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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
WEYS icon
3101
Weyco Group
WEYS
$364M
$221K ﹤0.01%
7,047
-2,409
-25% -$67.5K
PZN
3102
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$221K ﹤0.01%
19,933
-220
-1% -$1.98K
ISF.CL
3103
DELISTED
ING Groep NV
ISF.CL
$221K ﹤0.01%
8,772
-1,557
-15% -$39.5K
MEDP icon
3104
Medpace
MEDP
$16.8B
$220K ﹤0.01%
6,110
-10,034
-62% -$334K
SSNI
3105
DELISTED
Silver Spring Networks, Inc.
SSNI
$220K ﹤0.01%
16,532
-1,618
-9% -$22.4K
VIG icon
3106
Vanguard Dividend Appreciation ETF
VIG
$111B
$219K ﹤0.01%
2,570
-58
-2% -$4.88K
DS
3107
DELISTED
Drive Shack Inc.
DS
$219K ﹤0.01%
58,229
+32,130
+123% +$142K
BFIN
3108
DELISTED
BankFinancial
BFIN
$217K ﹤0.01%
14,656
-26,674
-65% -$363K
IVE icon
3109
iShares S&P 500 Value ETF
IVE
$48.9B
$217K ﹤0.01%
2,145
-81
-4% -$7.9K
RPT
3110
Rithm Property Trust
RPT
$90.5M
$217K ﹤0.01%
2,817
-101
-3% -$7.95K
IIP
3111
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$217K ﹤0.01%
140,718
-6,968
-5% -$10.7K
ESPR
3112
DELISTED
Esperion Therapeutics
ESPR
$216K ﹤0.01%
17,218
-3,949
-19% -$47K
KE
3113
Kimball Electronics
KE
$598M
$216K ﹤0.01%
11,845
-1,056
-8% -$17K
CZNC icon
3114
Citizens & Northern Corp
CZNC
$436M
$213K ﹤0.01%
+8,129
New +$191K
GPX
3115
DELISTED
GP Strategies Corp.
GPX
$213K ﹤0.01%
+7,461
New +$197K
CTRL
3116
DELISTED
Control4 Corporation
CTRL
$212K ﹤0.01%
20,759
+699
+3% +$7.97K
AMRC icon
3117
Ameresco
AMRC
$1.15B
$211K ﹤0.01%
38,324
-9,172
-19% -$51K
TFIN icon
3118
Triumph Financial Inc
TFIN
$1.84B
$210K ﹤0.01%
8,015
-2,990
-27% -$63.8K
COBZ
3119
DELISTED
CoBiz Financial,Inc
COBZ
$209K ﹤0.01%
12,383
+601
+5% +$8.79K
MCRB icon
3120
Seres Therapeutics
MCRB
$48.1M
$208K ﹤0.01%
+1,053
New +$230K
NCOM
3121
DELISTED
National Commerce Corporation
NCOM
$208K ﹤0.01%
+5,590
New +$175K
IVW icon
3122
iShares S&P 500 Growth ETF
IVW
$72.5B
$207K ﹤0.01%
6,804
-476
-7% -$14.4K
OPCH icon
3123
Option Care Health
OPCH
$3.4B
$207K ﹤0.01%
49,761
-13,739
-22% -$105K
IO
3124
DELISTED
ION Geophysical Corporation
IO
$207K ﹤0.01%
34,578
-1,756
-5% -$12K
OTE
3125
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$207K ﹤0.01%
44,792
+721
+2% +$3.33K
123 124
125
126 127

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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.