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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
STAY
2176
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.68M ﹤0.01%
103,704
-8,558
-8% -$128K
ARC
2177
DELISTED
ARC Document Solutions, Inc.
ARC
$1.67M ﹤0.01%
328,427
-11,805
-3% -$49.4K
DGII icon
2178
Digi International
DGII
$2.55B
$1.67M ﹤0.01%
121,256
-151,895
-56% -$1.86M
THRM icon
2179
Gentherm
THRM
$1.29B
$1.67M ﹤0.01%
49,191
+11,037
+29% +$344K
TREX icon
2180
Trex
TREX
$4.57B
$1.66M ﹤0.01%
103,312
-59,412
-37% -$928K
LTRPA
2181
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.66M ﹤0.01%
110,514
-48,528
-31% -$895K
GTS
2182
DELISTED
Triple-S Management Corporation
GTS
$1.66M ﹤0.01%
84,465
-842
-1% -$17.5K
USPH icon
2183
US Physical Therapy
USPH
$1.17B
$1.66M ﹤0.01%
23,676
+2,171
+10% +$138K
MWA icon
2184
Mueller Water Products
MWA
$3.94B
$1.66M ﹤0.01%
124,726
+37,480
+43% +$481K
SONC
2185
DELISTED
Sonic Corp
SONC
$1.66M ﹤0.01%
62,504
-14,700
-19% -$383K
LBRDA icon
2186
Liberty Broadband Class A
LBRDA
$4.42B
$1.65M ﹤0.01%
22,830
+4,910
+27% +$337K
FRME icon
2187
First Merchants
FRME
$2.69B
$1.65M ﹤0.01%
43,861
+2,820
+7% +$89.6K
FOR icon
2188
Forestar Group
FOR
$1.47B
$1.65M ﹤0.01%
123,927
+44,840
+57% +$549K
RMR icon
2189
The RMR Group
RMR
$348M
$1.65M ﹤0.01%
41,714
-2,276
-5% -$88.2K
AVX
2190
DELISTED
AVX Corporation
AVX
$1.65M ﹤0.01%
105,464
-34,357
-25% -$506K
KTOS icon
2191
Kratos Defense & Security Solutions
KTOS
$9.27B
$1.65M ﹤0.01%
222,399
-46,640
-17% -$315K
FTD
2192
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.64M ﹤0.01%
68,839
-14,160
-17% -$313K
IL
2193
DELISTED
IntraLinks Holdings Inc.
IL
$1.64M ﹤0.01%
121,281
-42,523
-26% -$474K
HZN
2194
DELISTED
Horizon Global Corporation
HZN
$1.64M ﹤0.01%
68,174
+31,214
+84% +$703K
HEI.A icon
2195
HEICO Corp Class A
HEI.A
$36.3B
$1.64M ﹤0.01%
47,037
+658
+1% +$21.4K
FARO
2196
DELISTED
Faro Technologies
FARO
$1.63M ﹤0.01%
45,261
+3,133
+7% +$112K
MHG
2197
DELISTED
Marine Harvest ASA
MHG
$1.63M ﹤0.01%
89,817
+53,451
+147% +$957K
BH icon
2198
Biglari Holdings Class B
BH
$1.17B
$1.63M ﹤0.01%
5,156
+1,452
+39% +$440K
GS.PRJ
2199
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.63M ﹤0.01%
64,128
-10,717
-14% -$274K
AEGN
2200
DELISTED
Aegion Corp
AEGN
$1.63M ﹤0.01%
68,546
-26,099
-28% -$579K
86 87
88
89 90

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MCM
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PSUF
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BAM
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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.