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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
MBWM icon
3051
Mercantile Bank Corp
MBWM
$1.01B
$260K ﹤0.01%
+6,901
New +$217K
PCBK
3052
DELISTED
Pacific Continental Corp
PCBK
$260K ﹤0.01%
11,896
-2,463
-17% -$46.1K
AEB
3053
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$259K ﹤0.01%
11,506
-14,792
-56% -$350K
AFW.CL
3054
DELISTED
American Financial Group Inc
AFW.CL
$258K ﹤0.01%
+10,254
New +$262K
IWS icon
3055
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
$257K ﹤0.01%
3,192
-291
-8% -$22.7K
QLYS icon
3056
Qualys
QLYS
$4.84B
$257K ﹤0.01%
8,134
-6,003
-42% -$211K
XLV icon
3057
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$254K ﹤0.01%
3,678
+233
+7% +$16.2K
LILA icon
3058
Liberty Latin America Class A
LILA
$1.51B
$253K ﹤0.01%
18,004
-3,630
-17% -$55.2K
OCUL icon
3059
Ocular Therapeutix
OCUL
$1.86B
$253K ﹤0.01%
+30,181
New +$234K
JMBA
3060
DELISTED
Jamba, Inc.
JMBA
$253K ﹤0.01%
24,558
+200
+0.8% +$2.07K
STRP
3061
DELISTED
Straight Path Communications Inc.
STRP
$252K ﹤0.01%
+7,430
New +$205K
AFGE.CL
3062
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$251K ﹤0.01%
10,039
-1,732
-15% -$44.6K
VNO.PRK
3063
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$251K ﹤0.01%
10,653
-1,911
-15% -$46.8K
MGR.CL
3064
DELISTED
Affiliated Managers Group Inc
MGR.CL
$251K ﹤0.01%
9,945
-1,717
-15% -$44K
GIFI
3065
DELISTED
Gulf Island Fabrication
GIFI
$250K ﹤0.01%
21,045
+881
+4% +$9.56K
MGNI icon
3066
Magnite
MGNI
$2.65B
$250K ﹤0.01%
33,706
-1,471
-4% -$11.5K
CERS icon
3067
Cerus
CERS
$587M
$249K ﹤0.01%
57,180
-12,630
-18% -$65.7K
REG.PRF.CL
3068
DELISTED
Regency Centers Corporation
REG.PRF.CL
$249K ﹤0.01%
9,925
-1,798
-15% -$45.6K
NADL
3069
DELISTED
North Atlantic Drilling Ltd
NADL
$248K ﹤0.01%
78,126
-3,418
-4% -$10.3K
CTO
3070
CTO Realty Growth
CTO
$743M
$247K ﹤0.01%
17,053
-1,072
-6% -$15.2K
MGPI icon
3071
MGP Ingredients
MGPI
$378M
$247K ﹤0.01%
4,937
-8,343
-63% -$370K
WFC.PRX
3072
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
$247K ﹤0.01%
+10,785
New +$261K
CVGI icon
3073
Commercial Vehicle Group
CVGI
$157M
$246K ﹤0.01%
44,525
-4,930
-10% -$26.2K
SHOS
3074
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$246K ﹤0.01%
52,354
-14,574
-22% -$79.8K
CTX.CL
3075
DELISTED
Qwest Corporation
CTX.CL
$246K ﹤0.01%
9,959
-1,800
-15% -$45.4K
121 122
123
124 125

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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.