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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
AU icon
1226
AngloGold Ashanti
AU
$40.4B
$6.62M 0.01%
629,598
-32,312
-5% -$392K
ICFI icon
1227
ICF International
ICFI
$1.47B
$6.61M 0.01%
119,719
-50,878
-30% -$2.59M
PRGS icon
1228
Progress Software
PRGS
$1.63B
$6.61M 0.01%
206,866
-51,802
-20% -$1.5M
DF
1229
DELISTED
Dean Foods Company
DF
$6.6M 0.01%
302,938
+72,380
+31% +$1.38M
CABO icon
1230
Cable One
CABO
$223M
$6.58M 0.01%
10,581
+1,554
+17% +$923K
PRKS icon
1231
United Parks & Resorts
PRKS
$2.12B
$6.58M 0.01%
347,401
+38,726
+13% +$635K
NBHC icon
1232
National Bank Holdings
NBHC
$1.92B
$6.57M 0.01%
206,161
-40,837
-17% -$1.1M
EXPR
1233
DELISTED
Express, Inc.
EXPR
$6.57M 0.01%
30,536
+14,675
+93% +$3.6M
ARGO
1234
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$6.57M 0.01%
114,609
-18,205
-14% -$971K
HI
1235
DELISTED
Hillenbrand
HI
$6.57M 0.01%
171,232
+3,019
+2% +$102K
ENDP
1236
DELISTED
Endo International plc
ENDP
$6.56M 0.01%
398,335
-34,047
-8% -$599K
MTG icon
1237
MGIC Investment
MTG
$6.32B
$6.55M 0.01%
642,835
+129,673
+25% +$1.17M
TDY icon
1238
Teledyne Technologies
TDY
$30.1B
$6.55M 0.01%
53,237
+1,323
+3% +$153K
FET icon
1239
Forum Energy Technologies
FET
$654M
$6.54M 0.01%
14,870
+2,496
+20% +$1.04M
ALOG
1240
DELISTED
Analogic Corp
ALOG
$6.53M 0.01%
78,698
-35,553
-31% -$3.06M
CW icon
1241
Curtiss-Wright
CW
$27.5B
$6.52M 0.01%
66,279
+12,705
+24% +$1.21M
NEU icon
1242
NewMarket
NEU
$7.18B
$6.51M 0.01%
15,364
+2,659
+21% +$1.1M
LPT
1243
DELISTED
Liberty Property Trust
LPT
$6.51M 0.01%
164,871
+19,807
+14% +$776K
EXP icon
1244
Eagle Materials
EXP
$6.73B
$6.5M 0.01%
65,972
+28,211
+75% +$2.53M
LBY
1245
DELISTED
Libbey, Inc.
LBY
$6.5M 0.01%
333,983
-18,167
-5% -$328K
CALD
1246
DELISTED
Callidus Software, Inc.
CALD
$6.48M 0.01%
385,677
+20,796
+6% +$355K
CSGS
1247
DELISTED
CSG Systems International
CSGS
$6.48M 0.01%
133,840
-41,373
-24% -$1.78M
AMKR icon
1248
Amkor Technology
AMKR
$14.7B
$6.47M 0.01%
612,960
-118,441
-16% -$1.26M
CSOD
1249
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$6.47M 0.01%
152,830
-52,233
-25% -$2.07M
TRP icon
1250
TC Energy
TRP
$72B
$6.46M 0.01%
142,963
+51,993
+57% +$2.36M
48 49
50
51 52

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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.