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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
AAN.A
1176
DELISTED
The Aaron's Company Inc Class A
AAN.A
$6.99M 0.01%
218,561
+6,307
+3% +$202K
HRI icon
1177
Herc Holdings
HRI
$5.43B
$6.99M 0.01%
173,919
+10,352
+6% +$374K
CLH icon
1178
Clean Harbors
CLH
$16.1B
$6.97M 0.01%
125,289
+14,038
+13% +$708K
IHG icon
1179
InterContinental Hotels
IHG
$23B
$6.97M 0.01%
142,966
+43,822
+44% +$1.98M
DST
1180
DELISTED
DST Systems Inc.
DST
$6.94M 0.01%
129,512
+12,490
+11% +$659K
SHG icon
1181
Shinhan Financial Group
SHG
$33.6B
$6.93M 0.01%
184,246
+66,655
+57% +$2.54M
QUAD icon
1182
Quad
QUAD
$430M
$6.93M 0.01%
257,970
+35,055
+16% +$907K
IBKC
1183
DELISTED
IBERIABANK Corp
IBKC
$6.92M 0.01%
82,669
+9,071
+12% +$694K
ENB icon
1184
Enbridge
ENB
$124B
$6.92M 0.01%
164,358
+35,555
+28% +$1.52M
HAIN icon
1185
Hain Celestial
HAIN
$47.8M
$6.92M 0.01%
177,211
+65,745
+59% +$2.46M
PE
1186
DELISTED
PARSLEY ENERGY INC
PE
$6.91M 0.01%
196,105
+17,984
+10% +$637K
B
1187
Barrick Mining
B
$62.2B
$6.91M 0.01%
432,402
+8,552
+2% +$136K
UVV icon
1188
Universal Corp
UVV
$1.34B
$6.9M 0.01%
108,293
-3,634
-3% -$207K
RRX icon
1189
Regal Rexnord
RRX
$14.2B
$6.9M 0.01%
99,670
+24,141
+32% +$1.6M
DNOW icon
1190
DNOW Inc
DNOW
$2.63B
$6.9M 0.01%
337,096
-4,997
-1% -$106K
WOR icon
1191
Worthington Enterprises
WOR
$2.76B
$6.89M 0.01%
235,464
-10,370
-4% -$334K
MRC
1192
DELISTED
MRC Global
MRC
$6.87M 0.01%
339,303
+27,024
+9% +$492K
EWBC icon
1193
East-West Bancorp
EWBC
$17.9B
$6.86M 0.01%
134,875
-41,816
-24% -$1.86M
GPI icon
1194
Group 1 Automotive
GPI
$3.94B
$6.86M 0.01%
87,956
+38,550
+78% +$2.65M
TEF
1195
DELISTED
Telefonica
TEF
$6.85M 0.01%
921,959
-402,361
-30% -$2.94M
MNRO icon
1196
Monro
MNRO
$525M
$6.84M 0.01%
119,672
+10,785
+10% +$621K
ATW
1197
DELISTED
Atwood Oceanics
ATW
$6.83M 0.01%
520,429
+65,474
+14% +$644K
RLJ icon
1198
RLJ Lodging Trust
RLJ
$1.87B
$6.82M 0.01%
278,625
+52,301
+23% +$1.15M
CVLT icon
1199
Commault Systems
CVLT
$5.89B
$6.81M 0.01%
132,446
-35,345
-21% -$1.9M
FR icon
1200
First Industrial Realty Trust
FR
$8.88B
$6.8M 0.01%
242,396
-1,866
-0.8% -$49.7K
46 47
48
49 50

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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.