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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
ACWI icon
1551
iShares MSCI ACWI ETF
ACWI
$32.5B
$4.31M 0.01%
72,789
+48,975
+206% +$2.87M
UE icon
1552
Urban Edge Properties
UE
$2.94B
$4.3M 0.01%
156,398
+7,693
+5% +$204K
EXPO icon
1553
Exponent
EXPO
$3.04B
$4.3M 0.01%
142,676
-5,552
-4% -$161K
LFC
1554
DELISTED
China Life Insurance Company Ltd.
LFC
$4.3M 0.01%
334,276
+133,250
+66% +$1.76M
TTMI icon
1555
TTM Technologies
TTMI
$12.8B
$4.29M 0.01%
314,377
-83,502
-21% -$1.09M
INN
1556
Summit Hotel Properties
INN
$748M
$4.28M 0.01%
266,685
-2,634
-1% -$36.9K
GNC
1557
DELISTED
GNC Holdings, Inc.
GNC
$4.27M 0.01%
387,160
+134,083
+53% +$2.1M
ROL icon
1558
Rollins
ROL
$18.8B
$4.27M 0.01%
284,591
+24,581
+9% +$341K
SFLY
1559
DELISTED
Shutterfly, Inc.
SFLY
$4.27M 0.01%
85,124
+26,710
+46% +$1.3M
BRKR icon
1560
Bruker
BRKR
$9.14B
$4.27M 0.01%
201,666
-210,676
-51% -$4.61M
SAIA icon
1561
Saia
SAIA
$11.2B
$4.26M 0.01%
96,603
+6,158
+7% +$238K
ILG
1562
DELISTED
ILG, Inc Common Stock
ILG
$4.26M 0.01%
234,705
-6,726
-3% -$118K
WLK icon
1563
Westlake Corp
WLK
$9.27B
$4.26M 0.01%
76,080
+11,058
+17% +$604K
SPIL
1564
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$4.26M 0.01%
583,461
+269,762
+86% +$1.99M
CALY
1565
Callaway Golf Company
CALY
$3.28B
$4.26M 0.01%
388,461
-81,960
-17% -$929K
ICON
1566
DELISTED
Iconix Brand Group, Inc.
ICON
$4.26M 0.01%
45,572
+7,299
+19% +$636K
RLI icon
1567
RLI Corp
RLI
$5.88B
$4.25M 0.01%
134,554
-5,386
-4% -$167K
AKS
1568
DELISTED
AK Steel Holding Corp
AKS
$4.23M 0.01%
414,699
-42,976
-9% -$327K
AUO
1569
DELISTED
AU Optronics Corp
AUO
$4.23M 0.01%
1,195,836
+223,864
+23% +$827K
BBOX
1570
DELISTED
Black Box Corp
BBOX
$4.22M 0.01%
276,774
-61,066
-18% -$875K
CAL icon
1571
Caleres
CAL
$420M
$4.22M 0.01%
128,444
-24,409
-16% -$716K
SAH icon
1572
Sonic Automotive
SAH
$3.25B
$4.21M 0.01%
183,816
+12,407
+7% +$252K
EXAR
1573
DELISTED
Exar Corporation
EXAR
$4.21M 0.01%
390,257
-150,339
-28% -$1.46M
UMBF icon
1574
UMB Financial
UMBF
$10.7B
$4.2M 0.01%
54,517
+9,707
+22% +$675K
HIBB
1575
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.2M 0.01%
112,720
-19,716
-15% -$799K
61 62
63
64 65

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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.