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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
PC
851
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$11.2M 0.02%
1,100,698
+96,478
+10% +$980K
AWH
852
DELISTED
Allied World Assurance Co Hld Lt
AWH
$11.2M 0.02%
208,089
-94,652
-31% -$4.35M
ACCO icon
853
Acco Brands
ACCO
$369M
$11.1M 0.02%
853,502
-261,941
-23% -$3.06M
CY
854
DELISTED
Cypress Semiconductor
CY
$11.1M 0.02%
972,718
+84,350
+9% +$925K
EMBJ
855
Embraer S.A. ADS
EMBJ
$11.6B
$11.1M 0.02%
576,017
+448,181
+351% +$8.75M
QRVO icon
856
Qorvo
QRVO
$7.63B
$11.1M 0.02%
210,221
+18,897
+10% +$1.03M
TDS icon
857
Telephone and Data Systems
TDS
$3.91B
$11.1M 0.02%
383,904
+20,886
+6% +$569K
CACI icon
858
CACI
CACI
$10.8B
$11.1M 0.02%
89,140
-41,512
-32% -$4.79M
PHG icon
859
Philips
PHG
$25.4B
$11.1M 0.02%
488,301
+59,639
+14% +$1.3M
CPRT icon
860
Copart
CPRT
$25.9B
$11M 0.02%
1,593,560
+131,176
+9% +$891K
CLB icon
861
Core Laboratories
CLB
$538M
$11M 0.02%
91,868
-44,782
-33% -$4.96M
KYO
862
DELISTED
Kyocera Adr
KYO
$11M 0.02%
221,249
+46,101
+26% +$2.25M
ATR icon
863
AptarGroup
ATR
$8.45B
$11M 0.02%
149,939
+10,338
+7% +$769K
HIW icon
864
Highwoods Properties
HIW
$3.71B
$11M 0.02%
215,704
-8,739
-4% -$428K
MKTAY
865
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$11M 0.02%
164,023
+27,532
+20% +$1.84M
WEN icon
866
Wendy's
WEN
$1.33B
$10.9M 0.02%
809,606
+32,922
+4% +$397K
MFC icon
867
Manulife Financial
MFC
$72.6B
$10.9M 0.02%
613,950
+142,129
+30% +$2.32M
MOH icon
868
Molina Healthcare
MOH
$10.3B
$10.9M 0.02%
200,875
-4,731
-2% -$259K
ON icon
869
ON Semiconductor
ON
$33.8B
$10.9M 0.02%
852,476
+269,514
+46% +$3.22M
MUSA icon
870
Murphy USA
MUSA
$11.3B
$10.9M 0.02%
176,854
+10,596
+6% +$713K
TRGP icon
871
Targa Resources
TRGP
$60.4B
$10.8M 0.02%
192,575
+24,425
+15% +$1.23M
NJ
872
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$10.8M 0.02%
503,887
+41,664
+9% +$893K
ICLR icon
873
Icon
ICLR
$12.8B
$10.8M 0.02%
143,459
+6,686
+5% +$519K
ACM icon
874
Aecom
ACM
$9.07B
$10.8M 0.02%
296,229
-27,167
-8% -$902K
MASI
875
DELISTED
Masimo
MASI
$10.8M 0.02%
159,507
-33,396
-17% -$2.05M
33 34
35
36 37

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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.