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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
AXE
1151
DELISTED
Anixter International Inc
AXE
$7.18M 0.01%
88,591
+13,176
+17% +$954K
URBN icon
1152
Urban Outfitters
URBN
$5.99B
$7.18M 0.01%
252,089
-26,735
-10% -$902K
GLOG
1153
DELISTED
GASLOG LTD
GLOG
$7.18M 0.01%
445,816
+403,921
+964% +$6.42M
ENR icon
1154
Energizer
ENR
$1.44B
$7.14M 0.01%
160,157
+24,248
+18% +$1.11M
ODFL icon
1155
Old Dominion Freight Line
ODFL
$48.5B
$7.14M 0.01%
249,780
+11,130
+5% +$298K
ATI icon
1156
ATI
ATI
$27B
$7.14M 0.01%
448,254
+95,041
+27% +$1.58M
ASB icon
1157
Associated Banc-Corp
ASB
$5.81B
$7.12M 0.01%
288,432
+10,439
+4% +$230K
GLPI icon
1158
Gaming and Leisure Properties
GLPI
$12.8B
$7.12M 0.01%
232,577
+383
+0.2% +$12K
AHL
1159
DELISTED
ASPEN Insurance Holding Limited
AHL
$7.12M 0.01%
129,475
-89,675
-41% -$4.58M
OVV icon
1160
Ovintiv
OVV
$17.5B
$7.12M 0.01%
121,227
+25,563
+27% +$1.46M
TTC icon
1161
Toro Company
TTC
$8.93B
$7.11M 0.01%
127,125
-38,332
-23% -$1.96M
CAMP
1162
DELISTED
CalAmp Corp.
CAMP
$7.11M 0.01%
21,324
+2,699
+14% +$888K
AEIS icon
1163
Advanced Energy
AEIS
$12.2B
$7.11M 0.01%
129,770
+26,231
+25% +$1.34M
GEO icon
1164
The GEO Group
GEO
$4.13B
$7.09M 0.01%
295,925
-104,971
-26% -$2.04M
CTB
1165
DELISTED
Cooper Tire & Rubber Co.
CTB
$7.08M 0.01%
182,316
+7,119
+4% +$268K
OUT icon
1166
Outfront Media
OUT
$5.64B
$7.08M 0.01%
289,317
-13,439
-4% -$308K
KG
1167
Kestrel Group
KG
$71.3M
$7.07M 0.01%
20,261
+1,181
+6% +$362K
FHI icon
1168
Federated Hermes
FHI
$4.4B
$7.05M 0.01%
249,226
+39,344
+19% +$1.09M
CHMT
1169
DELISTED
Chemtura Corporation
CHMT
$7.04M 0.01%
211,945
+38,563
+22% +$1.27M
CBSH icon
1170
Commerce Bancshares
CBSH
$8.5B
$7.03M 0.01%
188,569
+34,899
+23% +$1.18M
CASY icon
1171
Casey's General Stores
CASY
$31.9B
$7.01M 0.01%
58,992
-9,734
-14% -$1.16M
TIME
1172
DELISTED
Time Inc.
TIME
$7.01M 0.01%
392,606
-20,359
-5% -$302K
BGC icon
1173
BGC Group
BGC
$5.58B
$7M 0.01%
1,063,765
-288,688
-21% -$1.75M
EGN
1174
DELISTED
Energen
EGN
$7M 0.01%
121,331
-1,398
-1% -$79.6K
DAR icon
1175
Darling Ingredients
DAR
$9.93B
$7M 0.01%
541,924
+47,491
+10% +$643K
45 46
47
48 49

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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.