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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
CEB
1101
DELISTED
CEB Inc.
CEB
$7.69M 0.01%
126,905
+58,528
+86% +$3.23M
PANW icon
1102
Palo Alto Networks
PANW
$264B
$7.68M 0.01%
368,382
-60,990
-14% -$1.46M
DBRG icon
1103
DigitalBridge
DBRG
$2.94B
$7.66M 0.01%
128,355
-5,805
-4% -$328K
WIN
1104
DELISTED
Windstream Holdings Inc
WIN
$7.65M 0.01%
208,750
+10,231
+5% +$398K
LOGM
1105
DELISTED
LogMein, Inc.
LOGM
$7.64M 0.01%
79,108
+26,433
+50% +$2.57M
NFBK
1106
DELISTED
Northfield Bancorp
NFBK
$7.62M 0.01%
381,615
-50,159
-12% -$899K
TYL icon
1107
Tyler Technologies
TYL
$12.2B
$7.61M 0.01%
53,332
-987
-2% -$153K
EGBN icon
1108
Eagle Bancorp
EGBN
$867M
$7.61M 0.01%
124,783
+11,102
+10% +$608K
HWC icon
1109
Hancock Whitney
HWC
$6.13B
$7.57M 0.01%
175,649
+6,814
+4% +$259K
CYNO
1110
DELISTED
Cynosure, Inc. Class A
CYNO
$7.55M 0.01%
165,591
-42,702
-21% -$1.96M
MD icon
1111
Pediatrix Medical
MD
$2.16B
$7.54M 0.01%
113,094
-16,614
-13% -$1.08M
CBPO
1112
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$7.52M 0.01%
69,931
+67,003
+2,288% +$7.83M
LOPE icon
1113
Grand Canyon Education
LOPE
$3.71B
$7.51M 0.01%
128,546
+3,054
+2% +$156K
UA icon
1114
Under Armour Class C
UA
$2.92B
$7.51M 0.01%
298,409
-47,979
-14% -$1.33M
NWE icon
1115
NorthWestern Energy
NWE
$4.48B
$7.5M 0.01%
131,974
+15,920
+14% +$895K
WEX icon
1116
WEX
WEX
$6.11B
$7.49M 0.01%
67,136
+9,631
+17% +$1.04M
HLT icon
1117
Hilton Worldwide
HLT
$74B
$7.48M 0.01%
91,617
+352
+0.4% +$25.9K
ADNT icon
1118
Adient
ADNT
$1.6B
$7.46M 0.01%
+127,345
New +$6.72M
EDE
1119
DELISTED
Empire District Electric
EDE
$7.45M 0.01%
218,422
-32,512
-13% -$1.11M
ABM icon
1120
ABM Industries
ABM
$2.8B
$7.43M 0.01%
181,990
-35,526
-16% -$1.45M
LECO icon
1121
Lincoln Electric
LECO
$13.8B
$7.41M 0.01%
96,635
+3,446
+4% +$247K
UMPQ
1122
DELISTED
Umpqua Holdings Corp
UMPQ
$7.4M 0.01%
394,069
-22,384
-5% -$381K
FLO icon
1123
Flowers Foods
FLO
$1.64B
$7.4M 0.01%
370,483
-4,499
-1% -$74K
AGRO icon
1124
Adecoagro
AGRO
$1.53B
$7.39M 0.01%
712,038
+684,772
+2,511% +$7.37M
CMP icon
1125
Compass Minerals
CMP
$1.24B
$7.39M 0.01%
94,314
-32,582
-26% -$2.48M
43 44
45
46 47

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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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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.