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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
CSBK
2626
DELISTED
Clifton Bancorp Inc.
CSBK
$724K ﹤0.01%
42,796
-37,038
-46% -$593K
PAHC icon
2627
Phibro Animal Health
PAHC
$1.38B
$722K ﹤0.01%
24,636
+3,158
+15% +$86.2K
COF.PRD.CL
2628
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$721K ﹤0.01%
27,762
-4,619
-14% -$124K
BSET icon
2629
Bassett Furniture
BSET
$169M
$717K ﹤0.01%
23,596
-7,291
-24% -$197K
NUTR
2630
DELISTED
Nutraceutical International Co
NUTR
$717K ﹤0.01%
20,522
-19,521
-49% -$618K
HAFC icon
2631
Hanmi Financial
HAFC
$943M
$715K ﹤0.01%
20,489
-555
-3% -$16.2K
PSTB
2632
DELISTED
Park Sterling Corp.
PSTB
$715K ﹤0.01%
66,280
+600
+0.9% +$5.6K
HIFR
2633
DELISTED
InfraREIT, Inc.
HIFR
$713K ﹤0.01%
39,803
-604
-1% -$10.3K
MBVT
2634
DELISTED
Merchants Bancshares Inc
MBVT
$711K ﹤0.01%
13,118
+1,098
+9% +$49.4K
WFC.PRQ
2635
DELISTED
Wells Fargo & Co.
WFC.PRQ
$708K ﹤0.01%
28,056
-4,678
-14% -$121K
ENOC
2636
DELISTED
EnerNOC, Inc.
ENOC
$708K ﹤0.01%
118,064
-11,489
-9% -$66.6K
NKSH icon
2637
National Bankshares
NKSH
$233M
$707K ﹤0.01%
16,272
-405
-2% -$15.3K
EHTH icon
2638
eHealth
EHTH
$42.5M
$706K ﹤0.01%
66,325
-38,274
-37% -$391K
KERX
2639
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$706K ﹤0.01%
120,546
+96,842
+409% +$529K
CUDA
2640
DELISTED
Barracuda Networks, Inc.
CUDA
$706K ﹤0.01%
32,935
-6,614
-17% -$155K
HQY icon
2641
HealthEquity
HQY
$7.91B
$703K ﹤0.01%
17,341
-74,575
-81% -$2.88M
TRK
2642
DELISTED
Speedway Motorsports, Inc.
TRK
$703K ﹤0.01%
32,449
-4,503
-12% -$88.3K
PPBI
2643
DELISTED
Pacific Premier Bancorp
PPBI
$698K ﹤0.01%
19,753
-15,578
-44% -$468K
ZNH
2644
DELISTED
China Southern Airlines Company Limited
ZNH
$698K ﹤0.01%
27,157
+15,478
+133% +$433K
MCRI icon
2645
Monarch Casino & Resort
MCRI
$2.14B
$695K ﹤0.01%
26,976
-9,715
-26% -$241K
SHOP icon
2646
Shopify
SHOP
$148B
$695K ﹤0.01%
162,230
+270
+0.2% +$1.13K
ABCB icon
2647
Ameris Bancorp
ABCB
$5.89B
$693K ﹤0.01%
15,884
+1,660
+12% +$67.4K
BBT.PRG
2648
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$689K ﹤0.01%
30,228
-5,164
-15% -$126K
IDT icon
2649
IDT Corp
IDT
$1.6B
$687K ﹤0.01%
43,786
-23,924
-35% -$385K
HLIO icon
2650
Helios Technologies
HLIO
$2.64B
$685K ﹤0.01%
17,142
-1,162
-6% -$41.6K
104 105
106
107 108

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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.