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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
ARH.PRC.CL
2976
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$311K ﹤0.01%
12,374
-2,190
-15% -$55.8K
NEE.PRI
2977
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$311K ﹤0.01%
14,164
-2,424
-15% -$57.4K
NEE.PRG.CL
2978
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
$311K ﹤0.01%
12,809
-2,267
-15% -$56.4K
DLR.PRH.CL
2979
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$310K ﹤0.01%
11,428
-1,896
-14% -$51.5K
TNGO
2980
DELISTED
Tangoe, Inc.
TNGO
$310K ﹤0.01%
39,297
-16,082
-29% -$132K
GLF
2981
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$310K ﹤0.01%
177,120
-61,293
-26% -$92K
SGBK
2982
DELISTED
Stonegate Bank
SGBK
$309K ﹤0.01%
7,405
+46
+0.6% +$1.74K
IPLDP
2983
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$308K ﹤0.01%
12,636
-2,205
-15% -$56K
QNST icon
2984
QuinStreet
QNST
$870M
$307K ﹤0.01%
81,658
-5,602
-6% -$18.2K
BIV icon
2985
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$306K ﹤0.01%
3,684
-143
-4% -$12.1K
CIGI icon
2986
Colliers International
CIGI
$4.98B
$306K ﹤0.01%
8,319
+2,277
+38% +$85.8K
USB.PRO
2987
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$305K ﹤0.01%
12,566
-2,178
-15% -$55.1K
AKAO
2988
DELISTED
Achaogen Inc
AKAO
$305K ﹤0.01%
+23,445
New +$161K
TCF.PRB.CL
2989
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$305K ﹤0.01%
11,914
-2,041
-15% -$52.6K
PAMT
2990
PAMT Corp
PAMT
$340M
$303K ﹤0.01%
46,640
-3,696
-7% -$21.3K
PHX
2991
DELISTED
PHX Minerals
PHX
$302K ﹤0.01%
12,835
-16,264
-56% -$346K
CDI
2992
DELISTED
CDI Corp.
CDI
$301K ﹤0.01%
40,643
-31,139
-43% -$214K
MMI icon
2993
Marcus & Millichap
MMI
$1.15B
$300K ﹤0.01%
11,210
-5,648
-34% -$147K
XLF icon
2994
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$300K ﹤0.01%
12,903
-859,753
-99% -$18.4M
LIOX
2995
DELISTED
Lionbridge Technologies
LIOX
$300K ﹤0.01%
51,782
-5,016
-9% -$25.7K
ACET
2996
DELISTED
Aceto Corp
ACET
$299K ﹤0.01%
+13,619
New +$267K
GLRE icon
2997
Greenlight Captial
GLRE
$563M
$298K ﹤0.01%
+13,065
New +$285K
PRO
2998
DELISTED
PROS Holdings
PRO
$298K ﹤0.01%
13,842
+2,606
+23% +$59.6K
FFNW
2999
DELISTED
First Financial Northwest, Inc
FFNW
$297K ﹤0.01%
15,070
+709
+5% +$11.7K
ARCH
3000
DELISTED
Arch Resources, Inc.
ARCH
$297K ﹤0.01%
+3,809
New +$288K
118 119
120
121 122

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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.