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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
RIO icon
526
Rio Tinto
RIO
$148B
$23.1M 0.03%
601,554
+80,672
+15% +$2.96M
IEX icon
527
IDEX
IEX
$16.5B
$23M 0.03%
255,029
-26,078
-9% -$2.36M
NAB
528
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$22.9M 0.03%
2,079,127
+308,093
+17% +$3.4M
TFX icon
529
Teleflex
TFX
$5.85B
$22.9M 0.03%
141,990
+6,587
+5% +$1.03M
CTRA
530
DELISTED
Coterra Energy
CTRA
$22.5M 0.03%
964,854
-171,567
-15% -$3.86M
SCG
531
DELISTED
Scana
SCG
$22.5M 0.03%
307,494
+24,246
+9% +$1.73M
LSTR icon
532
Landstar System
LSTR
$6.8B
$22.5M 0.03%
263,918
-5,690
-2% -$442K
BFH icon
533
Bread Financial
BFH
$4.21B
$22.5M 0.03%
123,345
+12,404
+11% +$2.16M
HOG icon
534
Harley-Davidson
HOG
$2.68B
$22.4M 0.03%
384,820
-24,493
-6% -$1.4M
TCOM icon
535
Trip.com Group
TCOM
$27.5B
$22.2M 0.03%
555,697
+466,558
+523% +$20.4M
AGCO icon
536
AGCO
AGCO
$8.78B
$22.1M 0.03%
382,441
+20,859
+6% +$1.13M
DCM
537
DELISTED
NTT DOCOMO, Inc.
DCM
$22.1M 0.03%
972,470
+286,497
+42% +$6.75M
JBHT icon
538
JB Hunt Transport Services
JBHT
$27.1B
$22.1M 0.03%
227,397
-27,966
-11% -$2.49M
CERN
539
DELISTED
Cerner Corp
CERN
$22.1M 0.03%
465,766
-107,330
-19% -$5.7M
UTHR icon
540
United Therapeutics
UTHR
$26.3B
$22M 0.03%
153,714
+21,116
+16% +$2.7M
CTAS icon
541
Cintas
CTAS
$82.4B
$22M 0.03%
762,004
+37,888
+5% +$1.06M
EDU icon
542
New Oriental
EDU
$7.84B
$21.8M 0.03%
517,970
+447,378
+634% +$21.1M
RY icon
543
Royal Bank of Canada
RY
$291B
$21.7M 0.03%
320,257
+158,135
+98% +$10.2M
XL
544
DELISTED
XL Group Ltd.
XL
$21.6M 0.03%
580,933
-45,215
-7% -$1.62M
LKQ icon
545
LKQ Corp
LKQ
$6.58B
$21.6M 0.03%
705,743
+18,758
+3% +$612K
GL icon
546
Globe Life
GL
$13.5B
$21.6M 0.03%
292,966
-64,314
-18% -$4.41M
EME icon
547
Emcor
EME
$33.1B
$21.6M 0.03%
304,767
+37,565
+14% +$2.46M
BALL icon
548
Ball Corp
BALL
$17B
$21.5M 0.03%
573,648
+5,836
+1% +$226K
NLY icon
549
Annaly Capital Management
NLY
$16.9B
$21.5M 0.03%
539,847
-458,724
-46% -$18.7M
CIB icon
550
Grupo Cibest SA
CIB
$20.4B
$21.5M 0.03%
586,150
+521,868
+812% +$19.1M
20 21
22
23 24

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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.