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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
SCL icon
1501
Stepan Co
SCL
$1.31B
$4.56M 0.01%
55,972
-10,029
-15% -$774K
DECK icon
1502
Deckers Outdoor
DECK
$13.6B
$4.55M 0.01%
493,260
+61,608
+14% +$593K
COHR icon
1503
Coherent
COHR
$53.1B
$4.55M 0.01%
153,342
+20,948
+16% +$597K
NNI icon
1504
Nelnet
NNI
$4.81B
$4.54M 0.01%
89,458
-28,940
-24% -$1.33M
TSRO
1505
DELISTED
TESARO, Inc.
TSRO
$4.53M 0.01%
33,678
-4,001
-11% -$505K
ADTN icon
1506
Adtran
ADTN
$769M
$4.53M 0.01%
202,526
-84,221
-29% -$1.7M
WF icon
1507
Woori Financial
WF
$16.4B
$4.53M 0.01%
141,452
+18,705
+15% +$604K
ESND
1508
DELISTED
Essendant Inc.
ESND
$4.52M 0.01%
216,478
+26,817
+14% +$510K
ECHO
1509
EchoStar
ECHO
$25.1B
$4.52M 0.01%
108,527
+7,966
+8% +$316K
INWK
1510
DELISTED
InnerWorkings, Inc.
INWK
$4.52M 0.01%
458,767
+78,188
+21% +$723K
MRCY icon
1511
Mercury Systems
MRCY
$6.23B
$4.52M 0.01%
149,517
+15,568
+12% +$442K
FAF icon
1512
First American
FAF
$7.79B
$4.51M 0.01%
123,212
-329
-0.3% -$12.6K
WBS icon
1513
Webster Financial
WBS
$12.5B
$4.5M 0.01%
82,982
-77,955
-48% -$3.58M
ESL
1514
DELISTED
Esterline Technologies
ESL
$4.5M 0.01%
50,449
+8,287
+20% +$678K
CUBE icon
1515
CubeSmart
CUBE
$9.57B
$4.5M 0.01%
168,034
+55,350
+49% +$1.42M
NBTB icon
1516
NBT Bancorp
NBTB
$2.73B
$4.5M 0.01%
107,373
-9,309
-8% -$346K
CBM
1517
DELISTED
Cambrex Corporation
CBM
$4.5M 0.01%
83,352
-17,406
-17% -$836K
BW icon
1518
Babcock & Wilcox
BW
$1.4B
$4.48M 0.01%
26,989
-3,586
-12% -$572K
STL
1519
DELISTED
Sterling Bancorp
STL
$4.47M 0.01%
191,013
+953
+0.5% +$19.7K
MDSO
1520
DELISTED
Medidata Solutions, Inc.
MDSO
$4.47M 0.01%
89,958
+6,436
+8% +$334K
TMIC
1521
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$4.46M 0.01%
126,018
+44,115
+54% +$1.56M
IVR icon
1522
Invesco Mortgage Capital
IVR
$762M
$4.46M 0.01%
30,576
+4,269
+16% +$633K
XHR
1523
Xenia Hotels & Resorts
XHR
$2B
$4.46M 0.01%
229,749
+59,620
+35% +$1.02M
HEES
1524
DELISTED
H&E Equipment Services
HEES
$4.46M 0.01%
191,688
-55,964
-23% -$1.03M
QEP
1525
DELISTED
QEP RESOURCES, INC.
QEP
$4.46M 0.01%
242,118
-11,612
-5% -$211K
59 60
61
62 63

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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.