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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
SSTK icon
2201
Shutterstock
SSTK
$216M
$1.62M ﹤0.01%
34,176
+17,935
+110% +$957K
TPCO
2202
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.62M ﹤0.01%
117,091
+12,538
+12% +$174K
GCP
2203
DELISTED
GCP Applied Technologies Inc.
GCP
$1.62M ﹤0.01%
60,676
+29,664
+96% +$802K
XCRA
2204
DELISTED
Xcerra Corporation
XCRA
$1.62M ﹤0.01%
211,856
-28,232
-12% -$182K
RAS
2205
DELISTED
RAIT Financial Trust
RAS
$1.61M ﹤0.01%
478,599
+35,822
+8% +$110K
SN
2206
DELISTED
Sanchez Energy Corporation
SN
$1.61M ﹤0.01%
177,843
-98,812
-36% -$792K
BFS
2207
Saul Centers
BFS
$884M
$1.6M ﹤0.01%
24,096
-91
-0.4% -$5.8K
BANC icon
2208
Banc of California
BANC
$3.21B
$1.6M ﹤0.01%
92,343
-54,406
-37% -$835K
NE
2209
DELISTED
Noble Corporation
NE
$1.6M ﹤0.01%
270,210
-90,209
-25% -$531K
TTEC icon
2210
TTEC Holdings
TTEC
$107M
$1.6M ﹤0.01%
52,367
-24,806
-32% -$713K
NWLI
2211
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.59M ﹤0.01%
5,113
-204
-4% -$51.2K
TIER
2212
DELISTED
TIER REIT, Inc.
TIER
$1.59M ﹤0.01%
91,338
+13,496
+17% +$210K
TRIB
2213
Trinity Biotech
TRIB
$6.18M
$1.58M ﹤0.01%
1,522
-180
-11% -$186K
LILAK icon
2214
Liberty Latin America Class C
LILAK
$1.55B
$1.57M ﹤0.01%
86,887
-4,245
-5% -$85.2K
PCEF icon
2215
Invesco CEF Income Composite ETF
PCEF
$797M
$1.57M ﹤0.01%
+69,963
New +$1.55M
CSV icon
2216
Carriage Services
CSV
$635M
$1.57M ﹤0.01%
54,689
-1,057
-2% -$27.4K
XPRO icon
2217
Expro Ltd
XPRO
$1.78B
$1.56M ﹤0.01%
21,172
-14,504
-41% -$1.06M
PETS icon
2218
PetMed Express
PETS
$42.1M
$1.56M ﹤0.01%
67,562
-19,931
-23% -$427K
MED icon
2219
Medifast
MED
$110M
$1.56M ﹤0.01%
37,423
-9,012
-19% -$363K
KBH icon
2220
KB Home
KBH
$3.53B
$1.56M ﹤0.01%
98,502
+2,606
+3% +$40.7K
REX icon
2221
REX American Resources
REX
$1.44B
$1.55M ﹤0.01%
94,458
-5,514
-6% -$81.9K
LDL
2222
DELISTED
Lydall, Inc.
LDL
$1.55M ﹤0.01%
25,136
-1,077
-4% -$59.6K
RBA icon
2223
RB Global
RBA
$21.7B
$1.55M ﹤0.01%
45,660
+8,350
+22% +$303K
HF
2224
DELISTED
HFF Inc.
HF
$1.55M ﹤0.01%
51,248
+9,431
+23% +$269K
FPO
2225
DELISTED
First Potomac Realty Trust
FPO
$1.55M ﹤0.01%
141,203
-29,002
-17% -$275K
87 88
89
90 91

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AF
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MCM
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PSUF
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SCC
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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.