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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
CYH icon
1276
Community Health Systems
CYH
$382M
$6.28M 0.01%
1,123,722
+41,309
+4% +$287K
UFPI icon
1277
UFP Industries
UFPI
$5.02B
$6.27M 0.01%
184,200
-1,401
-0.8% -$45.6K
TECK icon
1278
Teck Resources
TECK
$29.3B
$6.27M 0.01%
312,907
+71,400
+30% +$1.55M
FBP icon
1279
First Bancorp
FBP
$4.43B
$6.27M 0.01%
947,938
-39,354
-4% -$232K
COLM icon
1280
Columbia Sportswear
COLM
$3.17B
$6.26M 0.01%
107,373
-17,272
-14% -$1.01M
TPC
1281
Tutor Perini Cor
TPC
$4.43B
$6.24M 0.01%
222,974
-21,120
-9% -$512K
AA icon
1282
Alcoa
AA
$11.6B
$6.24M 0.01%
222,247
-535,004
-71% -$14.5M
BURL icon
1283
Burlington
BURL
$22.3B
$6.2M 0.01%
73,195
+2,283
+3% +$184K
MPT
1284
Medical Properties Trust
MPT
$2.92B
$6.19M 0.01%
503,369
+14,396
+3% +$186K
GPOR
1285
DELISTED
Gulfport Energy Corp.
GPOR
$6.18M 0.01%
285,716
+47,159
+20% +$1.21M
WTRG icon
1286
Essential Utilities
WTRG
$11.3B
$6.18M 0.01%
205,674
+42,401
+26% +$1.26M
HXL icon
1287
Hexcel
HXL
$8.26B
$6.16M 0.01%
119,729
-16,852
-12% -$810K
MGEE icon
1288
MGE Energy Inc
MGEE
$3.1B
$6.16M 0.01%
94,250
-13,653
-13% -$816K
MBI icon
1289
MBIA
MBI
$291M
$6.15M 0.01%
575,055
+127,304
+28% +$1.18M
DXJ icon
1290
WisdomTree Japan Hedged Equity Fund
DXJ
$7.24B
$6.15M 0.01%
124,089
+9,191
+8% +$432K
TCBI icon
1291
Texas Capital Bancshares
TCBI
$4.32B
$6.14M 0.01%
78,298
+16,788
+27% +$1.13M
LSXMK
1292
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$6.13M 0.01%
237,299
+32,712
+16% +$848K
WPZ
1293
DELISTED
Williams Partners L.P.
WPZ
$6.13M 0.01%
161,150
+3,350
+2% +$120K
MNDT
1294
DELISTED
Mandiant, Inc. Common Stock
MNDT
$6.13M 0.01%
514,738
+66,723
+15% +$866K
CHS
1295
DELISTED
Chicos FAS, Inc.
CHS
$6.12M 0.01%
425,105
+22,959
+6% +$317K
ANAT
1296
DELISTED
American National Group, Inc. Common Stock
ANAT
$6.11M 0.01%
49,065
+4,053
+9% +$495K
SINA
1297
DELISTED
Sina Corp
SINA
$6.11M 0.01%
100,550
+96,195
+2,209% +$6.89M
HAWK
1298
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$6.11M 0.01%
162,187
+22,109
+16% +$787K
ST icon
1299
Sensata Technologies
ST
$6.61B
$6.11M 0.01%
156,786
+4,979
+3% +$190K
OSIS icon
1300
OSI Systems
OSIS
$3.55B
$6.1M 0.01%
80,105
-60,310
-43% -$4.35M
50 51
52
53 54

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MCM
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PSUF
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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.