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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
SC
651
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$16.7M 0.02%
1,236,570
-710,225
-36% -$9.37M
LNT icon
652
Alliant Energy
LNT
$19.4B
$16.7M 0.02%
439,704
+74,125
+20% +$2.74M
HEDJ icon
653
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$16.6M 0.02%
579,808
-75,574
-12% -$2.07M
NTES icon
654
NetEase
NTES
$76.5B
$16.6M 0.02%
384,660
+246,665
+179% +$11.8M
POR icon
655
Portland General Electric
POR
$6.02B
$16.5M 0.02%
380,397
+11,767
+3% +$496K
NFX
656
DELISTED
Newfield Exploration
NFX
$16.5M 0.02%
406,603
-27,957
-6% -$1.19M
Y
657
DELISTED
Alleghany Corp
Y
$16.4M 0.02%
26,991
+197
+0.7% +$110K
LEN icon
658
Lennar Class A
LEN
$20.4B
$16.4M 0.02%
401,577
-56,465
-12% -$2.28M
FFIV icon
659
F5
FFIV
$22.1B
$16.4M 0.02%
113,180
+4,875
+5% +$660K
GXP
660
DELISTED
Great Plains Energy Incorporated
GXP
$16.4M 0.02%
598,427
+91,256
+18% +$2.49M
CIG icon
661
CEMIG Preferred Shares
CIG
$6.09B
$16.3M 0.02%
14,045,394
+99,877
+0.7% +$127K
CCEP icon
662
Coca-Cola Europacific Partners
CCEP
$46.5B
$16.3M 0.02%
519,564
+27,605
+6% +$972K
CDP icon
663
COPT Defense Properties
CDP
$4.31B
$16.2M 0.02%
520,397
+53,616
+11% +$1.52M
FHN icon
664
First Horizon
FHN
$12.1B
$16.2M 0.02%
811,335
-35,488
-4% -$625K
CUK
665
DELISTED
Carnival PLC
CUK
$16.2M 0.02%
316,160
+71,158
+29% +$3.54M
TD icon
666
Toronto Dominion Bank
TD
$198B
$16.2M 0.02%
327,760
+153,821
+88% +$7.19M
NSANY
667
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$16.1M 0.02%
807,041
-88,786
-10% -$1.78M
UFS
668
DELISTED
DOMTAR CORPORATION (New)
UFS
$16.1M 0.02%
412,317
+62,877
+18% +$2.39M
HRL icon
669
Hormel Foods
HRL
$13.9B
$16.1M 0.02%
461,929
-37,521
-8% -$1.35M
SNI
670
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$16.1M 0.02%
225,115
+27,626
+14% +$1.87M
PRGO icon
671
Perrigo
PRGO
$1.4B
$16M 0.02%
192,104
+12,465
+7% +$1.08M
EC icon
672
Ecopetrol
EC
$32.9B
$15.9M 0.02%
1,762,353
+1,614,974
+1,096% +$14.2M
LEG icon
673
Leggett & Platt
LEG
$1.52B
$15.9M 0.02%
326,177
+30,927
+10% +$1.47M
PNRA
674
DELISTED
Panera Bread Co
PNRA
$15.9M 0.02%
77,453
-3,538
-4% -$717K
G icon
675
Genpact
G
$5.3B
$15.9M 0.02%
652,476
-3,655
-0.6% -$87.1K
25 26
27
28 29

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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.