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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
RSPP
1526
DELISTED
RSP Permian, Inc.
RSPP
$4.44M 0.01%
99,423
+31,292
+46% +$1.29M
EXEL icon
1527
Exelixis
EXEL
$14B
$4.43M 0.01%
297,442
-50,776
-15% -$733K
CPLA
1528
DELISTED
Capella Education Company
CPLA
$4.42M 0.01%
50,341
-19,788
-28% -$1.53M
SUM
1529
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.41M 0.01%
191,309
-1,507
-0.8% -$31.6K
XPO icon
1530
XPO
XPO
$24.4B
$4.41M 0.01%
295,333
-125,044
-30% -$1.74M
IPHI
1531
DELISTED
INPHI CORPORATION
IPHI
$4.41M 0.01%
98,795
+982
+1% +$42.2K
IONS icon
1532
Ionis Pharmaceuticals
IONS
$9.25B
$4.41M 0.01%
92,087
-90,201
-49% -$3.57M
BRS
1533
DELISTED
Bristow Group, Inc.
BRS
$4.4M 0.01%
214,842
+44,055
+26% +$664K
CMPR icon
1534
Cimpress
CMPR
$2.41B
$4.4M 0.01%
48,005
-6,594
-12% -$598K
IWF icon
1535
iShares Russell 1000 Growth ETF
IWF
$120B
$4.39M 0.01%
167,524
+34,088
+26% +$885K
MATV icon
1536
Mativ Holdings
MATV
$455M
$4.39M 0.01%
96,447
-69,405
-42% -$2.82M
ELUX
1537
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$4.38M 0.01%
88,317
+5,006
+6% +$249K
WOLF icon
1538
Wolfspeed
WOLF
$1.24B
$4.38M 0.01%
165,985
+38,722
+30% +$964K
IOSP icon
1539
Innospec
IOSP
$2.11B
$4.38M 0.01%
63,925
-34,813
-35% -$2.24M
AWC
1540
DELISTED
Alumina Ltd
AWC
$4.37M 0.01%
836,695
-44,888
-5% -$234K
CDR
1541
DELISTED
Cedar Realty Trust, Inc
CDR
$4.36M 0.01%
101,151
-24,327
-19% -$1.06M
WIT icon
1542
Wipro
WIT
$18.9B
$4.35M 0.01%
2,398,405
+1,633,317
+213% +$2.93M
FCE.A
1543
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.35M 0.01%
208,885
-201,787
-49% -$4.09M
WDAY icon
1544
Workday
WDAY
$36.4B
$4.35M 0.01%
65,781
-6,875
-9% -$554K
MTL
1545
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$4.34M 0.01%
757,248
+517,201
+215% +$2.59M
EEFT icon
1546
Euronet Worldwide
EEFT
$3.01B
$4.33M 0.01%
59,750
-20,836
-26% -$1.61M
PRAH
1547
DELISTED
PRA Health Sciences, Inc.
PRAH
$4.32M 0.01%
78,445
+882
+1% +$48.4K
CCP
1548
DELISTED
Care Capital Properties, Inc.
CCP
$4.32M 0.01%
172,903
+67,955
+65% +$1.71M
VT icon
1549
Vanguard Total World Stock ETF
VT
$76.4B
$4.31M 0.01%
+70,712
New +$4.27M
MSM icon
1550
MSC Industrial Direct
MSM
$7.07B
$4.31M 0.01%
46,672
+6,887
+17% +$568K
60 61
62
63 64

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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.