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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
WTW icon
776
Willis Towers Watson
WTW
$27.9B
$13M 0.02%
106,625
-7,225
-6% -$901K
ALB icon
777
Albemarle
ALB
$13.5B
$13M 0.02%
150,676
+15,941
+12% +$1.35M
WLL
778
DELISTED
Whiting Petroleum Corporation
WLL
$13M 0.02%
3,595
+1,467
+69% +$4.41M
KEX icon
779
Kirby Corp
KEX
$7.95B
$13M 0.02%
194,780
-10,734
-5% -$679K
MAC icon
780
Macerich
MAC
$7.32B
$12.9M 0.02%
182,640
-23,110
-11% -$1.65M
RENX
781
DELISTED
RELX N.V.
RENX
$12.9M 0.02%
770,006
-225,554
-23% -$3.7M
SRCL
782
DELISTED
Stericycle Inc
SRCL
$12.9M 0.02%
167,392
+7,609
+5% +$575K
SDX
783
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$12.9M 0.02%
560,545
+34,222
+7% +$785K
FMS icon
784
Fresenius Medical Care
FMS
$13.2B
$12.8M 0.02%
304,370
+58,493
+24% +$2.39M
HLF icon
785
Herbalife
HLF
$1.23B
$12.8M 0.02%
532,680
+1,782
+0.3% +$48.7K
JOY
786
DELISTED
Joy Global Inc
JOY
$12.8M 0.02%
457,411
+97,065
+27% +$2.71M
CE icon
787
Celanese
CE
$5.09B
$12.7M 0.02%
161,545
-2,709
-2% -$204K
HHH icon
788
Howard Hughes
HHH
$3.93B
$12.7M 0.02%
116,677
+17,336
+17% +$1.84M
TRI icon
789
Thomson Reuters
TRI
$39.4B
$12.7M 0.02%
249,642
+28,107
+13% +$1.37M
AMN icon
790
AMN Healthcare
AMN
$1.28B
$12.7M 0.02%
+329,101
New +$11.2M
UHS icon
791
Universal Health Services
UHS
$9.43B
$12.6M 0.02%
118,896
-23,162
-16% -$2.74M
MIC
792
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$12.6M 0.02%
154,730
-24,679
-14% -$2.02M
ALE
793
DELISTED
Allete
ALE
$12.6M 0.02%
196,340
+19,773
+11% +$1.21M
AVP
794
DELISTED
Avon Products, Inc.
AVP
$12.6M 0.02%
2,498,118
+84,136
+3% +$489K
LFUS icon
795
Littelfuse
LFUS
$10.2B
$12.5M 0.02%
82,321
-16,007
-16% -$2.28M
BSAC icon
796
Banco Santander Chile
BSAC
$15.8B
$12.5M 0.02%
569,773
+488,535
+601% +$10.7M
AAWW
797
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$12.4M 0.02%
238,184
-85,519
-26% -$4.04M
CNI icon
798
Canadian National Railway
CNI
$78.3B
$12.4M 0.02%
183,820
-9,868
-5% -$651K
DXCM icon
799
DexCom
DXCM
$27.6B
$12.4M 0.02%
829,844
+133,600
+19% +$2.37M
MXIM
800
DELISTED
Maxim Integrated Products
MXIM
$12.4M 0.02%
321,107
-27,971
-8% -$1.1M
30 31
32
33 34

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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.