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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
RRC icon
701
Range Resources
RRC
$9.11B
$15M 0.02%
436,596
-181,751
-29% -$6.5M
SU icon
702
Suncor Energy
SU
$77.7B
$15M 0.02%
458,876
+151,994
+50% +$4.66M
FDS icon
703
Factset
FDS
$9.05B
$15M 0.02%
91,548
+32,398
+55% +$5.17M
R icon
704
Ryder
R
$10.3B
$15M 0.02%
200,984
+43,921
+28% +$3.24M
WCG
705
DELISTED
Wellcare Health Plans, Inc.
WCG
$14.9M 0.02%
108,982
+32,112
+42% +$4.09M
ORAN
706
DELISTED
Orange
ORAN
$14.9M 0.02%
985,159
+66,219
+7% +$989K
CDNS icon
707
Cadence Design Systems
CDNS
$90B
$14.9M 0.02%
590,980
-3,262
-0.5% -$83.9K
RIG icon
708
Transocean
RIG
$5.92B
$14.9M 0.02%
1,010,960
+322,022
+47% +$3.82M
SBS icon
709
Sabesp
SBS
$19.7B
$14.9M 0.02%
8,847,546
+1,833,067
+26% +$3.22M
PWR icon
710
Quanta Services
PWR
$93.9B
$14.9M 0.02%
426,625
+85,426
+25% +$2.68M
ETP
711
DELISTED
Energy Transfer Partners, L.P.
ETP
$14.7M 0.02%
613,567
+19,151
+3% +$484K
CMG icon
712
Chipotle Mexican Grill
CMG
$40.8B
$14.7M 0.02%
1,950,500
-2,845,350
-59% -$22.4M
AVA icon
713
Avista
AVA
$3.47B
$14.7M 0.02%
367,829
+634
+0.2% +$25.6K
CPN
714
DELISTED
Calpine Corporation
CPN
$14.7M 0.02%
1,282,918
-184,802
-13% -$2.18M
HOLX
715
DELISTED
Hologic
HOLX
$14.6M 0.02%
364,211
+16,916
+5% +$653K
SEIC icon
716
SEI Investments
SEIC
$11.9B
$14.6M 0.02%
295,942
+7,831
+3% +$366K
RPM icon
717
RPM International
RPM
$13.7B
$14.6M 0.02%
271,080
+109,749
+68% +$5.62M
JKHY icon
718
Jack Henry & Associates
JKHY
$10.7B
$14.6M 0.02%
163,970
-9,653
-6% -$824K
DOC icon
719
Healthpeak Properties
DOC
$15.4B
$14.5M 0.02%
489,140
-121,856
-20% -$3.71M
ENH
720
DELISTED
Endurance Specialty Holdings Ltd
ENH
$14.5M 0.02%
157,302
-46,638
-23% -$4.27M
MLM icon
721
Martin Marietta Materials
MLM
$33.6B
$14.5M 0.02%
65,510
-6,989
-10% -$1.44M
CNX icon
722
CNX Resources
CNX
$4.85B
$14.5M 0.02%
954,757
+88,002
+10% +$1.39M
TDC icon
723
Teradata
TDC
$2.68B
$14.5M 0.02%
532,555
-3,501
-0.7% -$98.8K
INCY icon
724
Incyte
INCY
$23.5B
$14.4M 0.02%
143,930
+9,805
+7% +$957K
CEO
725
DELISTED
CNOOC Limited
CEO
$14.4M 0.02%
115,902
+7,018
+6% +$908K
27 28
29
30 31

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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.