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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
LQDT icon
2126
Liquidity Services
LQDT
$1.21B
$1.78M ﹤0.01%
182,318
-34,049
-16% -$325K
SEP
2127
DELISTED
Spectra Engy Parters Lp
SEP
$1.78M ﹤0.01%
38,735
– –
SXI icon
2128
Standex International
SXI
$3.75B
$1.77M ﹤0.01%
20,200
+129
+0.6% +$11.3K
AAON icon
2129
Aaon
AAON
$8.27B
$1.77M ﹤0.01%
80,523
+2,976
+4% +$62.1K
PEB icon
2130
Pebblebrook Hotel Trust
PEB
$2.19B
$1.77M ﹤0.01%
59,610
-13,097
-18% -$363K
SASR
2131
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.77M ﹤0.01%
44,341
-6,652
-13% -$230K
SFBS
2132
ServisFirst Bancshares
SFBS
$4.82B
$1.77M ﹤0.01%
47,326
-34,286
-42% -$1.09M
SRG
2133
Seritage Growth Properties
SRG
$133M
$1.77M ﹤0.01%
41,458
+3,229
+8% +$150K
SEB icon
2134
Seaboard Corp
SEB
$4.42B
$1.77M ﹤0.01%
447
+43
+11% +$163K
ARIA
2135
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$1.76M ﹤0.01%
141,892
+57,596
+68% +$694K
GIII icon
2136
G-III Apparel Group
GIII
$1.52B
$1.76M ﹤0.01%
59,621
+10,314
+21% +$300K
PGRE
2137
DELISTED
Paramount Group
PGRE
$1.76M ﹤0.01%
110,093
+60,678
+123% +$957K
WMC
2138
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.76M ﹤0.01%
17,471
-838
-5% -$86.5K
MEG
2139
DELISTED
Media General, Inc
MEG
$1.76M ﹤0.01%
93,291
+8,183
+10% +$148K
RMBS icon
2140
Rambus
RMBS
$10.4B
$1.76M ﹤0.01%
127,554
-6,208
-5% -$80.4K
OPK icon
2141
Opko Health
OPK
$936M
$1.75M ﹤0.01%
188,439
+22,533
+14% +$233K
TOWN icon
2142
Towne Bank
TOWN
$3.45B
$1.75M ﹤0.01%
52,668
-209
-0.4% -$6.03K
KFRC icon
2143
Kforce
KFRC
$1.04B
$1.75M ﹤0.01%
75,738
-8,098
-10% -$166K
COKE icon
2144
Coca-Cola Consolidated
COKE
$12.4B
$1.75M ﹤0.01%
97,770
-35,830
-27% -$562K
HLIT icon
2145
Harmonic Inc
HLIT
$1.23B
$1.75M ﹤0.01%
349,849
-73,923
-17% -$380K
ICPT
2146
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.75M ﹤0.01%
16,074
+9,104
+131% +$1.08M
APEI icon
2147
American Public Education
APEI
$907M
$1.74M ﹤0.01%
70,948
-18,001
-20% -$403K
BSFT
2148
DELISTED
BroadSoft, Inc.
BSFT
$1.74M ﹤0.01%
42,159
-22,975
-35% -$982K
TBX icon
2149
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.74M ﹤0.01%
59,730
+3,954
+7% +$112K
SNEX icon
2150
StoneX
SNEX
$8.85B
$1.73M ﹤0.01%
221,312
-70,131
-24% -$544K
84 85
86
87 88

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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.