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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
CBI
1051
DELISTED
Chicago Bridge & Iron Nv
CBI
$8.23M 0.01%
259,144
-24,912
-9% -$779K
PII icon
1052
Polaris
PII
$4.15B
$8.2M 0.01%
99,569
+23,948
+32% +$1.95M
HCSG icon
1053
Healthcare Services Group
HCSG
$1.56B
$8.2M 0.01%
209,307
-10,081
-5% -$385K
WAIR
1054
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$8.2M 0.01%
548,238
-187,930
-26% -$2.64M
SNX icon
1055
TD Synnex
SNX
$19.4B
$8.19M 0.01%
135,270
-8,608
-6% -$488K
CM icon
1056
Canadian Imperial Bank of Commerce
CM
$107B
$8.17M 0.01%
200,298
+117,964
+143% +$4.62M
CPT icon
1057
Camden Property Trust
CPT
$11.3B
$8.17M 0.01%
97,177
-7,028
-7% -$559K
MGLN
1058
DELISTED
Magellan Health Services, Inc.
MGLN
$8.16M 0.01%
108,417
+4,258
+4% +$272K
NSR
1059
DELISTED
Neustar Inc
NSR
$8.16M 0.01%
244,255
-914
-0.4% -$24.2K
TEN
1060
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$8.13M 0.01%
130,091
+12,355
+10% +$723K
PLCE icon
1061
Children's Place
PLCE
$53.6M
$8.12M 0.01%
80,422
-30,543
-28% -$2.75M
WWW icon
1062
Wolverine World Wide
WWW
$1.54B
$8.1M 0.01%
368,994
+12,538
+4% +$284K
AGO icon
1063
Assured Guaranty
AGO
$3.78B
$8.08M 0.01%
213,970
+22,373
+12% +$752K
PFPT
1064
DELISTED
Proofpoint, Inc.
PFPT
$8.07M 0.01%
114,281
-17,465
-13% -$1.31M
VE
1065
DELISTED
VEOLIA ENVIRONNEMENT
VE
$8.02M 0.01%
473,252
+161,839
+52% +$2.74M
CLC
1066
DELISTED
Clarcor
CLC
$8.01M 0.01%
97,084
-262
-0.3% -$18.5K
SXT icon
1067
Sensient Technologies
SXT
$5.4B
$8M 0.01%
101,855
+10,960
+12% +$836K
CACC icon
1068
Credit Acceptance
CACC
$6B
$8M 0.01%
36,780
+50
+0.1% +$9.69K
ENIA
1069
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$7.99M 0.01%
973,476
+709,346
+269% +$5.9M
NOK icon
1070
Nokia
NOK
$50.8B
$7.98M 0.01%
1,659,719
-174,462
-10% -$822K
UAA icon
1071
Under Armour
UAA
$3B
$7.98M 0.01%
274,775
-135,094
-33% -$4.43M
VGR
1072
DELISTED
Vector Group Ltd.
VGR
$7.98M 0.01%
572,853
-177,692
-24% -$2.31M
WRLD icon
1073
World Acceptance Corp
WRLD
$950M
$7.98M 0.01%
124,092
-39,488
-24% -$2.21M
WBC
1074
DELISTED
WABCO HOLDINGS INC.
WBC
$7.97M 0.01%
75,090
+193
+0.3% +$20.2K
ITT icon
1075
ITT
ITT
$17.5B
$7.96M 0.01%
206,256
+26,329
+15% +$992K
41 42
43
44 45

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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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ACI
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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.