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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
AWR icon
1651
American States Water
AWR
$3.37B
$3.78M 0.01%
82,966
-21,359
-20% -$891K
GES
1652
DELISTED
Guess Inc
GES
$3.77M 0.01%
311,973
+58,859
+23% +$826K
FBR
1653
DELISTED
Fibria Celulose Sa
FBR
$3.77M 0.01%
392,643
+175,768
+81% +$1.48M
RP
1654
DELISTED
RealPage, Inc.
RP
$3.76M 0.01%
125,438
-17,250
-12% -$482K
PVTB
1655
DELISTED
PrivateBancorp Inc
PVTB
$3.76M 0.01%
69,343
+15,064
+28% +$725K
NCI
1656
DELISTED
Navigant Consulting, Inc.
NCI
$3.75M 0.01%
143,370
-45,187
-24% -$1.07M
TNC icon
1657
Tennant Co
TNC
$1.48B
$3.74M 0.01%
52,561
+776
+1% +$53.4K
PMT
1658
PennyMac Mortgage Investment
PMT
$839M
$3.73M 0.01%
227,941
+16,548
+8% +$262K
POLY
1659
DELISTED
Plantronics, Inc.
POLY
$3.73M 0.01%
68,108
-11,034
-14% -$577K
BRO icon
1660
Brown & Brown
BRO
$23.6B
$3.7M 0.01%
164,974
+5,928
+4% +$120K
AGU
1661
DELISTED
Agrium
AGU
$3.7M 0.01%
36,784
-15,946
-30% -$1.54M
CTLT
1662
DELISTED
CATALENT, INC.
CTLT
$3.69M 0.01%
136,925
+17,101
+14% +$424K
BRFS
1663
DELISTED
BRF SA
BRFS
$3.68M 0.01%
249,433
+173,011
+226% +$2.73M
TWOU
1664
DELISTED
2U Inc
TWOU
$3.67M 0.01%
4,062
-1,005
-20% -$1.02M
XLRE icon
1665
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
$3.67M 0.01%
119,443
-1,904
-2% -$58.3K
VMI icon
1666
Valmont Industries
VMI
$9.61B
$3.67M 0.01%
26,026
+9,875
+61% +$1.37M
TTI icon
1667
TETRA Technologies
TTI
$1.14B
$3.67M 0.01%
730,035
-1,209
-0.2% -$6.54K
BRK.A icon
1668
Berkshire Hathaway Class A
BRK.A
$1.07T
$3.66M 0.01%
15
– –
TNET icon
1669
TriNet
TNET
$2.94B
$3.65M 0.01%
142,681
-11,839
-8% -$268K
ALGT icon
1670
Allegiant Air
ALGT
$2.66B
$3.65M 0.01%
21,925
-10,556
-32% -$1.65M
KS
1671
DELISTED
KapStone Paper and Pack Corp.
KS
$3.65M 0.01%
165,331
+24,321
+17% +$494K
TELN
1672
DELISTED
TELENOR ASA
TELN
$3.64M 0.01%
244,126
+19,158
+9% +$286K
CIEN icon
1673
Ciena
CIEN
$53.4B
$3.64M 0.01%
149,060
+8,755
+6% +$191K
GHL
1674
DELISTED
Greenhill & Co., Inc.
GHL
$3.64M 0.01%
131,269
+15,849
+14% +$408K
NGHC
1675
DELISTED
National General Holdings Corp
NGHC
$3.64M 0.01%
145,509
-21,755
-13% -$493K
65 66
67
68 69

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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.