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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
AOS icon
951
A.O. Smith
AOS
$8.38B
$9.59M 0.01%
202,433
+79,401
+65% +$3.83M
AMTD
952
DELISTED
TD Ameritrade Holding Corp
AMTD
$9.58M 0.01%
219,657
-54,798
-20% -$2.13M
CPS icon
953
Cooper-Standard Automotive
CPS
$504M
$9.51M 0.01%
91,970
-21,827
-19% -$2.1M
LNCE
954
DELISTED
Snyders-Lance, Inc.
LNCE
$9.48M 0.01%
247,187
+150,689
+156% +$5.52M
GDOT icon
955
Green Dot
GDOT
$753M
$9.46M 0.01%
401,581
-156,543
-28% -$3.66M
NTGR icon
956
NETGEAR
NTGR
$669M
$9.45M 0.01%
173,915
-55,293
-24% -$2.95M
AMAG
957
DELISTED
AMAG Pharmaceuticals
AMAG
$9.45M 0.01%
271,422
-11,865
-4% -$354K
RHP icon
958
Ryman Hospitality Properties
RHP
$8.4B
$9.44M 0.01%
149,871
-1,977
-1% -$110K
TARO
959
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$9.44M 0.01%
89,702
+75,670
+539% +$7.93M
HWM icon
960
Howmet Aerospace
HWM
$116B
$9.44M 0.01%
+663,784
New +$9.98M
SAIC icon
961
Saic
SAIC
$5.03B
$9.43M 0.01%
111,165
+11,067
+11% +$849K
TOL icon
962
Toll Brothers
TOL
$14B
$9.41M 0.01%
303,508
+126,276
+71% +$3.74M
LPNT
963
DELISTED
LifePoint Health, Inc.
LPNT
$9.41M 0.01%
165,603
+22,281
+16% +$1.29M
PDM
964
Piedmont Realty Trust
PDM
$1.22B
$9.4M 0.01%
449,789
+44,663
+11% +$901K
FBIN icon
965
Fortune Brands Innovations
FBIN
$6.12B
$9.4M 0.01%
205,652
+289
+0.1% +$13.6K
RAMP icon
966
LiveRamp
RAMP
$2.29B
$9.4M 0.01%
350,621
-69,707
-17% -$1.81M
B
967
DELISTED
Barnes Group Inc.
B
$9.4M 0.01%
198,146
-28,610
-13% -$1.25M
EE
968
DELISTED
El Paso Electric Company
EE
$9.32M 0.01%
200,532
+10,330
+5% +$468K
NFG icon
969
National Fuel Gas
NFG
$7.84B
$9.32M 0.01%
164,530
+23,876
+17% +$1.31M
TRMK icon
970
Trustmark
TRMK
$2.73B
$9.3M 0.01%
260,843
+45,347
+21% +$1.43M
BNDX icon
971
Vanguard Total International Bond ETF
BNDX
$82B
$9.29M 0.01%
171,147
+83,532
+95% +$4.58M
ACH
972
Accendra Health
ACH
$240M
$9.29M 0.01%
263,264
+44,493
+20% +$1.5M
PKX icon
973
POSCO
PKX
$15.8B
$9.26M 0.01%
176,220
+63,793
+57% +$3.43M
IFX
974
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$9.24M 0.01%
534,626
+82,450
+18% +$1.42M
EPR icon
975
EPR Properties
EPR
$4.86B
$9.24M 0.01%
128,697
+6,028
+5% +$431K
37 38
39
40 41

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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.