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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
ICE icon
126
Intercontinental Exchange
ICE
$82.4B
$111M 0.15%
1,972,291
-312,014
-14% -$17.3M
NEE icon
127
NextEra Energy
NEE
$187B
$110M 0.15%
3,674,116
+39,920
+1% +$1.19M
SPG icon
128
Simon Property Group
SPG
$74.5B
$110M 0.15%
616,849
+4,439
+0.7% +$824K
DHR icon
129
Danaher
DHR
$135B
$109M 0.15%
1,584,103
+76,555
+5% +$5.32M
STI
130
DELISTED
SunTrust Banks, Inc.
STI
$109M 0.15%
1,992,802
+72,295
+4% +$3.61M
SO icon
131
Southern Company
SO
$110B
$109M 0.15%
2,221,589
-78,831
-3% -$3.87M
ALL icon
132
Allstate
ALL
$66.9B
$108M 0.15%
1,457,574
+112,292
+8% +$7.91M
DG icon
133
Dollar General
DG
$25.9B
$108M 0.15%
1,455,404
+353,720
+32% +$25.8M
LYB icon
134
LyondellBasell Industries
LYB
$19.5B
$107M 0.15%
1,247,636
+132,242
+12% +$11.1M
STT icon
135
State Street
STT
$50.9B
$107M 0.15%
1,376,813
-7,198
-0.5% -$542K
SYY icon
136
Sysco
SYY
$39.7B
$106M 0.15%
1,907,453
+100,559
+6% +$5.22M
RDS.A
137
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$105M 0.15%
1,934,916
+277,836
+17% +$14.3M
GIS icon
138
General Mills
GIS
$19.2B
$104M 0.15%
1,686,029
-2,773
-0.2% -$172K
PRU icon
139
Prudential Financial
PRU
$41.7B
$104M 0.14%
999,314
-2,267
-0.2% -$215K
ECL icon
140
Ecolab
ECL
$75.6B
$104M 0.14%
885,486
+130,190
+17% +$15.2M
BP icon
141
BP
BP
$113B
$103M 0.14%
3,222,807
-102,304
-3% -$3.08M
KEY icon
142
KeyCorp
KEY
$24.3B
$103M 0.14%
5,631,800
+1,567,267
+39% +$24.7M
NVDA icon
143
NVIDIA
NVDA
$5.01T
$102M 0.14%
38,066,400
-793,560
-2% -$1.66M
FDX icon
144
FedEx
FDX
$74.5B
$97.9M 0.14%
525,821
+22,064
+4% +$4.05M
CHTR icon
145
Charter Communications
CHTR
$15.2B
$96.1M 0.13%
333,619
+14,135
+4% +$3.81M
EMR icon
146
Emerson Electric
EMR
$82.9B
$95.8M 0.13%
1,718,440
+321,015
+23% +$17.3M
RF icon
147
Regions Financial
RF
$26.3B
$95.6M 0.13%
6,660,030
+486,685
+8% +$6.01M
KMI icon
148
Kinder Morgan
KMI
$73.1B
$94.9M 0.13%
4,580,949
-116,333
-2% -$2.46M
OMC icon
149
Omnicom Group
OMC
$22.7B
$94.6M 0.13%
1,111,503
-65,618
-6% -$5.5M
SCHW
150
Charles Schwab
SCHW
$177B
$94.4M 0.13%
2,391,912
+300,113
+14% +$10.7M
4 5
6
7 8

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AF
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MCM
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PSUF
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IA
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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.