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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
BGC
1726
DELISTED
General Cable Corporation
BGC
$3.39M ﹤0.01%
177,841
+22,415
+14% +$378K
RYAM icon
1727
Rayonier Advanced Materials
RYAM
$573M
$3.38M ﹤0.01%
218,873
-71,500
-25% -$997K
CAB
1728
DELISTED
Cabela's Inc
CAB
$3.38M ﹤0.01%
57,746
-10,585
-15% -$657K
HTO
1729
H2O America
HTO
$2.66B
$3.38M ﹤0.01%
60,324
+7,811
+15% +$394K
POWI icon
1730
Power Integrations
POWI
$3.53B
$3.38M ﹤0.01%
99,502
+3,820
+4% +$125K
HTLD icon
1731
Heartland Express
HTLD
$1.06B
$3.37M ﹤0.01%
165,664
-24,099
-13% -$484K
NTRI
1732
DELISTED
NutriSystem, Inc.
NTRI
$3.37M ﹤0.01%
97,310
-25,786
-21% -$871K
FSTR icon
1733
Foster
FSTR
$443M
$3.37M ﹤0.01%
247,871
-57,036
-19% -$740K
FFIC
1734
DELISTED
Flushing Financial
FFIC
$3.37M ﹤0.01%
114,632
-16,980
-13% -$431K
ROCK icon
1735
Gibraltar Industries
ROCK
$1.36B
$3.37M ﹤0.01%
80,785
+4,399
+6% +$182K
BXMT icon
1736
Blackstone Mortgage Trust
BXMT
$2.8B
$3.36M ﹤0.01%
111,786
-427
-0.4% -$12.7K
WLY icon
1737
John Wiley & Sons Class A
WLY
$2.59B
$3.36M ﹤0.01%
61,601
+16,761
+37% +$894K
POST icon
1738
Post Holdings
POST
$4.14B
$3.35M ﹤0.01%
63,748
-558
-0.9% -$28.2K
CLGX
1739
DELISTED
Corelogic, Inc.
CLGX
$3.35M ﹤0.01%
90,909
-60,782
-40% -$2.35M
FCNCA icon
1740
First Citizens BancShares
FCNCA
$24.3B
$3.34M ﹤0.01%
9,404
+2,385
+34% +$779K
AAT
1741
American Assets Trust
AAT
$1.49B
$3.34M ﹤0.01%
77,464
-30,641
-28% -$1.25M
HL icon
1742
Hecla Mining
HL
$10.2B
$3.33M ﹤0.01%
636,274
+62,792
+11% +$368K
UNIT
1743
Uniti Group
UNIT
$2.62B
$3.33M ﹤0.01%
130,969
+6,890
+6% +$186K
KNGT
1744
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$3.32M ﹤0.01%
100,441
-74,782
-43% -$2.47M
VECO icon
1745
Veeco
VECO
$2.96B
$3.32M ﹤0.01%
113,814
+27,300
+32% +$683K
EZPW icon
1746
Ezcorp Inc
EZPW
$1.87B
$3.3M ﹤0.01%
310,198
+25,478
+9% +$275K
EDP
1747
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.3M ﹤0.01%
107,671
+11,216
+12% +$344K
HTH icon
1748
Hilltop Holdings
HTH
$2.25B
$3.29M ﹤0.01%
110,263
-33,106
-23% -$880K
PRAA icon
1749
PRA Group
PRAA
$683M
$3.29M ﹤0.01%
84,004
+6,219
+8% +$212K
CADE
1750
DELISTED
Cadence Bank
CADE
$3.28M ﹤0.01%
105,562
+17,829
+20% +$478K
68 69
70
71 72

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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.