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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
QSR icon
1876
Restaurant Brands International
QSR
$25.8B
$2.7M ﹤0.01%
56,638
+45,088
+390% +$2.08M
HOMB icon
1877
Home BancShares
HOMB
$6.21B
$2.7M ﹤0.01%
97,144
+319
+0.3% +$7.74K
ENVA icon
1878
Enova International
ENVA
$6.27B
$2.68M ﹤0.01%
213,832
-40,830
-16% -$441K
NUAN
1879
DELISTED
Nuance Communications, Inc.
NUAN
$2.68M ﹤0.01%
208,082
-127,032
-38% -$1.64M
PFGC icon
1880
Performance Food Group
PFGC
$18B
$2.68M ﹤0.01%
111,795
+16,991
+18% +$403K
DIOD icon
1881
Diodes
DIOD
$3.95B
$2.68M ﹤0.01%
104,237
-22,887
-18% -$522K
RGS icon
1882
Regis Corp
RGS
$68.3M
$2.67M ﹤0.01%
9,211
-2,474
-21% -$665K
PENN icon
1883
PENN Entertainment
PENN
$2.83B
$2.67M ﹤0.01%
193,788
-142,776
-42% -$1.95M
TOWR
1884
DELISTED
Tower International, Inc.
TOWR
$2.67M ﹤0.01%
94,104
+22,766
+32% +$572K
RCI icon
1885
Rogers Communications
RCI
$17.7B
$2.67M ﹤0.01%
69,127
+11,857
+21% +$468K
PBA icon
1886
Pembina Pipeline
PBA
$29B
$2.67M ﹤0.01%
85,134
+7,302
+9% +$221K
WSFS icon
1887
WSFS Financial
WSFS
$4.14B
$2.66M ﹤0.01%
57,427
-18,531
-24% -$745K
AVDL
1888
DELISTED
Avadel Pharmaceuticals
AVDL
$2.65M ﹤0.01%
254,916
-9,416
-4% -$103K
IRBT
1889
DELISTED
iRobot
IRBT
$2.65M ﹤0.01%
45,297
+10,234
+29% +$534K
TRST
1890
Trustco Bank Corp NY
TRST
$978M
$2.65M ﹤0.01%
60,522
-15,999
-21% -$624K
MINI
1891
DELISTED
Mobile Mini Inc
MINI
$2.65M ﹤0.01%
87,504
-28,749
-25% -$844K
KELYA icon
1892
Kelly Services Class A
KELYA
$545M
$2.63M ﹤0.01%
114,945
-20,914
-15% -$426K
WERN icon
1893
Werner Enterprises
WERN
$2.42B
$2.63M ﹤0.01%
97,517
-43,207
-31% -$1.11M
ARI
1894
Apollo Commercial Real Estate
ARI
$876M
$2.62M ﹤0.01%
157,497
-55,478
-26% -$931K
RYN icon
1895
Rayonier
RYN
$6.52B
$2.6M ﹤0.01%
107,935
+34,780
+48% +$842K
VCRA
1896
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$2.6M ﹤0.01%
140,809
-9,240
-6% -$165K
FFWM
1897
DELISTED
First Foundation Inc
FFWM
$2.6M ﹤0.01%
182,406
+47,224
+35% +$629K
CWEI
1898
DELISTED
Clayton Williams Energy, Inc.
CWEI
$2.6M ﹤0.01%
21,757
-22,435
-51% -$2.25M
NJR icon
1899
New Jersey Resources
NJR
$6.01B
$2.59M ﹤0.01%
73,054
+9,754
+15% +$331K
TMP icon
1900
Tompkins Financial
TMP
$1.43B
$2.59M ﹤0.01%
27,429
-5,137
-16% -$430K
74 75
76
77 78

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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.