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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
CUBI icon
1301
Customers Bancorp
CUBI
$2.65B
$6.09M 0.01%
170,067
-4,953
-3% -$146K
LPL icon
1302
LG Display
LPL
$3.13B
$6.08M 0.01%
472,743
+162,480
+52% +$2.03M
MTN icon
1303
Vail Resorts
MTN
$5.4B
$6.06M 0.01%
37,554
+4,357
+13% +$692K
PIR
1304
DELISTED
Pier 1 Imports, Inc.
PIR
$6.06M 0.01%
35,466
-11,614
-25% -$1.35M
GFI icon
1305
Gold Fields
GFI
$29B
$6.04M 0.01%
2,005,463
-847,979
-30% -$3.04M
CXP
1306
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.03M 0.01%
279,339
-59,663
-18% -$1.27M
SCO
1307
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$6.03M 0.01%
1,721,944
+246,194
+17% +$862K
STBZ
1308
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$6.03M 0.01%
224,339
-35,813
-14% -$873K
ENS icon
1309
EnerSys
ENS
$6.8B
$6.03M 0.01%
77,150
+5,808
+8% +$426K
EDR
1310
DELISTED
Education Realty Trust Inc
EDR
$6.01M 0.01%
142,166
-22,608
-14% -$926K
NWBI icon
1311
Northwest Bancshares
NWBI
$2.26B
$6M 0.01%
333,055
+7,513
+2% +$128K
OME
1312
DELISTED
Omega Protein
OME
$6M 0.01%
239,680
-98,714
-29% -$2.33M
CCOI icon
1313
Cogent Communications
CCOI
$603M
$6M 0.01%
145,135
+6,662
+5% +$254K
PDFS icon
1314
PDF Solutions
PDFS
$2B
$6M 0.01%
265,967
+21,420
+9% +$448K
DLB icon
1315
Dolby
DLB
$4.81B
$5.96M 0.01%
132,001
+173
+0.1% +$8.34K
ZLTQ
1316
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$5.96M 0.01%
137,044
+9,490
+7% +$383K
ITRI icon
1317
Itron
ITRI
$3.66B
$5.96M 0.01%
94,834
-17,695
-16% -$1.07M
WAFD icon
1318
WaFd
WAFD
$2.71B
$5.94M 0.01%
172,872
+27,097
+19% +$828K
EBS icon
1319
Emergent Biosolutions
EBS
$377M
$5.93M 0.01%
180,522
+4,740
+3% +$142K
EPC icon
1320
Edgewell Personal Care
EPC
$1.29B
$5.93M 0.01%
81,197
+7,743
+11% +$599K
SPTN
1321
DELISTED
SpartanNash
SPTN
$5.9M 0.01%
149,319
-6,083
-4% -$204K
LCII icon
1322
LCI Industries
LCII
$2.53B
$5.9M 0.01%
54,735
+10,506
+24% +$1.04M
MSGS icon
1323
Madison Square Garden
MSGS
$9.56B
$5.9M 0.01%
48,197
+6,213
+15% +$754K
FIVE icon
1324
Five Below
FIVE
$11.3B
$5.86M 0.01%
146,740
-4,879
-3% -$192K
MLI icon
1325
Mueller Industries
MLI
$14.3B
$5.85M 0.01%
585,980
+112,712
+24% +$995K
51 52
53
54 55

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MCM
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PSUF
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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.