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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
DISH
1001
DELISTED
DISH Network Corp.
DISH
$8.97M 0.01%
154,840
+1,448
+0.9% +$82.7K
SHLM
1002
DELISTED
Schulman (A.) Inc
SHLM
$8.95M 0.01%
267,557
+29,006
+12% +$919K
NRF
1003
DELISTED
NorthStar Realty Finance Corp.
NRF
$8.94M 0.01%
590,098
-81,178
-12% -$1.18M
CAVM
1004
DELISTED
Cavium, Inc.
CAVM
$8.89M 0.01%
142,329
-30,115
-17% -$1.74M
COLB icon
1005
Columbia Banking Systems
COLB
$8.81B
$8.87M 0.01%
198,474
+10,858
+6% +$410K
SMG icon
1006
ScottsMiracle-Gro
SMG
$4.03B
$8.84M 0.01%
92,530
+14,659
+19% +$1.31M
IDCC icon
1007
InterDigital
IDCC
$6.68B
$8.83M 0.01%
96,645
-29,195
-23% -$2.34M
SWFT
1008
DELISTED
Swift Transportation Company
SWFT
$8.8M 0.01%
361,381
-4,116
-1% -$96.1K
CVSA
1009
Covista Inc
CVSA
$3.94B
$8.8M 0.01%
282,110
+63,500
+29% +$1.72M
ALKS icon
1010
Alkermes
ALKS
$8.82B
$8.75M 0.01%
157,451
+14,830
+10% +$793K
EVR icon
1011
Evercore
EVR
$13.1B
$8.75M 0.01%
127,357
+56,450
+80% +$3.47M
ODP
1012
DELISTED
ODP
ODP
$8.75M 0.01%
193,546
+101,853
+111% +$4.22M
REG icon
1013
Regency Centers
REG
$15B
$8.73M 0.01%
126,605
+14,063
+12% +$979K
AMCR
1014
DELISTED
AMCOR LTD ADR
AMCR
$8.71M 0.01%
202,660
+10,791
+6% +$464K
GWB
1015
DELISTED
Great Western Bancorp, Inc.
GWB
$8.71M 0.01%
199,747
-38,145
-16% -$1.43M
SCM
1016
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$8.67M 0.01%
193,810
+10,866
+6% +$486K
NPSN
1017
DELISTED
NASPERS LTD
NPSN
$8.67M 0.01%
592,771
+199,849
+51% +$2.92M
ERIC icon
1018
Ericsson
ERIC
$30.7B
$8.61M 0.01%
1,477,123
+738,875
+100% +$4.08M
RGC
1019
DELISTED
Regal Entertainment Group
RGC
$8.61M 0.01%
417,972
+24,803
+6% +$551K
LHO
1020
DELISTED
LaSalle Hotel Properties
LHO
$8.61M 0.01%
282,434
+108,506
+62% +$2.92M
CPF icon
1021
Central Pacific Financial
CPF
$997M
$8.59M 0.01%
273,270
+30,035
+12% +$848K
PRI icon
1022
Primerica
PRI
$9.81B
$8.58M 0.01%
124,128
+30,021
+32% +$1.91M
CRL icon
1023
Charles River Laboratories
CRL
$10.9B
$8.58M 0.01%
112,620
-35,076
-24% -$2.66M
PINC
1024
DELISTED
Premier
PINC
$8.58M 0.01%
282,502
+128,013
+83% +$3.94M
DRH icon
1025
Diamondrock Hospitality Co
DRH
$2.63B
$8.57M 0.01%
743,715
+298,020
+67% +$3.01M
39 40
41
42 43

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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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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.