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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
EXA
2426
DELISTED
EXA Corporation
EXA
$1.1M ﹤0.01%
71,842
+791
+1% +$11.7K
PRSU
2427
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$1.1M ﹤0.01%
24,994
-1,102
-4% -$45.6K
NOVT icon
2428
Novanta
NOVT
$5.13B
$1.1M ﹤0.01%
52,346
-22,847
-30% -$435K
RDNT icon
2429
RadNet
RDNT
$4.93B
$1.1M ﹤0.01%
169,971
-46,363
-21% -$313K
CHA
2430
DELISTED
China Telecom Corporation, LTD
CHA
$1.09M ﹤0.01%
23,709
+6,196
+35% +$306K
FGL
2431
DELISTED
Fidelity & Guaranty Life
FGL
$1.09M ﹤0.01%
46,094
-24,337
-35% -$566K
FWONK icon
2432
Liberty Media Series C
FWONK
$24.4B
$1.09M ﹤0.01%
35,997
+3,600
+11% +$103K
KBAL
2433
DELISTED
Kimball International
KBAL
$1.08M ﹤0.01%
61,673
-21,892
-26% -$322K
PEGI
2434
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.08M ﹤0.01%
56,823
+9,414
+20% +$193K
HZO icon
2435
MarineMax
HZO
$800M
$1.08M ﹤0.01%
55,585
+15,214
+38% +$294K
FTK icon
2436
Flotek Industries
FTK
$953M
$1.07M ﹤0.01%
19,070
-2,765
-13% -$202K
LAZ icon
2437
Lazard
LAZ
$4.45B
$1.07M ﹤0.01%
26,141
-7,033
-21% -$273K
ZEUS
2438
DELISTED
Olympic Steel
ZEUS
$1.07M ﹤0.01%
44,272
+1,391
+3% +$32.8K
HCOM
2439
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$1.07M ﹤0.01%
43,300
-2,528
-6% -$57.4K
DBVT
2440
DBV Technologies
DBVT
$822M
$1.07M ﹤0.01%
3,048
+1,458
+92% +$524K
PBPB
2441
DELISTED
Potbelly
PBPB
$1.07M ﹤0.01%
82,864
-36,465
-31% -$487K
SBSI icon
2442
Southside Bancshares
SBSI
$984M
$1.07M ﹤0.01%
29,065
-775
-3% -$26.8K
ECOL
2443
DELISTED
US Ecology, Inc.
ECOL
$1.07M ﹤0.01%
21,733
-16,364
-43% -$739K
SITE icon
2444
SiteOne Landscape Supply
SITE
$4.54B
$1.07M ﹤0.01%
30,734
-52,298
-63% -$1.75M
ATRI
2445
DELISTED
Atrion Corp
ATRI
$1.07M ﹤0.01%
2,103
+681
+48% +$316K
MYE icon
2446
Myers Industries
MYE
$1.2B
$1.06M ﹤0.01%
74,250
-16,122
-18% -$219K
NEO icon
2447
NeoGenomics
NEO
$1.82B
$1.05M ﹤0.01%
123,141
-98,336
-44% -$842K
BAK icon
2448
Braskem
BAK
$968M
$1.05M ﹤0.01%
49,665
+29,948
+152% +$529K
ZUMZ icon
2449
Zumiez
ZUMZ
$331M
$1.05M ﹤0.01%
48,081
-11,420
-19% -$265K
IPXL
2450
DELISTED
Impax Laboratories, Inc.
IPXL
$1.05M ﹤0.01%
79,205
+9,600
+14% +$164K
96 97
98
99 100

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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.