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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
NDAQ icon
726
Nasdaq
NDAQ
$51.5B
$14.3M 0.02%
640,449
-145,218
-18% -$3.2M
EAT icon
727
Brinker International
EAT
$8.02B
$14.2M 0.02%
287,569
+2,765
+1% +$142K
BERY
728
DELISTED
Berry Global Group, Inc.
BERY
$14.2M 0.02%
318,177
-84,954
-21% -$3.63M
CAR icon
729
Avis
CAR
$5.63B
$14.2M 0.02%
387,778
+90,065
+30% +$3.26M
EWY icon
730
iShares MSCI South Korea ETF
EWY
$21.7B
$14.2M 0.02%
267,024
+69,779
+35% +$3.81M
PBI icon
731
Pitney Bowes
PBI
$2.42B
$14.2M 0.02%
934,757
+209,446
+29% +$3.33M
ALGN icon
732
Align Technology
ALGN
$12B
$14.2M 0.02%
147,639
+1,523
+1% +$141K
SNPS icon
733
Synopsys
SNPS
$71.5B
$14.2M 0.02%
240,592
-141,024
-37% -$8.39M
MNK
734
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$14.1M 0.02%
283,624
-131,108
-32% -$7.72M
MT icon
735
ArcelorMittal
MT
$50.4B
$14.1M 0.02%
645,181
+36,889
+6% +$785K
LM
736
DELISTED
Legg Mason, Inc.
LM
$14.1M 0.02%
472,270
+92,623
+24% +$2.91M
AMD icon
737
Advanced Micro Devices
AMD
$851B
$14.1M 0.02%
1,244,180
-75,848
-6% -$636K
BAH icon
738
Booz Allen Hamilton
BAH
$8.7B
$14.1M 0.02%
390,548
+39,567
+11% +$1.34M
SPIB icon
739
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$14.1M 0.02%
415,413
+1,442
+0.3% +$49.4K
REP
740
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$14.1M 0.02%
997,742
+188,382
+23% +$2.66M
DAN icon
741
Dana Inc
DAN
$2.91B
$14M 0.02%
739,600
+298,369
+68% +$4.99M
EQM
742
DELISTED
EQM Midstream Partners, LP
EQM
$14M 0.02%
182,948
+4,685
+3% +$347K
CNK icon
743
Cinemark Holdings
CNK
$3.82B
$14M 0.02%
365,319
+130,107
+55% +$5.18M
CMC icon
744
Commercial Metals
CMC
$7.63B
$14M 0.02%
642,314
-23,597
-4% -$463K
J icon
745
Jacobs Solutions
J
$15.9B
$14M 0.02%
296,500
+11,819
+4% +$544K
SKYW icon
746
Skywest
SKYW
$4.11B
$14M 0.02%
383,420
-13,372
-3% -$448K
LW icon
747
Lamb Weston
LW
$6.82B
$14M 0.02%
+369,232
New +$12.6M
BMRN icon
748
BioMarin Pharmaceuticals
BMRN
$11.5B
$14M 0.02%
168,493
+7,601
+5% +$654K
DIAX
749
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$13.9M 0.02%
926,881
– –
FUJI
750
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$13.9M 0.02%
365,932
+108,635
+42% +$4.11M
28 29
30
31 32

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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.