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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
STGW icon
1751
Stagwell
STGW
$1.97B
$3.27M ﹤0.01%
499,531
-281,033
-36% -$2.08M
BNCL
1752
DELISTED
Beneficial Bancorp, Inc.
BNCL
$3.27M ﹤0.01%
177,553
-4,223
-2% -$69K
IWV icon
1753
iShares Russell 3000 ETF
IWV
$19.4B
$3.25M ﹤0.01%
+24,460
New +$3.17M
DGI
1754
DELISTED
DigitalGlobe Inc.
DGI
$3.25M ﹤0.01%
113,266
+26,976
+31% +$777K
VEDL
1755
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$3.24M ﹤0.01%
260,543
+64,483
+33% +$812K
LEXEA
1756
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$3.23M ﹤0.01%
+81,483
New +$3.46M
UVSP icon
1757
Univest Financial
UVSP
$1.24B
$3.23M ﹤0.01%
104,454
+5,481
+6% +$146K
OA
1758
DELISTED
Orbital ATK, Inc.
OA
$3.23M ﹤0.01%
36,799
-985
-3% -$80.2K
KNL
1759
DELISTED
Knoll, Inc.
KNL
$3.22M ﹤0.01%
115,448
-26,225
-19% -$642K
AFSI
1760
DELISTED
AmTrust Financial Services, Inc.
AFSI
$3.22M ﹤0.01%
117,701
+55,927
+91% +$1.49M
AGR
1761
DELISTED
Avangrid, Inc.
AGR
$3.21M ﹤0.01%
84,878
+24,551
+41% +$937K
SEMG
1762
DELISTED
SEMGROUP CORPORATION
SEMG
$3.21M ﹤0.01%
76,974
+15,072
+24% +$540K
NAVG
1763
DELISTED
Navigators Group Inc
NAVG
$3.21M ﹤0.01%
54,544
-6,880
-11% -$357K
CDE icon
1764
Coeur Mining
CDE
$15.1B
$3.2M ﹤0.01%
352,218
-65,552
-16% -$674K
SHOO icon
1765
Steven Madden
SHOO
$3.21B
$3.19M ﹤0.01%
133,691
-199,159
-60% -$4.84M
QIWI
1766
DELISTED
QIWI PLC
QIWI
$3.18M ﹤0.01%
249,273
+230,629
+1,237% +$3.06M
MAGN
1767
Magnera Corp
MAGN
$507M
$3.18M ﹤0.01%
10,238
-479
-4% -$138K
SIMO icon
1768
Silicon Motion
SIMO
$7.27B
$3.17M ﹤0.01%
74,512
+20,473
+38% +$934K
IMAX icon
1769
IMAX
IMAX
$2.56B
$3.16M ﹤0.01%
100,645
+2,577
+3% +$80.5K
OXM icon
1770
Oxford Industries
OXM
$637M
$3.16M ﹤0.01%
52,517
-284
-0.5% -$18.7K
ALEX
1771
DELISTED
Alexander & Baldwin
ALEX
$3.16M ﹤0.01%
70,364
+3,680
+6% +$153K
FTNT icon
1772
Fortinet
FTNT
$108B
$3.14M ﹤0.01%
521,745
-141,035
-21% -$881K
GVA icon
1773
Granite Construction
GVA
$5.3B
$3.14M ﹤0.01%
57,116
+2,771
+5% +$147K
AHT
1774
Ashford Hospitality Trust
AHT
$20.9M
$3.14M ﹤0.01%
409
+9
+2% +$58.8K
PHH
1775
DELISTED
PHH Corporation
PHH
$3.14M ﹤0.01%
206,851
-16,295
-7% -$241K
69 70
71
72 73

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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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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.