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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
CFG icon
426
Citizens Financial Group
CFG
$30.4B
$30.7M 0.04%
862,571
+9,653
+1% +$292K
DKS icon
427
Dick's Sporting Goods
DKS
$18.4B
$30.6M 0.04%
576,454
+9,179
+2% +$527K
CINF icon
428
Cincinnati Financial
CINF
$28.3B
$30.5M 0.04%
403,066
+27,508
+7% +$2.05M
AKAM icon
429
Akamai
AKAM
$16.8B
$30.3M 0.04%
454,423
-38,742
-8% -$2.47M
RDS.B
430
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$30.3M 0.04%
522,290
+73,656
+16% +$4.03M
GPN icon
431
Global Payments
GPN
$22.1B
$30M 0.04%
431,915
-26,921
-6% -$1.93M
AZN icon
432
AstraZeneca
AZN
$263B
$30M 0.04%
548,644
-3,566
-0.6% -$202K
CSL icon
433
Carlisle Companies
CSL
$13.6B
$29.9M 0.04%
270,980
-14,197
-5% -$1.55M
AFG icon
434
American Financial Group
AFG
$11.9B
$29.7M 0.04%
336,587
+50,943
+18% +$4.09M
ROK icon
435
Rockwell Automation
ROK
$51.4B
$29.2M 0.04%
217,203
-24,145
-10% -$3.08M
APTV icon
436
Aptiv
APTV
$12B
$29.2M 0.04%
432,912
-75,924
-15% -$5.1M
TEL icon
437
TE Connectivity
TEL
$58.8B
$28.9M 0.04%
417,469
+16,752
+4% +$1.11M
AVY icon
438
Avery Dennison
AVY
$12.3B
$28.9M 0.04%
410,948
+59,037
+17% +$4.29M
CC icon
439
Chemours
CC
$2.59B
$28.8M 0.04%
1,302,222
+242,047
+23% +$4.97M
VNO icon
440
Vornado Realty Trust
VNO
$7.47B
$28.5M 0.04%
338,206
+15,163
+5% +$1.19M
SVC
441
Service Properties Trust
SVC
$1.1B
$28.5M 0.04%
179,771
+36,953
+26% +$5.36M
EEM icon
442
iShares MSCI Emerging Markets ETF
EEM
$28B
$28.5M 0.04%
813,053
-9,099
-1% -$328K
MGA icon
443
Magna International
MGA
$17.9B
$28.4M 0.04%
654,607
-31,135
-5% -$1.31M
ANZ
444
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$28.3M 0.04%
1,294,745
+179,562
+16% +$3.92M
BXP icon
445
Boston Properties
BXP
$11B
$28.3M 0.04%
224,802
+11,178
+5% +$1.39M
AAP icon
446
Advance Auto Parts
AAP
$3.37B
$28.3M 0.04%
167,040
+56,231
+51% +$8.84M
SAN icon
447
Banco Santander
SAN
$194B
$28.2M 0.04%
5,686,746
+1,263,797
+29% +$5.75M
ALLY icon
448
Ally Financial
ALLY
$13.1B
$28.1M 0.04%
1,475,802
+310,533
+27% +$5.97M
ARW icon
449
Arrow Electronics
ARW
$10.9B
$27.9M 0.04%
391,441
+55,227
+16% +$3.65M
AES icon
450
AES
AES
$10.6B
$27.8M 0.04%
2,395,638
+341,851
+17% +$4.01M
16 17
18
19 20

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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.