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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
NWG icon
1251
NatWest
NWG
$71.5B
$6.45M 0.01%
1,083,790
+177,762
+20% +$956K
INVX
1252
Innovex International
INVX
$1.87B
$6.43M 0.01%
107,098
+8,018
+8% +$446K
CLR
1253
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$6.43M 0.01%
124,737
-15,634
-11% -$808K
LVNTA
1254
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$6.42M 0.01%
174,218
-71,644
-29% -$2.81M
SLGN icon
1255
Silgan Holdings
SLGN
$4.91B
$6.42M 0.01%
250,848
-16,378
-6% -$412K
S
1256
DELISTED
Sprint Corporation
S
$6.41M 0.01%
760,962
+6,901
+0.9% +$51.1K
ESV
1257
DELISTED
Ensco Rowan plc
ESV
$6.4M 0.01%
164,685
-10,147
-6% -$364K
NDSN icon
1258
Nordson
NDSN
$16.5B
$6.4M 0.01%
57,132
+4,788
+9% +$501K
GHC icon
1259
Graham Holdings Company
GHC
$4.97B
$6.39M 0.01%
12,491
+1,807
+17% +$880K
PIPR icon
1260
Piper Sandler
PIPR
$5.14B
$6.39M 0.01%
352,800
+21,132
+6% +$334K
GPT
1261
DELISTED
Gramercy Property Trust
GPT
$6.39M 0.01%
232,033
-3,273
-1% -$87.3K
FLOW
1262
DELISTED
SPX FLOW, Inc.
FLOW
$6.39M 0.01%
199,244
-111,809
-36% -$3.28M
SCHF icon
1263
Schwab International Equity ETF
SCHF
$65.6B
$6.38M 0.01%
+460,800
New +$6.46M
AMH icon
1264
American Homes 4 Rent
AMH
$12B
$6.37M 0.01%
303,815
+32,226
+12% +$668K
SUPN icon
1265
Supernus Pharmaceuticals
SUPN
$2.68B
$6.37M 0.01%
252,268
+32,626
+15% +$729K
SYKE
1266
DELISTED
SYKES Enterprises Inc
SYKE
$6.32M 0.01%
219,087
-38,099
-15% -$1.06M
CAKE icon
1267
Cheesecake Factory
CAKE
$4.21B
$6.32M 0.01%
105,484
+31,920
+43% +$1.8M
SIRI icon
1268
SiriusXM
SIRI
$10B
$6.31M 0.01%
141,813
+5,707
+4% +$248K
GCO icon
1269
Genesco
GCO
$396M
$6.3M 0.01%
101,498
+26,250
+35% +$1.6M
ANF icon
1270
Abercrombie & Fitch
ANF
$4.17B
$6.3M 0.01%
524,957
+28,618
+6% +$425K
FINL
1271
DELISTED
Finish Line
FINL
$6.3M 0.01%
334,856
-84,712
-20% -$1.84M
PF
1272
DELISTED
Pinnacle Foods, Inc.
PF
$6.3M 0.01%
117,812
+9,621
+9% +$488K
GOLD
1273
DELISTED
Randgold Resources Ltd
GOLD
$6.3M 0.01%
82,473
+32,510
+65% +$2.58M
DORM icon
1274
Dorman Products
DORM
$4.01B
$6.29M 0.01%
86,164
-3,101
-3% -$212K
UBSI icon
1275
United Bankshares
UBSI
$6.55B
$6.29M 0.01%
136,082
+14,598
+12% +$620K
49 50
51
52 53

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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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ACI
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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.