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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
BBT
1926
Beacon Financial Corp
BBT
$2.48B
$2.48M ﹤0.01%
67,419
-7,933
-11% -$255K
KWR icon
1927
Quaker Houghton
KWR
$2.63B
$2.48M ﹤0.01%
19,392
-1,543
-7% -$182K
RGP icon
1928
Resources Connection
RGP
$133M
$2.48M ﹤0.01%
128,716
-40,252
-24% -$645K
LFCR icon
1929
Lifecore Biomedical
LFCR
$163M
$2.48M ﹤0.01%
179,494
-45,047
-20% -$624K
FWRD icon
1930
Forward Air
FWRD
$466M
$2.47M ﹤0.01%
52,066
-47,616
-48% -$2.18M
MATX icon
1931
Matsons
MATX
$6.22B
$2.46M ﹤0.01%
69,526
-45,469
-40% -$1.75M
RDUS
1932
DELISTED
Radius Recycling
RDUS
$2.46M ﹤0.01%
95,658
-71,863
-43% -$1.85M
UNVR
1933
DELISTED
Univar Solutions Inc.
UNVR
$2.46M ﹤0.01%
86,612
-13,689
-14% -$331K
CTBI icon
1934
Community Trust Bancorp
CTBI
$1.39B
$2.45M ﹤0.01%
49,365
-5,740
-10% -$235K
ESNT icon
1935
Essent Group
ESNT
$6.12B
$2.45M ﹤0.01%
75,650
+66,411
+719% +$1.95M
AERI
1936
DELISTED
Aerie Pharmaceuticals
AERI
$2.45M ﹤0.01%
64,659
+2,988
+5% +$113K
GRA
1937
DELISTED
W.R. Grace & Co.
GRA
$2.44M ﹤0.01%
36,105
-10,071
-22% -$688K
HTLF
1938
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.44M ﹤0.01%
50,758
+24,442
+93% +$1.01M
USCR
1939
DELISTED
U S Concrete, Inc.
USCR
$2.44M ﹤0.01%
37,178
+24,576
+195% +$1.37M
SRCE icon
1940
1st Source
SRCE
$2.09B
$2.43M ﹤0.01%
54,443
-1,570
-3% -$60.7K
GBCI icon
1941
Glacier Bancorp
GBCI
$6.38B
$2.43M ﹤0.01%
67,061
+11,638
+21% +$374K
CBD
1942
DELISTED
Companhia Brasileira de Distribuicao
CBD
$2.42M ﹤0.01%
146,369
+80,116
+121% +$1.33M
SUP
1943
DELISTED
Superior Industries International
SUP
$2.42M ﹤0.01%
91,822
-36,794
-29% -$971K
SJR
1944
DELISTED
Shaw Communications Inc.
SJR
$2.42M ﹤0.01%
120,431
+60,101
+100% +$1.19M
OCLR
1945
DELISTED
Oclaro Inc.
OCLR
$2.41M ﹤0.01%
269,661
-89,647
-25% -$775K
MORE
1946
DELISTED
Monogram Residential Trust, Inc.
MORE
$2.41M ﹤0.01%
222,897
+60,001
+37% +$631K
BMA icon
1947
Banco Macro
BMA
$5.89B
$2.41M ﹤0.01%
+37,442
New +$2.7M
TFCF
1948
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.41M ﹤0.01%
88,402
+1,005
+1% +$26.9K
HSNI
1949
DELISTED
HSN, Inc.
HSNI
$2.4M ﹤0.01%
70,043
+10,088
+17% +$377K
KRNY icon
1950
Kearny Financial
KRNY
$595M
$2.4M ﹤0.01%
154,238
-122,341
-44% -$1.8M
76 77
78
79 80

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MCM
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PSUF
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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.