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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
TEN
1626
Tsakos Energy Navigation Ltd
TEN
$1.18B
$3.94M 0.01%
168,205
+153,222
+1,023% +$3.61M
ENIC icon
1627
Enel Chile
ENIC
$6.05B
$3.94M 0.01%
866,058
+659,471
+319% +$3.17M
VG
1628
DELISTED
Vonage Holdings Corporation
VG
$3.93M 0.01%
574,238
-293,303
-34% -$1.94M
DIA icon
1629
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$3.93M 0.01%
19,908
+11,553
+138% +$2.18M
PFS icon
1630
Provident Financial Services
PFS
$3.11B
$3.93M 0.01%
138,753
-31,087
-18% -$774K
TKC icon
1631
Turkcell
TKC
$4.79B
$3.92M 0.01%
568,738
+492,574
+647% +$3.6M
LBRDK icon
1632
Liberty Broadband Class C
LBRDK
$4.44B
$3.92M 0.01%
52,943
+7,603
+17% +$534K
UTL icon
1633
Unitil
UTL
$999M
$3.91M 0.01%
86,306
-28,065
-25% -$1.17M
BKS
1634
DELISTED
Barnes & Noble
BKS
$3.91M 0.01%
350,654
-107,740
-24% -$1.24M
HOPE icon
1635
Hope Bancorp
HOPE
$1.77B
$3.9M 0.01%
178,262
-16,773
-9% -$317K
CMRE icon
1636
Costamare
CMRE
$1.89B
$3.89M 0.01%
695,246
+653,133
+1,551% +$4.33M
MDP
1637
DELISTED
Meredith Corporation
MDP
$3.89M 0.01%
65,817
+15,722
+31% +$825K
ELME
1638
Elme Communities
ELME
$144M
$3.89M 0.01%
118,903
-1,573
-1% -$48K
SMTC icon
1639
Semtech
SMTC
$11.3B
$3.88M 0.01%
122,996
-3,373
-3% -$94.4K
KAI icon
1640
Kadant
KAI
$3.69B
$3.87M 0.01%
63,303
-3,843
-6% -$221K
CPK icon
1641
Chesapeake Utilities
CPK
$3.26B
$3.87M 0.01%
57,840
-21,967
-28% -$1.4M
DK icon
1642
Delek US
DK
$3.95B
$3.86M 0.01%
160,347
-6,743
-4% -$132K
SF
1643
Stifel
SF
$12.5B
$3.84M 0.01%
172,823
+47,397
+38% +$952K
BSMX
1644
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$3.83M 0.01%
532,369
-1,282,337
-71% -$10.3M
CYS
1645
DELISTED
CYS Investments Inc.
CYS
$3.82M 0.01%
494,572
-74,324
-13% -$606K
CHH icon
1646
Choice Hotels
CHH
$5.15B
$3.82M 0.01%
68,091
-11,573
-15% -$580K
AIN icon
1647
Albany International
AIN
$2.16B
$3.81M 0.01%
82,203
-8,214
-9% -$362K
AL
1648
DELISTED
Air Lease Corp
AL
$3.8M 0.01%
110,733
+13,993
+14% +$461K
CATY icon
1649
Cathay General Bancorp
CATY
$4.18B
$3.79M 0.01%
99,607
+7,768
+8% +$263K
INFO
1650
DELISTED
IHS Markit Ltd. Common Shares
INFO
$3.78M 0.01%
106,778
-91,178
-46% -$3.28M
64 65
66
67 68

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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.