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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
CTS icon
2376
CTS Corp
CTS
$1.69B
$1.19M ﹤0.01%
53,144
+15,442
+41% +$316K
IRWD icon
2377
Ironwood Pharmaceuticals
IRWD
$652M
$1.19M ﹤0.01%
92,869
+20,768
+29% +$262K
WT icon
2378
WisdomTree
WT
$2.97B
$1.19M ﹤0.01%
106,518
+4,178
+4% +$43.6K
KATE
2379
DELISTED
Kate Spade & Company
KATE
$1.19M ﹤0.01%
63,579
+604
+1% +$9.9K
MS.PRE icon
2380
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$1.18M ﹤0.01%
42,087
-7,020
-14% -$199K
AMPH icon
2381
Amphastar Pharmaceuticals
AMPH
$842M
$1.18M ﹤0.01%
64,145
+1,912
+3% +$37.2K
BEL
2382
DELISTED
Belmond Ltd.
BEL
$1.18M ﹤0.01%
88,518
+1,151
+1% +$14.8K
AFAM
2383
DELISTED
Almost Family Inc
AFAM
$1.18M ﹤0.01%
26,758
-8,751
-25% -$357K
TBRG
2384
DELISTED
TruBridge
TBRG
$1.18M ﹤0.01%
49,924
+23,078
+86% +$576K
WSBC icon
2385
WesBanco
WSBC
$3.94B
$1.18M ﹤0.01%
27,325
+6,442
+31% +$241K
CMRX
2386
DELISTED
Chimerix, Inc.
CMRX
$1.17M ﹤0.01%
254,945
+14,172
+6% +$66.9K
CGI
2387
DELISTED
Celadon Group Inc
CGI
$1.17M ﹤0.01%
164,080
+9,020
+6% +$68K
CONN
2388
DELISTED
Conn's Inc.
CONN
$1.17M ﹤0.01%
92,669
-10,873
-11% -$120K
MR
2389
DELISTED
Montage Resources Corporation Common Stock
MR
$1.17M ﹤0.01%
29,243
-1,939
-6% -$86.4K
EMLP icon
2390
First Trust North American Energy Infrastructure Fund
EMLP
$4.13B
$1.17M ﹤0.01%
46,370
+6,974
+18% +$172K
EXAC
2391
DELISTED
Exactech Inc
EXAC
$1.17M ﹤0.01%
42,776
-2,611
-6% -$69K
ABAX
2392
DELISTED
Abaxis Inc
ABAX
$1.17M ﹤0.01%
22,077
-105
-0.5% -$5.41K
SCLN
2393
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$1.16M ﹤0.01%
107,612
+7,695
+8% +$76.9K
STRL icon
2394
Sterling Infrastructure
STRL
$19B
$1.16M ﹤0.01%
137,023
-2,505
-2% -$20K
AFI
2395
DELISTED
Armstrong Flooring, Inc.
AFI
$1.16M ﹤0.01%
58,077
-12,928
-18% -$238K
VASC
2396
DELISTED
Vascular Solutions Inc
VASC
$1.16M ﹤0.01%
20,608
-11,160
-35% -$569K
SYNA icon
2397
Synaptics
SYNA
$4.46B
$1.15M ﹤0.01%
21,531
-20,230
-48% -$1.17M
VSAT icon
2398
Viasat
VSAT
$10.1B
$1.15M ﹤0.01%
17,432
+1,306
+8% +$93.6K
LPSN icon
2399
LivePerson
LPSN
$20.2M
$1.15M ﹤0.01%
10,170
-1,327
-12% -$164K
NX icon
2400
Quanex
NX
$851M
$1.15M ﹤0.01%
56,763
-11,464
-17% -$212K
94 95
96
97 98

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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.