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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
FCN icon
1676
FTI Consulting
FCN
$4.88B
$3.63M 0.01%
80,621
-427,618
-84% -$18.6M
BRKL
1677
DELISTED
Brookline Bancorp
BRKL
$3.62M 0.01%
220,736
-66,956
-23% -$957K
NM
1678
DELISTED
Navios Maritime Holdings Inc.
NM
$3.62M 0.01%
256,409
+248,899
+3,314% +$3.32M
MBT
1679
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$3.61M 0.01%
396,419
+70,711
+22% +$569K
UMC icon
1680
United Microelectronic
UMC
$47.9B
$3.61M 0.01%
2,063,065
+596,406
+41% +$1.09M
GOV
1681
DELISTED
Government Properties Income Trust
GOV
$3.6M 0.01%
188,920
+12,040
+7% +$233K
MEI icon
1682
Methode Electronics
MEI
$542M
$3.59M 0.01%
86,866
+9,185
+12% +$337K
AMCX icon
1683
AMC Global Media
AMCX
$445M
$3.59M 0.01%
68,548
+5,459
+9% +$283K
KOF icon
1684
Coca-Cola Femsa
KOF
$22.9B
$3.58M 0.01%
56,305
+38,065
+209% +$2.66M
GWRE icon
1685
Guidewire Software
GWRE
$12.4B
$3.58M 0.01%
72,475
-30,988
-30% -$1.74M
RNG icon
1686
RingCentral
RNG
$4.5B
$3.58M 0.01%
173,541
-41,357
-19% -$904K
ICUI icon
1687
ICU Medical
ICUI
$4.04B
$3.57M 0.01%
24,256
-5,007
-17% -$725K
INDB icon
1688
Independent Bank
INDB
$4.03B
$3.56M 0.01%
50,543
+9,101
+22% +$558K
NYT icon
1689
New York Times
NYT
$11.7B
$3.56M 0.01%
267,755
+26,126
+11% +$323K
IMO icon
1690
Imperial Oil
IMO
$60.8B
$3.55M ﹤0.01%
102,233
+44,718
+78% +$1.5M
GLDD
1691
DELISTED
Great Lakes Dredge & Dock
GLDD
$3.54M ﹤0.01%
844,162
-203,342
-19% -$825K
CONE
1692
DELISTED
CyrusOne Inc Common Stock
CONE
$3.54M ﹤0.01%
79,227
-11,351
-13% -$503K
IPCC
1693
DELISTED
Infinity Property & Casualty C
IPCC
$3.54M ﹤0.01%
40,270
-8,960
-18% -$761K
MANT
1694
DELISTED
Mantech International Corp
MANT
$3.53M ﹤0.01%
83,535
-34,730
-29% -$1.43M
KPN
1695
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$3.53M ﹤0.01%
1,176,094
+226,646
+24% +$680K
ROIC
1696
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.52M ﹤0.01%
166,653
+48,543
+41% +$995K
BOKF icon
1697
BOK Financial
BOKF
$8.58B
$3.52M ﹤0.01%
42,341
-23,633
-36% -$1.82M
ARCB icon
1698
ArcBest
ARCB
$3.31B
$3.51M ﹤0.01%
126,910
-8,087
-6% -$208K
WNC icon
1699
Wabash National
WNC
$538M
$3.51M ﹤0.01%
221,830
-5,482
-2% -$74.7K
SCSC icon
1700
Scansource
SCSC
$1.13B
$3.5M ﹤0.01%
86,829
-2,310
-3% -$86K
66 67
68
69 70

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.