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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
UIS icon
1201
Unisys
UIS
$227M
$6.79M 0.01%
454,538
+147,073
+48% +$1.87M
TROX icon
1202
Tronox
TROX
$995M
$6.79M 0.01%
658,733
-184,500
-22% -$1.84M
KAMN
1203
DELISTED
Kaman Corp
KAMN
$6.78M 0.01%
138,595
-39,136
-22% -$1.82M
TX icon
1204
Ternium
TX
$9.29B
$6.78M 0.01%
280,655
+260,631
+1,302% +$6.09M
SLCA
1205
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$6.77M 0.01%
119,408
+2,769
+2% +$137K
WSM icon
1206
Williams-Sonoma
WSM
$26.7B
$6.77M 0.01%
279,678
-12,462
-4% -$318K
THC icon
1207
Tenet Healthcare
THC
$20.1B
$6.76M 0.01%
455,742
+108,093
+31% +$1.94M
TIMB icon
1208
TIM SA
TIMB
$10.2B
$6.76M 0.01%
572,502
+140,688
+33% +$1.76M
TIVO
1209
DELISTED
Tivo Inc
TIVO
$6.75M 0.01%
322,795
-62,193
-16% -$1.26M
NWN icon
1210
Northwest Natural Holdings
NWN
$2.17B
$6.74M 0.01%
112,745
-29,422
-21% -$1.71M
SVU
1211
DELISTED
SUPERVALU Inc.
SVU
$6.74M 0.01%
206,025
+34,580
+20% +$1.15M
AVNS icon
1212
Avanos Medical
AVNS
$1.17B
$6.73M 0.01%
181,970
-4,492
-2% -$161K
SITC icon
1213
SITE Centers
SITC
$230M
$6.73M 0.01%
341,970
+32,658
+11% +$652K
HDB icon
1214
HDFC Bank
HDB
$119B
$6.73M 0.01%
443,344
-614,892
-58% -$10.3M
ANDE icon
1215
Andersons Inc
ANDE
$2.65B
$6.71M 0.01%
150,042
-33,553
-18% -$1.31M
POT
1216
DELISTED
Potash Corp Of Saskatchewan
POT
$6.71M 0.01%
370,702
+105,348
+40% +$1.83M
SBNY
1217
DELISTED
Signature Bank
SBNY
$6.71M 0.01%
44,648
-12,166
-21% -$1.66M
DY icon
1218
Dycom Industries
DY
$12.9B
$6.68M 0.01%
83,184
-15,524
-16% -$1.26M
ASTE icon
1219
Astec Industries
ASTE
$1.3B
$6.67M 0.01%
98,898
+10,206
+12% +$638K
KALU icon
1220
Kaiser Aluminum
KALU
$2.67B
$6.67M 0.01%
85,801
-62,094
-42% -$4.96M
MENT
1221
DELISTED
Mentor Graphics Corp
MENT
$6.65M 0.01%
180,274
-15,212
-8% -$497K
PTC icon
1222
PTC
PTC
$13.7B
$6.63M 0.01%
143,287
+42,901
+43% +$2.01M
DCH
1223
Dauch Corp
DCH
$1.3B
$6.63M 0.01%
343,455
+12,024
+4% +$204K
TWTR
1224
DELISTED
Twitter, Inc.
TWTR
$6.63M 0.01%
406,701
-19,365
-5% -$355K
TECH icon
1225
Bio-Techne
TECH
$11.2B
$6.62M 0.01%
257,596
-17,064
-6% -$448K
47 48
49
50 51

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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.