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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
DNR
901
DELISTED
Denbury Resources, Inc.
DNR
$10.4M 0.01%
2,815,637
+1,010,309
+56% +$3.25M
NWSA icon
902
News Corp Class A
NWSA
$14.5B
$10.4M 0.01%
903,270
+41,946
+5% +$519K
CHRD icon
903
Chord Energy
CHRD
$7.79B
$10.3M 0.01%
682,562
+34,740
+5% +$450K
WKC icon
904
World Kinect Corp
WKC
$1.96B
$10.3M 0.01%
224,926
+23,105
+11% +$1.03M
WPX
905
DELISTED
WPX Energy, Inc.
WPX
$10.3M 0.01%
708,285
+26,222
+4% +$347K
ONB icon
906
Old National Bancorp
ONB
$10.1B
$10.3M 0.01%
567,922
+131,792
+30% +$2.12M
FICO icon
907
Fair Isaac
FICO
$28.7B
$10.3M 0.01%
86,273
-1,455
-2% -$173K
LPLA icon
908
LPL Financial
LPLA
$26.3B
$10.3M 0.01%
291,604
+54,642
+23% +$1.91M
PTEN icon
909
Patterson-UTI
PTEN
$3.87B
$10.3M 0.01%
381,076
-41,658
-10% -$1.03M
MANH icon
910
Manhattan Associates
MANH
$8.97B
$10.2M 0.01%
193,150
+8,415
+5% +$449K
SNN icon
911
Smith & Nephew
SNN
$12.9B
$10.2M 0.01%
339,892
+45,251
+15% +$1.33M
CPL
912
DELISTED
CPFL Energia S.A.
CPL
$10.2M 0.01%
663,865
+86,580
+15% +$1.28M
TFSL icon
913
TFS Financial
TFSL
$5.1B
$10.2M 0.01%
535,067
-9,555
-2% -$176K
APOG icon
914
Apogee Enterprises
APOG
$850M
$10.2M 0.01%
189,975
-8,467
-4% -$392K
KMT icon
915
Kennametal
KMT
$2.68B
$10.2M 0.01%
325,415
+154,970
+91% +$4.87M
AEG icon
916
Aegon
AEG
$13.5B
$10.2M 0.01%
2,390,536
+482,332
+25% +$1.8M
VEON icon
917
VEON
VEON
$3.53B
$10.1M 0.01%
105,385
+90,188
+593% +$7.8M
UNT
918
DELISTED
UNIT Corporation
UNT
$10.1M 0.01%
377,187
+10,222
+3% +$221K
MMS icon
919
Maximus
MMS
$3.14B
$10.1M 0.01%
181,506
+46,540
+34% +$2.53M
VALE icon
920
Vale
VALE
$62.9B
$10.1M 0.01%
1,328,859
+1,078,674
+431% +$7.9M
SIVB
921
DELISTED
SVB Financial Group
SIVB
$10.1M 0.01%
58,960
+2,390
+4% +$343K
GATX icon
922
GATX Corp
GATX
$6.55B
$10.1M 0.01%
164,181
+11,756
+8% +$610K
BLKB icon
923
Blackbaud
BLKB
$1.5B
$10.1M 0.01%
157,930
-77,383
-33% -$4.95M
ALLE icon
924
Allegion
ALLE
$13B
$10.1M 0.01%
157,470
+5,011
+3% +$332K
MRVL icon
925
Marvell Technology
MRVL
$174B
$10M 0.01%
724,381
-289,882
-29% -$3.95M
35 36
37
38 39

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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.