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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
TEX icon
676
Terex
TEX
$7.98B
$15.8M 0.02%
500,660
-288,905
-37% -$8.01M
BF.B icon
677
Brown-Forman Class B
BF.B
$12B
$15.8M 0.02%
548,544
+88,738
+19% +$2.59M
XYL icon
678
Xylem
XYL
$28.5B
$15.7M 0.02%
317,963
+9,729
+3% +$493K
DISCK
679
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$15.7M 0.02%
587,496
-116,958
-17% -$3.08M
BNS icon
680
Scotiabank
BNS
$106B
$15.7M 0.02%
281,794
+144,591
+105% +$7.89M
SEE
681
DELISTED
Sealed Air
SEE
$15.7M 0.02%
346,038
+9,727
+3% +$447K
PNR icon
682
Pentair
PNR
$10.2B
$15.6M 0.02%
415,413
+39,927
+11% +$1.56M
SANM icon
683
Sanmina
SANM
$11.2B
$15.6M 0.02%
426,806
+50,763
+13% +$1.61M
CHKP icon
684
Check Point Software Technologies
CHKP
$13.3B
$15.6M 0.02%
185,012
+22,618
+14% +$1.86M
EVHC
685
DELISTED
Envision Healthcare Holdings Inc
EVHC
$15.6M 0.02%
246,804
+183,333
+289% +$12M
FTI icon
686
TechnipFMC
FTI
$30.6B
$15.6M 0.02%
628,309
+110,118
+21% +$2.76M
OI icon
687
O-I Glass
OI
$1.39B
$15.5M 0.02%
892,983
+151,182
+20% +$2.75M
MORN icon
688
Morningstar
MORN
$6.56B
$15.5M 0.02%
210,822
-32,350
-13% -$2.38M
EEP
689
DELISTED
Enbridge Energy Partners
EEP
$15.5M 0.02%
607,785
+24,018
+4% +$585K
MAA icon
690
Mid-America Apartment Communities
MAA
$15.6B
$15.5M 0.02%
158,135
+71,110
+82% +$6.54M
CRC
691
DELISTED
California Resources Corporation
CRC
$15.5M 0.02%
726,883
+239,339
+49% +$3.51M
THG icon
692
Hanover Insurance
THG
$7.63B
$15.3M 0.02%
168,454
-12,042
-7% -$1M
CRH icon
693
CRH
CRH
$66.7B
$15.3M 0.02%
445,827
+74,608
+20% +$2.48M
WTFC icon
694
Wintrust Financial
WTFC
$10.7B
$15.3M 0.02%
210,814
+20,505
+11% +$1.27M
GGB icon
695
Gerdau
GGB
$9.44B
$15.3M 0.02%
6,133,699
+718,495
+13% +$1.96M
PPLI
696
People Inc
PPLI
$3.1B
$15.3M 0.02%
1,319,330
+53,487
+4% +$626K
ZBRA icon
697
Zebra Technologies
ZBRA
$12.4B
$15.2M 0.02%
177,787
+15,574
+10% +$1.15M
CSC
698
DELISTED
Computer Sciences
CSC
$15.2M 0.02%
256,276
+21,522
+9% +$1.24M
TSLA icon
699
Tesla
TSLA
$1.24T
$15.2M 0.02%
1,067,685
+63,105
+6% +$829K
VAL
700
DELISTED
Valspar
VAL
$15.2M 0.02%
146,264
+36,962
+34% +$3.81M
26 27
28
29 30

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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.