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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
L icon
476
Loews
L
$24.3B
$26.1M 0.04%
557,906
+36,740
+7% +$1.61M
VNQ icon
477
Vanguard Real Estate ETF
VNQ
$39.9B
$26.1M 0.04%
316,432
+130,132
+70% +$10.6M
CF icon
478
CF Industries
CF
$19.2B
$26.1M 0.04%
828,882
+183,424
+28% +$4.93M
PHM icon
479
Pultegroup
PHM
$24.5B
$26M 0.04%
1,414,380
-162,679
-10% -$3.09M
COL
480
DELISTED
Rockwell Collins
COL
$26M 0.04%
280,145
-27,813
-9% -$2.45M
URI icon
481
United Rentals
URI
$71.1B
$25.8M 0.04%
244,463
+46,066
+23% +$4.19M
ACGL icon
482
Arch Capital
ACGL
$36.1B
$25.7M 0.04%
895,122
-23,613
-3% -$642K
LVLT
483
DELISTED
Level 3 Communications Inc
LVLT
$25.7M 0.04%
456,642
-107,014
-19% -$5.65M
PBCT
484
DELISTED
People's United Financial Inc
PBCT
$25.7M 0.04%
1,326,654
+68,208
+5% +$1.21M
ANSS
485
DELISTED
Ansys
ANSS
$25.6M 0.04%
276,978
+14,452
+6% +$1.33M
MPLX icon
486
MPLX
MPLX
$59.5B
$25.5M 0.04%
737,753
+20,759
+3% +$674K
MJN
487
DELISTED
Mead Johnson Nutrition Company
MJN
$25.4M 0.04%
359,477
-228,757
-39% -$17M
A icon
488
Agilent Technologies
A
$39.1B
$25.3M 0.04%
554,954
+37,023
+7% +$1.68M
VTRS icon
489
Viatris
VTRS
$20.1B
$25.3M 0.04%
662,555
-90,479
-12% -$3.36M
VOD icon
490
Vodafone
VOD
$34.9B
$25.3M 0.04%
1,034,065
+53,291
+5% +$1.4M
BIG
491
DELISTED
Big Lots, Inc.
BIG
$25M 0.03%
498,017
+48,603
+11% +$2.39M
X
492
DELISTED
US Steel
X
$24.9M 0.03%
755,809
+173,308
+30% +$4.63M
IX icon
493
ORIX
IX
$44B
$24.8M 0.03%
1,591,910
+94,285
+6% +$1.45M
NBL
494
DELISTED
Noble Energy, Inc.
NBL
$24.6M 0.03%
647,299
+54,244
+9% +$2.02M
CPRI icon
495
Capri Holdings
CPRI
$1.77B
$24.6M 0.03%
572,245
-404,067
-41% -$19.2M
WFM
496
DELISTED
Whole Foods Market Inc
WFM
$24.6M 0.03%
798,181
-79,144
-9% -$2.38M
CHL
497
DELISTED
China Mobile Limited
CHL
$24.5M 0.03%
467,832
-52,772
-10% -$2.96M
IART icon
498
Integra LifeSciences
IART
$1.54B
$24.5M 0.03%
571,618
-83,758
-13% -$3.4M
AXA
499
DELISTED
AXA ADS (1 ORD SHS)
AXA
$24.5M 0.03%
971,466
+224,179
+30% +$5.65M
MNST icon
500
Monster Beverage
MNST
$91.4B
$24.4M 0.03%
1,102,852
-18,782
-2% -$430K
18 19
20
21 22

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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.