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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
BCE icon
1426
BCE
BCE
$19.9B
$5.04M 0.01%
116,571
-31,111
-21% -$1.37M
VWR
1427
DELISTED
VWR Corporation
VWR
$5.04M 0.01%
201,227
-20,529
-9% -$545K
BCO icon
1428
Brink's
BCO
$4.9B
$5.02M 0.01%
121,773
-20,603
-14% -$827K
LXU icon
1429
LSB Industries
LXU
$832M
$5.01M 0.01%
773,729
+62,076
+9% +$360K
HT
1430
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$5M 0.01%
232,731
+21,149
+10% +$413K
GK
1431
DELISTED
G&K Services Inc
GK
$5M 0.01%
51,819
-5,586
-10% -$534K
APOL
1432
DELISTED
Apollo Education Group Inc Class A
APOL
$5M 0.01%
504,888
+76,197
+18% +$695K
WST icon
1433
West Pharmaceutical
WST
$23.5B
$4.99M 0.01%
58,760
+12,057
+26% +$948K
ATSG
1434
DELISTED
Air Transport Services Group
ATSG
$4.99M 0.01%
312,314
-50,416
-14% -$779K
MKTX icon
1435
MarketAxess Holdings
MKTX
$4.2B
$4.98M 0.01%
33,895
+1,093
+3% +$174K
CMD
1436
DELISTED
Cantel Medical Corporation
CMD
$4.97M 0.01%
63,122
-9,331
-13% -$725K
CRI icon
1437
Carter's
CRI
$1.42B
$4.96M 0.01%
57,468
-7,368
-11% -$658K
VMW
1438
DELISTED
VMware, Inc
VMW
$4.93M 0.01%
62,636
+928
+2% +$72K
WDFC icon
1439
WD-40
WDFC
$3.13B
$4.92M 0.01%
42,126
-18,437
-30% -$2.02M
SIR
1440
DELISTED
SELECT INCOME REIT
SIR
$4.92M 0.01%
444,565
+5,977
+1% +$65.2K
COTY icon
1441
Coty
COTY
$2.37B
$4.92M 0.01%
268,506
+141,988
+112% +$2.93M
ABG icon
1442
Asbury Automotive
ABG
$4.22B
$4.92M 0.01%
79,656
+22,693
+40% +$1.3M
EFII
1443
DELISTED
Electronics for Imaging
EFII
$4.91M 0.01%
112,008
-175
-0.2% -$7.7K
VISN
1444
Vistance Networks Inc
VISN
$2.66B
$4.91M 0.01%
131,913
+18,923
+17% +$645K
HLX icon
1445
Helix Energy Solutions
HLX
$1.44B
$4.9M 0.01%
555,981
-191,327
-26% -$1.85M
TMX
1446
DELISTED
Terminix Global Holdings, Inc.
TMX
$4.9M 0.01%
194,199
-5,700
-3% -$140K
SGI
1447
Somnigroup International
SGI
$15.3B
$4.9M 0.01%
287,000
-56,932
-17% -$850K
BKH icon
1448
Black Hills Corp
BKH
$5.72B
$4.9M 0.01%
79,847
-14,425
-15% -$861K
ERF
1449
DELISTED
Enerplus Corporation
ERF
$4.88M 0.01%
515,134
-12,669
-2% -$100K
CRS icon
1450
Carpenter Technology
CRS
$28.9B
$4.88M 0.01%
134,985
-14,685
-10% -$545K
56 57
58
59 60

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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.