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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
CLF icon
1076
Cleveland-Cliffs
CLF
$6.81B
$7.95M 0.01%
945,437
+242,574
+35% +$1.83M
PLAY icon
1077
Dave & Buster's
PLAY
$343M
$7.95M 0.01%
141,155
-556
-0.4% -$25.8K
FANG icon
1078
Diamondback Energy
FANG
$57.6B
$7.94M 0.01%
78,578
+2,211
+3% +$221K
DCT
1079
DELISTED
DCT Industrial Trust Inc.
DCT
$7.94M 0.01%
165,759
+90,210
+119% +$4.16M
FCFS icon
1080
FirstCash
FCFS
$8.55B
$7.93M 0.01%
168,720
-35,327
-17% -$1.66M
RMD icon
1081
ResMed
RMD
$28.3B
$7.93M 0.01%
127,771
+1,538
+1% +$94.2K
OGS icon
1082
ONE Gas
OGS
$5.05B
$7.91M 0.01%
123,653
+32,867
+36% +$2M
BYD icon
1083
Boyd Gaming
BYD
$6.47B
$7.91M 0.01%
391,972
+37,849
+11% +$729K
DMC
1084
Del Monte Corp
DMC
$1.35B
$7.91M 0.01%
130,377
-46,188
-26% -$2.84M
ERIE icon
1085
Erie Indemnity
ERIE
$11.7B
$7.88M 0.01%
70,109
-46
-0.1% -$4.89K
TTWO icon
1086
Take-Two Interactive
TTWO
$43B
$7.88M 0.01%
159,956
-73,234
-31% -$3.46M
SPN
1087
DELISTED
Superior Energy Services, Inc.
SPN
$7.88M 0.01%
46,671
+3,739
+9% +$624K
KEP icon
1088
Korea Electric Power
KEP
$15.5B
$7.87M 0.01%
425,913
+167,711
+65% +$3.49M
BHE icon
1089
Benchmark Electronics
BHE
$2.91B
$7.87M 0.01%
257,931
-50,397
-16% -$1.38M
LAD icon
1090
Lithia Motors
LAD
$7.78B
$7.86M 0.01%
81,142
-8,846
-10% -$811K
ZD icon
1091
Ziff Davis
ZD
$1.9B
$7.8M 0.01%
109,728
+23,800
+28% +$1.51M
AZPN
1092
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$7.8M 0.01%
142,747
+5,706
+4% +$312K
JCP
1093
DELISTED
J.C. Penney Company, Inc.
JCP
$7.8M 0.01%
938,655
+90,272
+11% +$815K
PB icon
1094
Prosperity Bancshares
PB
$8.77B
$7.8M 0.01%
108,630
+34,448
+46% +$2.15M
ACC
1095
DELISTED
American Campus Communities, Inc.
ACC
$7.77M 0.01%
156,195
+11,582
+8% +$559K
SPB icon
1096
Spectrum Brands
SPB
$2.04B
$7.75M 0.01%
63,331
-22,299
-26% -$2.85M
ISBC
1097
DELISTED
Investors Bancorp, Inc.
ISBC
$7.75M 0.01%
555,314
-199,627
-26% -$2.61M
NICE icon
1098
Nice
NICE
$5.29B
$7.74M 0.01%
112,621
+40,261
+56% +$2.69M
OZK icon
1099
Bank OZK
OZK
$5.49B
$7.71M 0.01%
146,699
+35,721
+32% +$1.59M
ISIL
1100
DELISTED
Intersil Corp
ISIL
$7.71M 0.01%
345,683
-124,946
-27% -$2.77M
42 43
44
45 46

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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.