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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
LBAI
2501
DELISTED
Lakeland Bancorp Inc
LBAI
$953K ﹤0.01%
48,876
-17,932
-27% -$292K
SQBG
2502
DELISTED
Sequential Brands Group, Inc.
SQBG
$953K ﹤0.01%
5,090
-219
-4% -$53.2K
ARII
2503
DELISTED
American Railcar Industries, Inc.
ARII
$952K ﹤0.01%
21,028
+1,024
+5% +$43.3K
YORW icon
2504
York Water
YORW
$505M
$951K ﹤0.01%
24,907
-3,897
-14% -$132K
SPSC icon
2505
SPS Commerce
SPSC
$2.25B
$949K ﹤0.01%
27,166
-19,514
-42% -$667K
XNCR icon
2506
Xencor
XNCR
$1.44B
$949K ﹤0.01%
36,044
+5,879
+19% +$141K
HMHC
2507
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$943K ﹤0.01%
86,886
+41,922
+93% +$491K
PNNT
2508
Pennant Park Investment Corp
PNNT
$215M
$942K ﹤0.01%
122,960
-7,323
-6% -$55.6K
FORR icon
2509
Forrester Research
FORR
$172M
$941K ﹤0.01%
21,907
-244
-1% -$9.7K
DHX icon
2510
DHI Group
DHX
$166M
$938K ﹤0.01%
150,066
-32,837
-18% -$211K
BK.PRC
2511
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$938K ﹤0.01%
40,789
-7,172
-15% -$179K
PGH
2512
DELISTED
Pengrowth Energy Corporation
PGH
$938K ﹤0.01%
660,232
-80
-0% -$123
CLDT
2513
Chatham Lodging
CLDT
$630M
$936K ﹤0.01%
45,531
-9,353
-17% -$180K
WMGI
2514
DELISTED
Wright Medical Group Inc
WMGI
$936K ﹤0.01%
40,736
+15,190
+59% +$353K
LKFN icon
2515
Lakeland Financial Corp
LKFN
$1.52B
$934K ﹤0.01%
19,726
+830
+4% +$33.9K
HAPN
2516
Happen Inc
HAPN
$2.08B
$933K ﹤0.01%
35,561
+673
+2% +$18.5K
NYRT
2517
DELISTED
New York REIT, Inc.
NYRT
$930K ﹤0.01%
9,186
+1,605
+21% +$154K
BV
2518
DELISTED
Bazaarvoice, Inc.
BV
$930K ﹤0.01%
191,671
+1,525
+0.8% +$7.76K
ASCMA
2519
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$930K ﹤0.01%
57,190
-12,957
-18% -$256K
TA
2520
DELISTED
TravelCenters of America LLC
TA
$928K ﹤0.01%
26,136
+6,852
+36% +$232K
ACH
2521
DELISTED
Alum Corp of China Ltd
ACH
$928K ﹤0.01%
90,896
+17,937
+25% +$184K
RSO
2522
DELISTED
Resource Capital Corp.
RSO
$928K ﹤0.01%
111,404
-38,029
-25% -$395K
BKMU
2523
DELISTED
Bank Mutual Corp
BKMU
$928K ﹤0.01%
98,199
-61,069
-38% -$518K
NMBL
2524
DELISTED
Nimble Storage, Inc.
NMBL
$925K ﹤0.01%
116,809
+75,666
+184% +$617K
SFL icon
2525
SFL Corp
SFL
$1.59B
$923K ﹤0.01%
62,175
+1,574
+3% +$22.1K
99 100
101
102 103

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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.