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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
IBOC icon
1401
International Bancshares
IBOC
$4.77B
$5.25M 0.01%
128,558
+24,781
+24% +$884K
CCU icon
1402
Compañía de Cervecerías Unidas
CCU
$2.19B
$5.24M 0.01%
249,829
+210,028
+528% +$4.32M
PLXS icon
1403
Plexus
PLXS
$6.59B
$5.24M 0.01%
96,937
-19,822
-17% -$981K
CRUS icon
1404
Cirrus Logic
CRUS
$6.83B
$5.23M 0.01%
92,443
-134,644
-59% -$7.45M
GTLS
1405
DELISTED
Chart Industries
GTLS
$5.23M 0.01%
145,083
-32,658
-18% -$1.11M
BWLD
1406
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$5.22M 0.01%
33,833
+3,080
+10% +$479K
UNFI icon
1407
United Natural Foods
UNFI
$2.96B
$5.21M 0.01%
109,249
+41,713
+62% +$1.87M
XXIA
1408
DELISTED
Ixia
XXIA
$5.2M 0.01%
323,033
-37,211
-10% -$514K
SNDA icon
1409
Sonida Senior Living
SNDA
$2.04B
$5.19M 0.01%
21,542
+4,467
+26% +$1.06M
ANET icon
1410
Arista Networks
ANET
$216B
$5.17M 0.01%
855,440
+463,120
+118% +$2.59M
COR
1411
DELISTED
Coresite Realty Corporation
COR
$5.17M 0.01%
65,181
-8,813
-12% -$648K
AIRM
1412
DELISTED
Air Methods Corp
AIRM
$5.15M 0.01%
161,681
+59,314
+58% +$1.83M
WSO icon
1413
Watsco Inc
WSO
$15B
$5.15M 0.01%
34,739
+8,706
+33% +$1.26M
SJI
1414
DELISTED
South Jersey Industries, Inc.
SJI
$5.14M 0.01%
152,683
+19,374
+15% +$605K
SLF icon
1415
Sun Life Financial
SLF
$45.8B
$5.13M 0.01%
133,681
+38,060
+40% +$1.38M
GGAL icon
1416
Galicia Financial Group
GGAL
$8.02B
$5.12M 0.01%
190,097
+183,259
+2,680% +$5.26M
CSGP icon
1417
CoStar Group
CSGP
$12.1B
$5.1M 0.01%
270,780
+16,710
+7% +$328K
TDW icon
1418
Tidewater
TDW
$3.93B
$5.1M 0.01%
46,399
+9,236
+25% +$813K
BBL
1419
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$5.1M 0.01%
162,130
+43,547
+37% +$1.38M
PBR.A icon
1420
Petrobras Class A
PBR.A
$104B
$5.1M 0.01%
578,554
-5,274,138
-90% -$50.2M
STRA icon
1421
Strategic Education
STRA
$1.77B
$5.09M 0.01%
63,177
-23,305
-27% -$1.52M
SM icon
1422
SM Energy
SM
$7.41B
$5.09M 0.01%
147,658
+8,713
+6% +$315K
DSX icon
1423
Diana Shipping
DSX
$272M
$5.07M 0.01%
2,399,487
+2,285,650
+2,008% +$4.68M
PTR
1424
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$5.06M 0.01%
68,700
+39,901
+139% +$2.81M
CBU icon
1425
Community Bank
CBU
$3.52B
$5.06M 0.01%
81,832
+404
+0.5% +$21.6K
55 56
57
58 59

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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.