﹤0.01%
40,953
-7,135
-15% -$176K
QDEL icon
2489
QuidelOrtho
QDEL
$1.09B
$972K ﹤0.01%
45,355
-2,021
-4% -$43.3K
BSV icon
2490
Vanguard Short-Term Bond ETF
BSV
$44.6B
$971K ﹤0.01%
12,220
-500
-4% -$40K
MBUU icon
2491
Malibu Boats
MBUU
$544M
$970K ﹤0.01%
50,831
+7,891
+18% +$133K
SSI
2492
DELISTED
Stage Stores Inc
SSI
$968K ﹤0.01%
221,522
-43,811
-17% -$217K
KODK icon
2493
Kodak
KODK
$806M
$964K ﹤0.01%
62,210
+8,609
+16% +$131K
PCTY icon
2494
Paylocity
PCTY
$6.71B
$962K ﹤0.01%
32,068
-23,136
-42% -$861K
EEQ
2495
DELISTED
Enbridge Energy Management Llc
EEQ
$962K ﹤0.01%
44,739
-2,399
-5% -$48.5K
AMRI
2496
DELISTED
Albany Molecular Research Inc
AMRI
$960K ﹤0.01%
51,195
+28,132
+122% +$478K
ACOR
2497
DELISTED
Acorda Therapeutics
ACOR
$958K ﹤0.01%
425
+5
+1% +$11.9K
SAGE
2498
DELISTED
Sage Therapeutics
SAGE
$957K ﹤0.01%
18,734
-5,781
-24% -$272K
VVX icon
2499
V2X
VVX
$2.62B
$955K ﹤0.01%
40,033
+17,728
+79% +$360K
EWA icon
2500
iShares MSCI Australia ETF
EWA
$1.34B
$954K ﹤0.01%
47,138
+7,995
+20% +$165K
98 99
100
101 102

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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.