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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
DOV icon
401
Dover
DOV
$27.2B
$33.2M 0.05%
548,428
+34,714
+7% +$2.01M
BBBY
402
DELISTED
Bed Bath & Beyond Inc
BBBY
$33M 0.05%
812,238
+134,784
+20% +$5.85M
CNP icon
403
CenterPoint Energy
CNP
$29.1B
$32.9M 0.05%
1,335,896
-125,056
-9% -$2.92M
BEN icon
404
Franklin Resources
BEN
$16.9B
$32.9M 0.05%
831,026
-30,597
-4% -$1.15M
TRIP icon
405
TripAdvisor
TRIP
$1.59B
$32.8M 0.05%
707,283
-713,438
-50% -$39.2M
PUK icon
406
Prudential
PUK
$36.5B
$32.7M 0.05%
848,433
+97,750
+13% +$3.51M
TROW icon
407
T. Rowe Price
TROW
$25B
$32.6M 0.05%
433,132
-25,750
-6% -$1.82M
ANDV
408
DELISTED
Andeavor
ANDV
$32.6M 0.05%
372,235
-22,794
-6% -$1.93M
BAY
409
DELISTED
BAYER AG SPONS ADR
BAY
$32.5M 0.05%
311,526
+50,524
+19% +$5.27M
CCL icon
410
Carnival Corporation Ltd
CCL
$36.1B
$32.5M 0.05%
623,310
-220,303
-26% -$11M
VR
411
DELISTED
Validus Hold Ltd
VR
$32.3M 0.05%
587,305
+18,107
+3% +$957K
CHRW icon
412
C.H. Robinson
CHRW
$22B
$32.3M 0.05%
440,813
+27,928
+7% +$2.02M
LHX icon
413
L3Harris
LHX
$55.9B
$32.3M 0.04%
315,010
-12,414
-4% -$1.23M
TNL icon
414
Travel + Leisure Co
TNL
$4.54B
$32.3M 0.04%
935,399
+180,177
+24% +$5.79M
SMFG icon
415
Sumitomo Mitsui Financial
SMFG
$166B
$32.2M 0.04%
4,208,916
+590,888
+16% +$4.29M
IDXX icon
416
Idexx Laboratories
IDXX
$42.9B
$32.1M 0.04%
273,841
-2,915
-1% -$333K
ING icon
417
ING
ING
$93.8B
$32M 0.04%
2,271,560
+63,699
+3% +$858K
ABB
418
DELISTED
ABB Ltd
ABB
$32M 0.04%
1,519,048
+496,247
+49% +$10.6M
RS icon
419
Reliance Steel & Aluminium
RS
$20.8B
$32M 0.04%
401,999
-129,049
-24% -$9.83M
VTR icon
420
Ventas
VTR
$48.9B
$31.8M 0.04%
508,458
+13,072
+3% +$827K
IPG
421
DELISTED
Interpublic Group of Companies
IPG
$31.4M 0.04%
1,343,327
+1,247
+0.1% +$28.8K
LH icon
422
Labcorp
LH
$24.3B
$31.1M 0.04%
282,102
-11,424
-4% -$1.27M
NTAP icon
423
NetApp
NTAP
$32.9B
$31M 0.04%
877,878
+103,811
+13% +$3.63M
AZ
424
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$30.8M 0.04%
1,869,899
+237,842
+15% +$3.92M
EXPD icon
425
Expeditors International
EXPD
$22.9B
$30.7M 0.04%
580,470
+27,719
+5% +$1.45M
15 16
17
18 19

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MCM
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PSUF
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IA
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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.