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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
BKU icon
1376
Bankunited
BKU
$3.38B
$5.46M 0.01%
144,741
-5,321
-4% -$177K
IMKTA icon
1377
Ingles Markets
IMKTA
$1.67B
$5.44M 0.01%
113,169
-14,449
-11% -$644K
SLAB icon
1378
Silicon Laboratories
SLAB
$7.17B
$5.44M 0.01%
83,644
-18,077
-18% -$1.14M
MSA icon
1379
Mine Safety
MSA
$6.73B
$5.43M 0.01%
78,398
+22,252
+40% +$1.38M
SUI icon
1380
Sun Communities
SUI
$15B
$5.42M 0.01%
70,738
+2,497
+4% +$187K
WW
1381
DELISTED
WW International
WW
$5.4M 0.01%
471,831
+9,822
+2% +$106K
SNV
1382
DELISTED
Synovus
SNV
$5.4M 0.01%
131,380
-3,100
-2% -$114K
DEI icon
1383
Douglas Emmett
DEI
$2.04B
$5.39M 0.01%
147,444
-31,552
-18% -$1.14M
CNSL
1384
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.38M 0.01%
200,205
-24,379
-11% -$637K
BRSS
1385
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$5.37M 0.01%
156,623
-41,972
-21% -$1.27M
NNN icon
1386
NNN REIT
NNN
$9.39B
$5.36M 0.01%
121,344
+22,622
+23% +$998K
TLRD
1387
DELISTED
Tailored Brands, Inc.
TLRD
$5.36M 0.01%
209,582
+15,831
+8% +$306K
ADEA icon
1388
Adeia
ADEA
$2.82B
$5.35M 0.01%
457,357
-45,402
-9% -$481K
BRC icon
1389
Brady Corp
BRC
$4.5B
$5.35M 0.01%
142,406
-52,280
-27% -$1.88M
BLD
1390
DELISTED
TopBuild
BLD
$5.34M 0.01%
150,112
+25,486
+20% +$877K
RBC icon
1391
RBC Bearings
RBC
$18.4B
$5.33M 0.01%
57,461
-12,182
-17% -$982K
TDK
1392
DELISTED
TDK CORP AMER DEP SH
TDK
$5.33M 0.01%
77,770
+3,699
+5% +$254K
YPF icon
1393
YPF
YPF
$19.9B
$5.32M 0.01%
322,303
+273,119
+555% +$4.68M
CIR
1394
DELISTED
CIRCOR International, Inc
CIR
$5.3M 0.01%
81,729
+18,167
+29% +$1.08M
PPC icon
1395
Pilgrim's Pride
PPC
$6.99B
$5.29M 0.01%
278,627
-7,267
-3% -$142K
WPG
1396
DELISTED
Washington Prime Group Inc.
WPG
$5.28M 0.01%
56,376
+2,254
+4% +$215K
MTOR
1397
DELISTED
MERITOR, Inc.
MTOR
$5.26M 0.01%
423,935
+21,298
+5% +$250K
ARCC icon
1398
Ares Capital
ARCC
$13.6B
$5.26M 0.01%
319,071
-34,020
-10% -$535K
JNS
1399
DELISTED
Janus Capital Group Inc
JNS
$5.26M 0.01%
396,381
+16,249
+4% +$223K
USG
1400
DELISTED
Usg
USG
$5.25M 0.01%
181,956
+40,259
+28% +$1.11M
54 55
56
57 58

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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.