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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
VVV icon
2001
Valvoline
VVV
$5.05B
$2.2M ﹤0.01%
+102,324
New +$2.17M
HY icon
2002
Hyster-Yale Materials Handling
HY
$596M
$2.2M ﹤0.01%
34,439
-8,094
-19% -$498K
MSEX icon
2003
Middlesex Water
MSEX
$1.05B
$2.19M ﹤0.01%
50,987
-12,121
-19% -$464K
KEYW
2004
DELISTED
The KEYW Holding Corporation
KEYW
$2.18M ﹤0.01%
185,224
-23,274
-11% -$274K
BKD icon
2005
Brookdale Senior Living
BKD
$3.69B
$2.18M ﹤0.01%
175,270
-59,347
-25% -$797K
KOS icon
2006
Kosmos Energy
KOS
$1.45B
$2.18M ﹤0.01%
310,387
-23,778
-7% -$135K
FFIN icon
2007
First Financial Bankshares
FFIN
$4.94B
$2.17M ﹤0.01%
95,952
+6,100
+7% +$125K
UTEK
2008
DELISTED
Ultratech Inc.
UTEK
$2.17M ﹤0.01%
90,460
-12,553
-12% -$286K
LXFT
2009
DELISTED
Luxoft Holding, Inc.
LXFT
$2.16M ﹤0.01%
38,514
+10,335
+37% +$551K
ASR icon
2010
Grupo Aeroportuario del Sureste
ASR
$8.06B
$2.16M ﹤0.01%
15,033
+6,922
+85% +$1.04M
GASS icon
2011
StealthGas
GASS
$329M
$2.15M ﹤0.01%
635,535
+422,353
+198% +$1.43M
AUY
2012
DELISTED
Yamana Gold, Inc.
AUY
$2.14M ﹤0.01%
761,412
-90,019
-11% -$294K
PES
2013
DELISTED
Pioneer Energy Services Corp.
PES
$2.14M ﹤0.01%
312,153
+62,336
+25% +$303K
SCAI
2014
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$2.14M ﹤0.01%
46,174
-53,989
-54% -$2.41M
RRTS
2015
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$2.13M ﹤0.01%
8,200
-157
-2% -$36.4K
MSTR icon
2016
Strategy Inc
MSTR
$36B
$2.13M ﹤0.01%
107,840
-51,520
-32% -$974K
LE icon
2017
Lands' End
LE
$375M
$2.13M ﹤0.01%
140,340
-16,257
-10% -$266K
EXTR icon
2018
Extreme Networks
EXTR
$3.92B
$2.12M ﹤0.01%
421,437
-177,237
-30% -$803K
HTGC icon
2019
Hercules Capital
HTGC
$2.95B
$2.12M ﹤0.01%
150,018
+14,166
+10% +$193K
TACO
2020
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$2.12M ﹤0.01%
149,763
+59,309
+66% +$823K
SAFE
2021
Safehold
SAFE
$1.19B
$2.11M ﹤0.01%
35,105
+2,809
+9% +$160K
AIMC
2022
DELISTED
Altra Industrial Motion Corp
AIMC
$2.11M ﹤0.01%
57,303
-6,938
-11% -$230K
QADA
2023
DELISTED
QAD Inc.
QADA
$2.11M ﹤0.01%
69,532
-1,252
-2% -$32.9K
MLCO icon
2024
Melco Resorts & Entertainment
MLCO
$2.18B
$2.11M ﹤0.01%
132,822
-12,804
-9% -$220K
LRN icon
2025
Stride
LRN
$3.83B
$2.1M ﹤0.01%
122,641
-12,673
-9% -$183K
79 80
81
82 83

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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.