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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
SFR
826
DELISTED
Starwood Waypoint Homes
SFR
$11.7M 0.02%
404,700
-17,397
-4% -$506K
CXT icon
827
Crane NXT
CXT
$3.04B
$11.7M 0.02%
465,082
-31,684
-6% -$768K
VVC
828
DELISTED
Vectren Corporation
VVC
$11.7M 0.02%
223,390
+22,690
+11% +$1.13M
ARMK icon
829
Aramark
ARMK
$15B
$11.6M 0.02%
451,164
-48,353
-10% -$1.26M
EXR icon
830
Extra Space Storage
EXR
$31.2B
$11.6M 0.02%
150,185
+32,674
+28% +$2.4M
IDA icon
831
Idacorp
IDA
$8.23B
$11.5M 0.02%
143,330
+22,648
+19% +$1.75M
RELX icon
832
RELX
RELX
$60.1B
$11.5M 0.02%
641,914
+85,526
+15% +$1.51M
TER icon
833
Teradyne
TER
$54.8B
$11.5M 0.02%
453,502
-1,649
-0.4% -$39.1K
WR
834
DELISTED
Westar Energy Inc
WR
$11.5M 0.02%
204,042
-3,382
-2% -$192K
FCF icon
835
First Commonwealth Financial
FCF
$2.12B
$11.5M 0.02%
808,263
-36,434
-4% -$426K
BNL
836
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$11.4M 0.02%
442,505
-37,883
-8% -$977K
IT icon
837
Gartner
IT
$9.41B
$11.4M 0.02%
112,909
+2,610
+2% +$252K
TTEK icon
838
Tetra Tech
TTEK
$8.23B
$11.4M 0.02%
1,319,010
+486,250
+58% +$3.93M
PDCO
839
DELISTED
Patterson Companies, Inc.
PDCO
$11.4M 0.02%
277,144
+11,041
+4% +$476K
MKSI icon
840
MKS Inc
MKSI
$22.2B
$11.4M 0.02%
191,096
+8,613
+5% +$465K
EFOR
841
Everforth Inc
EFOR
$845M
$11.3M 0.02%
256,942
+50,438
+24% +$2.01M
VCSH icon
842
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.3M 0.02%
142,873
– –
POOL icon
843
Pool Corp
POOL
$6.7B
$11.3M 0.02%
108,306
+11,729
+12% +$1.16M
TCF
844
DELISTED
TCF Financial Corporation Common Stock
TCF
$11.3M 0.02%
208,605
+20,485
+11% +$998K
PAY
845
DELISTED
Verifone Systems Inc
PAY
$11.3M 0.02%
636,713
+563,897
+774% +$9.37M
MGM icon
846
MGM Resorts International
MGM
$11.7B
$11.3M 0.02%
390,583
+7,746
+2% +$215K
KUB
847
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$11.3M 0.02%
158,280
+13,546
+9% +$963K
HRC
848
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$11.2M 0.02%
200,285
+12,647
+7% +$717K
DNB
849
DELISTED
Dun & Bradstreet
DNB
$11.2M 0.02%
92,635
-14,878
-14% -$1.83M
IFF icon
850
International Flavors & Fragrances
IFF
$19.4B
$11.2M 0.02%
95,230
-28,511
-23% -$3.58M
32 33
34
35 36

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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.