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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
SRC
1601
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$4.08M 0.01%
83,699
+15,121
+22% +$769K
ACIW icon
1602
ACI Worldwide
ACIW
$5.88B
$4.07M 0.01%
224,240
+2,353
+1% +$44.1K
WTS icon
1603
Watts Water Technologies
WTS
$11.5B
$4.06M 0.01%
62,330
-11,400
-15% -$746K
AF
1604
DELISTED
Astoria Financial Corporation
AF
$4.05M 0.01%
217,380
-27,261
-11% -$434K
KND
1605
DELISTED
Kindred Healthcare
KND
$4.05M 0.01%
515,414
-189,173
-27% -$1.55M
DBD
1606
DELISTED
Diebold Nixdorf Incorporated
DBD
$4.04M 0.01%
160,804
-12,986
-7% -$306K
BGG
1607
DELISTED
Briggs & Stratton Corp.
BGG
$4.04M 0.01%
181,375
-30,434
-14% -$620K
PRFT
1608
DELISTED
Perficient Inc
PRFT
$4.04M 0.01%
230,693
-49,575
-18% -$905K
SSNC icon
1609
SS&C Technologies
SSNC
$18.1B
$4.03M 0.01%
140,915
+4,419
+3% +$137K
PLNT icon
1610
Planet Fitness
PLNT
$4.29B
$4.02M 0.01%
199,790
-46,391
-19% -$962K
STMP
1611
DELISTED
Stamps.com, Inc.
STMP
$4.01M 0.01%
35,011
+14,075
+67% +$1.46M
DBI icon
1612
Designer Brands
DBI
$298M
$4.01M 0.01%
177,102
+55,522
+46% +$1.26M
AYR
1613
DELISTED
Aircastle Ltd
AYR
$4.01M 0.01%
192,228
-7,704
-4% -$163K
ENTG icon
1614
Entegris
ENTG
$19.2B
$4M 0.01%
223,601
-18,119
-7% -$314K
ADC icon
1615
Agree Realty
ADC
$9.66B
$4M 0.01%
86,875
-48,324
-36% -$2.2M
ANW
1616
DELISTED
Aegean Marine Petroleum Network
ANW
$4M 0.01%
394,019
+370,270
+1,559% +$3.68M
CMO
1617
DELISTED
Capstead Mortgage Corp.
CMO
$4M 0.01%
392,075
-60,696
-13% -$596K
MDCO
1618
DELISTED
Medicines Co
MDCO
$3.99M 0.01%
117,527
-18,102
-13% -$642K
GTY
1619
Getty Realty Corp
GTY
$2.12B
$3.98M 0.01%
156,246
+15,162
+11% +$356K
OTTR icon
1620
Otter Tail
OTTR
$3.87B
$3.98M 0.01%
97,541
+4,840
+5% +$180K
SKT icon
1621
Tanger
SKT
$4.8B
$3.97M 0.01%
111,038
-116,654
-51% -$4.12M
FMBI
1622
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.96M 0.01%
157,117
-4,160
-3% -$91.9K
MCY icon
1623
Mercury Insurance
MCY
$6.01B
$3.96M 0.01%
65,795
-7,027
-10% -$399K
EON
1624
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$3.95M 0.01%
560,634
+42,175
+8% +$297K
AD
1625
Array Digital Infrastructure
AD
$2.99B
$3.95M 0.01%
90,302
-15,607
-15% -$591K
63 64
65
66 67

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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.