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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
SI
326
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$41M 0.06%
335,089
+36,198
+12% +$4.43M
AEE icon
327
Ameren
AEE
$31.5B
$40.9M 0.06%
778,946
-98,790
-11% -$4.9M
HSY icon
328
Hershey
HSY
$35.4B
$40.8M 0.06%
394,793
+45,955
+13% +$4.54M
BIDU icon
329
Baidu
BIDU
$35.8B
$40.8M 0.06%
248,246
+138,546
+126% +$23.6M
BCR
330
DELISTED
CR Bard Inc.
BCR
$40.6M 0.06%
180,641
-25,907
-13% -$5.63M
WELL icon
331
Welltower
WELL
$178B
$40.5M 0.06%
605,356
+21,445
+4% +$1.42M
MMP
332
DELISTED
Magellan Midstream Partners, L.P.
MMP
$40.2M 0.06%
531,328
+10,501
+2% +$735K
NUE icon
333
Nucor
NUE
$56.4B
$39.8M 0.06%
668,016
-33,928
-5% -$1.9M
TDG icon
334
TransDigm Group
TDG
$69.2B
$39.7M 0.06%
159,591
-13,160
-8% -$3.46M
BG icon
335
Bunge Global
BG
$23.6B
$39.7M 0.06%
549,538
+64,353
+13% +$4.29M
NCLH icon
336
Norwegian Cruise Line
NCLH
$8.89B
$39.7M 0.06%
933,008
+117,956
+14% +$4.72M
HII icon
337
Huntington Ingalls Industries
HII
$11.3B
$39.5M 0.06%
214,579
+12,056
+6% +$2.05M
MOS icon
338
The Mosaic Company
MOS
$7.09B
$39.4M 0.05%
1,342,274
-695,896
-34% -$18.7M
PGR icon
339
Progressive
PGR
$124B
$39.3M 0.05%
1,108,031
-37,136
-3% -$1.23M
AYI icon
340
Acuity Brands
AYI
$9.88B
$39.3M 0.05%
170,214
+26,720
+19% +$6.48M
SRE icon
341
Sempra
SRE
$60.8B
$39.1M 0.05%
777,412
-53,344
-6% -$2.72M
TV icon
342
Televisa
TV
$1.45B
$39M 0.05%
1,868,103
+1,550,797
+489% +$35.6M
NVO
343
Novo Nordisk
NVO
$216B
$38.9M 0.05%
2,168,376
-921,398
-30% -$16.7M
GSK icon
344
GSK
GSK
$103B
$38.8M 0.05%
806,590
-95,765
-11% -$4.73M
HST icon
345
Host Hotels & Resorts
HST
$16.8B
$38.8M 0.05%
2,058,251
+115,686
+6% +$1.95M
AIZ icon
346
Assurant
AIZ
$13.7B
$38.5M 0.05%
414,173
-52,047
-11% -$4.55M
EPD icon
347
Enterprise Products Partners
EPD
$83.8B
$38.3M 0.05%
1,416,300
+36,720
+3% +$957K
BPOP icon
348
Popular Inc
BPOP
$11B
$38.2M 0.05%
872,595
+10,350
+1% +$419K
CHD icon
349
Church & Dwight Co
CHD
$23.1B
$38M 0.05%
859,589
+15,318
+2% +$698K
HP icon
350
Helmerich & Payne
HP
$3.53B
$37.8M 0.05%
488,982
-84,029
-15% -$5.97M
12 13
14
15 16

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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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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.