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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
SSL icon
1701
Sasol
SSL
$7.34B
$3.5M ﹤0.01%
122,244
+35,252
+41% +$969K
LL
1702
DELISTED
LL Flooring Holdings, Inc.
LL
$3.49M ﹤0.01%
221,893
-295
-0.1% -$5.14K
UNF icon
1703
Unifirst Corp
UNF
$5.38B
$3.49M ﹤0.01%
24,300
-284
-1% -$38.5K
DOC
1704
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.49M ﹤0.01%
183,994
-104,156
-36% -$1.97M
EXLS icon
1705
EXL Service
EXLS
$4.36B
$3.49M ﹤0.01%
345,595
-454,815
-57% -$4.35M
ELNK
1706
DELISTED
EarthLink Holdings Corp.
ELNK
$3.49M ﹤0.01%
617,998
-212,134
-26% -$1.21M
FNFV
1707
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$3.48M ﹤0.01%
254,376
+15,609
+7% +$199K
PRDO icon
1708
Perdoceo Education
PRDO
$1.99B
$3.48M ﹤0.01%
345,211
+47,696
+16% +$416K
GFF icon
1709
Griffon
GFF
$4.28B
$3.48M ﹤0.01%
132,648
-38,200
-22% -$793K
AKR icon
1710
Acadia Realty Trust
AKR
$2.99B
$3.47M ﹤0.01%
106,230
-25,409
-19% -$849K
HW
1711
DELISTED
Headwaters Inc
HW
$3.47M ﹤0.01%
147,616
-110,027
-43% -$2.24M
ESE icon
1712
ESCO Technologies
ESE
$8.4B
$3.47M ﹤0.01%
61,277
-4,512
-7% -$230K
WLH
1713
DELISTED
WILLIAM LYON HOMES
WLH
$3.46M ﹤0.01%
182,000
-1,098
-0.6% -$20.8K
NHY
1714
DELISTED
NORSK HYDRO A. S. ADR
NHY
$3.46M ﹤0.01%
733,352
+109,680
+18% +$518K
ENOV icon
1715
Enovis
ENOV
$1.63B
$3.45M ﹤0.01%
55,857
+20,562
+58% +$1.22M
NHI icon
1716
National Health Investors
NHI
$3.84B
$3.45M ﹤0.01%
46,457
+7,684
+20% +$564K
KCG
1717
DELISTED
KCG Holdings, Inc.
KCG
$3.44M ﹤0.01%
260,003
-184,055
-41% -$2.59M
NATI
1718
DELISTED
National Instruments Corp
NATI
$3.43M ﹤0.01%
111,428
+16,707
+18% +$487K
VSTO
1719
DELISTED
Vista Outdoor Inc.
VSTO
$3.43M ﹤0.01%
92,987
+39,481
+74% +$1.53M
VIPS icon
1720
Vipshop
VIPS
$7.08B
$3.42M ﹤0.01%
311,126
+145,592
+88% +$1.88M
PDLI
1721
DELISTED
PDL BioPharma, Inc.
PDLI
$3.42M ﹤0.01%
1,614,119
-649,292
-29% -$1.81M
WSTC
1722
DELISTED
West Corporation
WSTC
$3.41M ﹤0.01%
137,785
-19,104
-12% -$443K
DFT
1723
DELISTED
DuPont Fabros Technology Inc.
DFT
$3.41M ﹤0.01%
77,544
-40,539
-34% -$1.67M
MTGE
1724
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.4M ﹤0.01%
216,321
-24,418
-10% -$405K
RWT
1725
Redwood Trust
RWT
$619M
$3.39M ﹤0.01%
222,948
-66,088
-23% -$970K
67 68
69
70 71

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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.