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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
HNI icon
1451
HNI Corp
HNI
$3.09B
$4.87M 0.01%
87,058
+5,348
+7% +$253K
BBG
1452
DELISTED
Bill Barrett Corp
BBG
$4.86M 0.01%
695,795
+18,940
+3% +$121K
ASX icon
1453
ASE Group
ASX
$80.2B
$4.86M 0.01%
964,037
+246,020
+34% +$1.37M
EIG icon
1454
Employers Holdings
EIG
$906M
$4.86M 0.01%
122,675
-63,045
-34% -$2.13M
ICL icon
1455
ICL Group
ICL
$6.65B
$4.86M 0.01%
1,181,938
+453,887
+62% +$1.75M
KRA
1456
DELISTED
Kraton Corporation
KRA
$4.86M 0.01%
170,500
+43,315
+34% +$1.33M
OSG
1457
Octave Specialty Group
OSG
$258M
$4.84M 0.01%
215,042
-1,632
-0.8% -$35.7K
KW
1458
DELISTED
Kennedy-Wilson Holdings
KW
$4.83M 0.01%
235,663
+53,432
+29% +$1.14M
BC icon
1459
Brunswick
BC
$5.24B
$4.82M 0.01%
88,426
+45,297
+105% +$2.24M
DAI
1460
DELISTED
DAIMLER AG
DAI
$4.82M 0.01%
65,047
-1,505
-2% -$112K
AIR icon
1461
AAR Corp
AIR
$5.46B
$4.82M 0.01%
145,857
-14,849
-9% -$512K
WCN
1462
Waste Connections
WCN
$42.7B
$4.82M 0.01%
91,956
-6,456
-7% -$326K
PSO icon
1463
Pearson
PSO
$10.1B
$4.82M 0.01%
482,138
+194,951
+68% +$1.89M
KFY icon
1464
Korn Ferry
KFY
$4.13B
$4.81M 0.01%
163,438
-37,250
-19% -$908K
LSI
1465
DELISTED
Life Storage, Inc.
LSI
$4.8M 0.01%
84,467
-3,127
-4% -$173K
WRI
1466
DELISTED
Weingarten Realty Investors
WRI
$4.8M 0.01%
134,108
+12,068
+10% +$433K
SKX
1467
DELISTED
Skechers
SKX
$4.79M 0.01%
194,912
+81,362
+72% +$1.88M
TISI icon
1468
Team
TISI
$77.7M
$4.79M 0.01%
12,197
+6,893
+130% +$2.38M
CATM
1469
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$4.77M 0.01%
87,471
-19,245
-18% -$979K
PRXL
1470
DELISTED
Parexel International Corp
PRXL
$4.77M 0.01%
72,590
+17,601
+32% +$1.1M
FIBK icon
1471
First Interstate BancSystem
FIBK
$3.67B
$4.75M 0.01%
111,760
-29,185
-21% -$1.06M
JJSF icon
1472
J&J Snack Foods
JJSF
$1.46B
$4.75M 0.01%
35,633
-2,626
-7% -$324K
KN icon
1473
Knowles
KN
$3.2B
$4.74M 0.01%
283,495
+24,062
+9% +$375K
TCO
1474
DELISTED
Taubman Centers Inc.
TCO
$4.73M 0.01%
63,984
+15,171
+31% +$1.1M
AKO.B icon
1475
Embotelladora Andina Series B
AKO.B
$4.65B
$4.72M 0.01%
210,123
+63,935
+44% +$1.46M
57 58
59
60 61

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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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ACI
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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.