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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
NAV
1026
DELISTED
Navistar International
NAV
$8.57M 0.01%
273,138
+117,737
+76% +$3.19M
PUB
1027
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$8.54M 0.01%
496,509
+16,187
+3% +$278K
CBL
1028
DELISTED
CBL& Associates Properties, Inc.
CBL
$8.52M 0.01%
741,196
-425,273
-36% -$4.93M
FLIR
1029
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$8.51M 0.01%
235,097
-5,061
-2% -$170K
FLEX icon
1030
Flex
FLEX
$43.4B
$8.51M 0.01%
785,483
-35,204
-4% -$376K
FOSL icon
1031
Fossil Group
FOSL
$239M
$8.5M 0.01%
328,798
+103,848
+46% +$3.12M
AEO icon
1032
American Eagle Outfitters
AEO
$2.85B
$8.5M 0.01%
560,188
-104,385
-16% -$1.79M
NVR icon
1033
NVR
NVR
$17.2B
$8.49M 0.01%
5,090
+223
+5% +$356K
UCB
1034
United Community Banks
UCB
$4.22B
$8.46M 0.01%
285,582
-24,210
-8% -$606K
THS
1035
DELISTED
Treehouse Foods
THS
$8.45M 0.01%
117,100
+32,205
+38% +$2.46M
YELP icon
1036
Yelp
YELP
$1.38B
$8.41M 0.01%
220,605
+83,469
+61% +$3.09M
ULTI
1037
DELISTED
Ultimate Software Group Inc
ULTI
$8.4M 0.01%
46,053
-6,720
-13% -$1.35M
GNTX icon
1038
Gentex
GNTX
$4.88B
$8.38M 0.01%
425,613
+12,472
+3% +$227K
WAL icon
1039
Western Alliance Bancorporation
WAL
$9.07B
$8.37M 0.01%
171,879
-35,628
-17% -$1.53M
HE icon
1040
Hawaiian Electric Industries
HE
$2.33B
$8.37M 0.01%
253,012
+116,731
+86% +$3.56M
DO
1041
DELISTED
Diamond Offshore Drilling
DO
$8.36M 0.01%
472,373
-83,775
-15% -$1.48M
KB icon
1042
KB Financial Group
KB
$41.2B
$8.35M 0.01%
236,651
+107,930
+84% +$3.88M
TKR icon
1043
Timken Company
TKR
$9.82B
$8.33M 0.01%
209,876
+32,087
+18% +$1.19M
CVA
1044
DELISTED
Covanta Holding Corporation
CVA
$8.33M 0.01%
534,003
+150,555
+39% +$2.24M
BFAM icon
1045
Bright Horizons
BFAM
$3.99B
$8.31M 0.01%
118,756
-58,098
-33% -$3.96M
MBFI
1046
DELISTED
MB Financial Corp
MBFI
$8.31M 0.01%
176,050
+14,236
+9% +$589K
WAGE
1047
DELISTED
WageWorks, Inc.
WAGE
$8.28M 0.01%
114,179
-9,782
-8% -$657K
NOW icon
1048
ServiceNow
NOW
$102B
$8.26M 0.01%
555,660
+30,395
+6% +$491K
ORI icon
1049
Old Republic International
ORI
$10.3B
$8.24M 0.01%
433,670
-2,062
-0.5% -$37.1K
NGVT icon
1050
Ingevity
NGVT
$2.55B
$8.24M 0.01%
150,121
-22,275
-13% -$1.07M
40 41
42
43 44

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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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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.