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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
QGEN icon
626
Qiagen
QGEN
$8.53B
$17.5M 0.02%
+568,715
New +$16.9M
SYT
627
DELISTED
Syngenta Ag
SYT
$17.5M 0.02%
221,911
+39,223
+21% +$3.16M
VRSK icon
628
Verisk Analytics
VRSK
$26.4B
$17.5M 0.02%
215,363
+13,335
+7% +$1.09M
RHI icon
629
Robert Half
RHI
$3.61B
$17.4M 0.02%
357,692
-20,158
-5% -$863K
HAS icon
630
Hasbro
HAS
$12.6B
$17.4M 0.02%
223,494
+18,680
+9% +$1.54M
FLS icon
631
Flowserve
FLS
$9.25B
$17.3M 0.02%
359,484
+20,353
+6% +$943K
CDW icon
632
CDW
CDW
$17.1B
$17.2M 0.02%
331,114
+27,669
+9% +$1.35M
EQT icon
633
EQT Corp
EQT
$33.2B
$17.2M 0.02%
484,125
+7,225
+2% +$268K
SQM icon
634
Sociedad Química y Minera de Chile
SQM
$19.6B
$17.2M 0.02%
601,617
+542,538
+918% +$15.4M
JBL icon
635
Jabil
JBL
$32.8B
$17.1M 0.02%
724,180
-30,389
-4% -$662K
BRCD
636
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$17M 0.02%
1,364,910
-800,566
-37% -$9.01M
MDU icon
637
MDU Resources
MDU
$4.44B
$17M 0.02%
1,555,485
-3,979
-0.3% -$41.1K
CIT
638
DELISTED
CIT Group Inc.
CIT
$17M 0.02%
398,450
+25,331
+7% +$998K
CCK icon
639
Crown Holdings
CCK
$12.8B
$17M 0.02%
323,412
+77,066
+31% +$4.17M
CAJ
640
DELISTED
Canon, Inc.
CAJ
$17M 0.02%
603,457
+201,175
+50% +$5.79M
BVN icon
641
Compañía de Minas Buenaventura
BVN
$7.85B
$17M 0.02%
1,504,938
+1,411,950
+1,518% +$16.9M
SPR
642
DELISTED
Spirit AeroSystems
SPR
$16.9M 0.02%
290,398
+10,148
+4% +$550K
MELI icon
643
Mercado Libre
MELI
$91.3B
$16.9M 0.02%
108,279
+60,163
+125% +$9.94M
FL
644
DELISTED
Foot Locker
FL
$16.9M 0.02%
238,469
-10,037
-4% -$714K
MFA
645
MFA Financial
MFA
$929M
$16.9M 0.02%
552,790
-55,708
-9% -$1.67M
CNC icon
646
Centene
CNC
$31.3B
$16.9M 0.02%
596,564
-122,702
-17% -$3.62M
OC icon
647
Owens Corning
OC
$11.5B
$16.9M 0.02%
326,903
+9,293
+3% +$481K
SONY icon
648
Sony
SONY
$123B
$16.8M 0.02%
3,005,415
+348,810
+13% +$2.12M
BWXT icon
649
BWX Technologies
BWXT
$16B
$16.8M 0.02%
422,677
-135,421
-24% -$5.26M
SLG icon
650
SL Green Realty
SLG
$3.88B
$16.8M 0.02%
161,017
+11,123
+7% +$1.13M
24 25
26
27 28

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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.