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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
FSP
1326
Franklin Street Properties
FSP
$45.6M
$5.85M 0.01%
451,474
+37,790
+9% +$456K
SCI icon
1327
Service Corp International
SCI
$11.5B
$5.85M 0.01%
205,873
-21,279
-9% -$567K
EPAC icon
1328
Enerpac Tool Group
EPAC
$1.78B
$5.84M 0.01%
225,230
-89,097
-28% -$2.23M
CKH
1329
DELISTED
Seacor Holdings Inc.
CKH
$5.83M 0.01%
84,606
+13,513
+19% +$794K
IWB icon
1330
iShares Russell 1000 ETF
IWB
$47.6B
$5.83M 0.01%
46,825
+40,471
+637% +$4.92M
WGL
1331
DELISTED
Wgl Holdings
WGL
$5.82M 0.01%
76,342
+28,100
+58% +$1.89M
HRG
1332
DELISTED
HRG Group, Inc.
HRG
$5.81M 0.01%
373,349
-90,955
-20% -$1.39M
RGLD icon
1333
Royal Gold
RGLD
$17.1B
$5.79M 0.01%
91,400
+9,948
+12% +$677K
GBX icon
1334
The Greenbrier Companies
GBX
$1.58B
$5.77M 0.01%
138,968
+19,517
+16% +$728K
RDN icon
1335
Radian Group
RDN
$5.23B
$5.77M 0.01%
320,922
-343,164
-52% -$5.15M
QTS
1336
DELISTED
QTS REALTY TRUST, INC.
QTS
$5.77M 0.01%
116,136
-6,604
-5% -$319K
NCMI icon
1337
National CineMedia
NCMI
$359M
$5.76M 0.01%
39,118
-13,897
-26% -$2.05M
BGS icon
1338
B&G Foods
BGS
$289M
$5.75M 0.01%
131,278
-44,058
-25% -$1.96M
NP
1339
DELISTED
Neenah, Inc. Common Stock
NP
$5.75M 0.01%
67,478
-6,268
-8% -$519K
AIT icon
1340
Applied Industrial Technologies
AIT
$12.8B
$5.74M 0.01%
96,705
-39,265
-29% -$2.13M
PDCE
1341
DELISTED
PDC Energy, Inc.
PDCE
$5.73M 0.01%
79,003
-6,183
-7% -$425K
NVRI icon
1342
Enviri
NVRI
$623M
$5.7M 0.01%
418,849
-69,683
-14% -$836K
IRDM icon
1343
Iridium Communications
IRDM
$4.83B
$5.69M 0.01%
592,297
-98,868
-14% -$882K
FNF icon
1344
Fidelity National Financial
FNF
$14B
$5.67M 0.01%
240,714
-13,687
-5% -$328K
VSM
1345
DELISTED
Versum Materials, Inc.
VSM
$5.67M 0.01%
+202,175
New +$5.03M
MTX icon
1346
Minerals Technologies
MTX
$2.24B
$5.67M 0.01%
73,332
+26,065
+55% +$1.93M
KRC icon
1347
Kilroy Realty
KRC
$4.56B
$5.66M 0.01%
77,354
-3,684
-5% -$264K
SCHB icon
1348
Schwab US Broad Market ETF
SCHB
$42.7B
$5.66M 0.01%
+626,754
New +$5.52M
EBSB
1349
DELISTED
Meridian Bancorp, Inc.
EBSB
$5.65M 0.01%
298,818
-42,139
-12% -$719K
OHI icon
1350
Omega Healthcare
OHI
$15.3B
$5.62M 0.01%
179,831
+626
+0.3% +$19.3K
52 53
54
55 56

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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.