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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
TMUS icon
551
T-Mobile US
TMUS
$193B
$21.4M 0.03%
372,934
-18,161
-5% -$950K
UBS icon
552
UBS Group
UBS
$170B
$21.4M 0.03%
1,365,196
+240,224
+21% +$3.62M
PRA
553
DELISTED
ProAssurance
PRA
$21.3M 0.03%
379,416
+29,722
+8% +$1.65M
KIM icon
554
Kimco Realty
KIM
$17.6B
$21.3M 0.03%
847,206
+44,120
+5% +$1.16M
TRN icon
555
Trinity Industries
TRN
$2.97B
$21.3M 0.03%
1,064,316
+71,064
+7% +$1.31M
HUN icon
556
Huntsman Corp
HUN
$2.24B
$21.3M 0.03%
1,114,778
+51,259
+5% +$931K
PAM icon
557
Pampa Energía
PAM
$4.64B
$21.2M 0.03%
609,467
+600,216
+6,488% +$20.4M
UL icon
558
Unilever
UL
$131B
$21.1M 0.03%
459,841
+19,122
+4% +$891K
KLAC icon
559
KLA
KLAC
$275B
$21M 0.03%
2,675,310
+91,800
+4% +$701K
SKM icon
560
SK Telecom
SKM
$13.7B
$21M 0.03%
611,164
+103,564
+20% +$3.69M
BABA icon
561
Alibaba
BABA
$269B
$20.9M 0.03%
238,086
+42,350
+22% +$4.08M
VMC icon
562
Vulcan Materials
VMC
$36.3B
$20.9M 0.03%
166,778
-5,012
-3% -$606K
CS
563
DELISTED
Credit Suisse Group
CS
$20.7M 0.03%
1,449,101
+142,183
+11% +$1.99M
KT icon
564
KT
KT
$8.84B
$20.6M 0.03%
1,465,025
+295,458
+25% +$4.45M
LYG icon
565
Lloyds Banking Group
LYG
$87.4B
$20.6M 0.03%
6,654,319
+572,757
+9% +$1.68M
FNB icon
566
FNB Corp
FNB
$6.78B
$20.6M 0.03%
1,285,746
+437,373
+52% +$6.23M
HMC icon
567
Honda
HMC
$36.5B
$20.6M 0.03%
706,036
+161,994
+30% +$4.76M
AEL
568
DELISTED
American Equity Investment Life Holding Company
AEL
$20.6M 0.03%
912,474
+133,730
+17% +$2.67M
NI icon
569
NiSource
NI
$22.4B
$20.5M 0.03%
925,544
+67,570
+8% +$1.5M
MHK icon
570
Mohawk Industries
MHK
$6.9B
$20.5M 0.03%
102,448
+28,843
+39% +$5.66M
SPLS
571
DELISTED
Staples Inc
SPLS
$20.4M 0.03%
2,258,509
-233,228
-9% -$2.03M
DT
572
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$20.4M 0.03%
1,193,587
+232,177
+24% +$3.97M
JWN
573
DELISTED
Nordstrom
JWN
$20.4M 0.03%
425,561
+33,793
+9% +$1.84M
GGP
574
DELISTED
GGP Inc.
GGP
$20.2M 0.03%
808,060
-112,720
-12% -$2.88M
AKRX
575
DELISTED
Akorn Inc
AKRX
$20.2M 0.03%
924,528
+617,166
+201% +$14.2M
21 22
23
24 25

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MCM
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PSUF
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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.