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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
OTEX icon
601
Open Text
OTEX
$5.43B
$19.2M 0.03%
619,920
+263,232
+74% +$8.21M
PKG icon
602
Packaging Corp of America
PKG
$22.7B
$19.2M 0.03%
225,784
+8,056
+4% +$676K
TWO
603
Two Harbors Investment
TWO
$1.27B
$19.1M 0.03%
273,106
-151,456
-36% -$10.3M
WPP icon
604
WPP
WPP
$4.04B
$19M 0.03%
171,842
+21,736
+14% +$2.35M
TECD
605
DELISTED
Tech Data Corp
TECD
$18.9M 0.03%
223,674
+25,319
+13% +$2.1M
BR icon
606
Broadridge
BR
$17.2B
$18.9M 0.03%
285,469
-57,544
-17% -$3.74M
ABEV icon
607
Ambev
ABEV
$47.3B
$18.9M 0.03%
3,841,348
+2,384,482
+164% +$12.9M
IRM icon
608
Iron Mountain
IRM
$38.2B
$18.8M 0.03%
580,280
+75,160
+15% +$2.5M
FRT icon
609
Federal Realty Investment Trust
FRT
$10.9B
$18.8M 0.03%
132,572
+21,223
+19% +$3.01M
NGG icon
610
National Grid
NGG
$82.7B
$18.8M 0.03%
333,970
-59,248
-15% -$3.51M
WAB icon
611
Wabtec
WAB
$51.1B
$18.6M 0.03%
223,761
+3,955
+2% +$326K
WAT icon
612
Waters Corp
WAT
$36.8B
$18.5M 0.03%
137,457
-6,362
-4% -$908K
BDN
613
Brandywine Realty Trust
BDN
$551M
$18.3M 0.03%
1,106,938
+328,157
+42% +$5.02M
VIV icon
614
Telefônica Brasil
VIV
$22.4B
$18.2M 0.03%
1,363,208
+492,054
+56% +$6.6M
STWD icon
615
Starwood Property Trust
STWD
$6.12B
$18.2M 0.03%
830,596
+155,606
+23% +$3.43M
BWA icon
616
BorgWarner
BWA
$13.2B
$18.1M 0.03%
521,710
-304,791
-37% -$9.83M
BEAV
617
DELISTED
B/E Aerospace Inc
BEAV
$18M 0.03%
299,694
-49,532
-14% -$2.85M
WTM icon
618
White Mountains Insurance
WTM
$5.47B
$17.9M 0.02%
21,429
-1,545
-7% -$1.29M
PBH icon
619
Prestige Consumer Healthcare
PBH
$2.35B
$17.8M 0.02%
342,462
+77,115
+29% +$3.72M
FTR
620
DELISTED
Frontier Communications Corp.
FTR
$17.8M 0.02%
351,412
+46,585
+15% +$2.55M
TXNM
621
TXNM Energy Inc
TXNM
$6.47B
$17.8M 0.02%
518,914
+11,832
+2% +$384K
FMC icon
622
FMC
FMC
$1.42B
$17.7M 0.02%
361,267
+30,976
+9% +$1.41M
MDY icon
623
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
$17.7M 0.02%
+58,735
New +$17M
AIV
624
Aimco
AIV
$380M
$17.6M 0.02%
2,911,882
-162,177
-5% -$925K
RCL icon
625
Royal Caribbean
RCL
$78.7B
$17.6M 0.02%
214,407
+25,878
+14% +$2.04M
23 24
25
26 27

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MCM
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PSUF
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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.