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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
AGNC icon
751
AGNC Investment
AGNC
$12.3B
$13.8M 0.02%
761,945
-56,790
-7% -$1.08M
FRC
752
DELISTED
First Republic Bank
FRC
$13.8M 0.02%
149,571
+44,669
+43% +$3.65M
SNA icon
753
Snap-on
SNA
$20.9B
$13.8M 0.02%
80,458
-13,434
-14% -$2.19M
GME icon
754
GameStop
GME
$9.5B
$13.8M 0.02%
2,181,924
-273,760
-11% -$1.69M
CXW icon
755
CoreCivic
CXW
$3.1B
$13.8M 0.02%
563,287
+274,668
+95% +$5.24M
STLA icon
756
Stellantis
STLA
$16.5B
$13.7M 0.02%
1,511,218
+446,159
+42% +$3.34M
JACK icon
757
Jack in the Box
JACK
$278M
$13.5M 0.02%
121,048
+5,468
+5% +$559K
VYX icon
758
NCR Voyix
VYX
$1.06B
$13.4M 0.02%
538,030
+72,142
+15% +$1.62M
BIO icon
759
Bio-Rad Laboratories Class A
BIO
$8.42B
$13.4M 0.02%
73,363
+226
+0.3% +$38.5K
TCF
760
DELISTED
TCF Financial Corporation
TCF
$13.4M 0.02%
681,923
+53,705
+9% +$885K
DRE
761
DELISTED
Duke Realty Corp.
DRE
$13.4M 0.02%
502,917
+79,380
+19% +$2.02M
NMR icon
762
Nomura Holdings
NMR
$28.7B
$13.3M 0.02%
2,261,501
+291,520
+15% +$1.55M
DLX icon
763
Deluxe
DLX
$1.19B
$13.3M 0.02%
186,140
+25,256
+16% +$1.7M
RAD
764
DELISTED
Rite Aid Corporation
RAD
$13.2M 0.02%
80,184
+1,535
+2% +$232K
HAR
765
DELISTED
Harman International Industries
HAR
$13.2M 0.02%
118,800
+28,208
+31% +$2.72M
GSG icon
766
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.02B
$13.2M 0.02%
840,339
+367,229
+78% +$5.49M
DASTY
767
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$13.1M 0.02%
171,871
+22,518
+15% +$1.72M
AME icon
768
Ametek
AME
$55.5B
$13.1M 0.02%
270,029
+17,162
+7% +$813K
OFG icon
769
OFG Bancorp
OFG
$2.21B
$13.1M 0.02%
1,001,271
-234,019
-19% -$2.81M
TUP
770
DELISTED
Tupperware Brands Corporation
TUP
$13.1M 0.02%
249,138
-29,326
-11% -$1.72M
FULT icon
771
Fulton Financial
FULT
$4.7B
$13.1M 0.02%
697,039
+155,703
+29% +$2.61M
SBH icon
772
Sally Beauty Holdings
SBH
$1.4B
$13.1M 0.02%
495,718
+21,417
+5% +$565K
WRB icon
773
W.R. Berkley
WRB
$28B
$13.1M 0.02%
664,170
+36,302
+6% +$652K
DB icon
774
Deutsche Bank
DB
$66.3B
$13.1M 0.02%
808,482
+333,307
+70% +$4.7M
ASH icon
775
Ashland
ASH
$3.04B
$13.1M 0.02%
244,327
-16,637
-6% -$914K
29 30
31
32 33

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MCM
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PSUF
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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.