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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
PEG icon
151
Public Service Enterprise Group
PEG
$39.8B
$94.4M 0.13%
2,150,637
-200,692
-9% -$8.37M
NVS icon
152
Novartis
NVS
$295B
$94.3M 0.13%
1,445,111
+144,535
+11% +$9.38M
GLW icon
153
Corning
GLW
$126B
$94M 0.13%
3,873,578
+451,686
+13% +$10.7M
HCA icon
154
HCA Healthcare
HCA
$84.8B
$93.8M 0.13%
1,266,702
-68,470
-5% -$5.13M
NSC icon
155
Norfolk Southern
NSC
$78.8B
$92.5M 0.13%
856,069
-28,186
-3% -$2.85M
EQIX icon
156
Equinix
EQIX
$107B
$91.8M 0.13%
256,717
+2,702
+1% +$944K
DE icon
157
Deere & Co
DE
$170B
$91.1M 0.13%
884,186
+45,783
+5% +$4.3M
ALXN
158
DELISTED
Alexion Pharmaceuticals
ALXN
$90.2M 0.13%
737,124
+70,583
+11% +$8.64M
ETR icon
159
Entergy
ETR
$54.1B
$89.6M 0.12%
2,440,414
+23,364
+1% +$838K
MRSH
160
Marsh
MRSH
$86.3B
$89.2M 0.12%
1,320,389
+54,044
+4% +$3.62M
ESRX
161
DELISTED
Express Scripts Holding Company
ESRX
$88.8M 0.12%
1,291,612
-95,482
-7% -$6.84M
SHW icon
162
Sherwin-Williams
SHW
$78.3B
$88.7M 0.12%
990,192
+44,514
+5% +$3.93M
APC
163
DELISTED
Anadarko Petroleum
APC
$87.9M 0.12%
1,259,944
+120,138
+11% +$7.81M
F icon
164
Ford
F
$57.3B
$87.7M 0.12%
7,230,322
-705,488
-9% -$8.56M
CME icon
165
CME Group
CME
$92.2B
$86.9M 0.12%
753,713
+31,758
+4% +$3.53M
AEP icon
166
American Electric Power
AEP
$73.7B
$86.9M 0.12%
1,380,237
-165,304
-11% -$10.2M
VWO icon
167
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$86.6M 0.12%
2,421,259
+279,499
+13% +$10.2M
EA icon
168
Electronic Arts
EA
$52.4B
$86.3M 0.12%
1,096,280
-568,563
-34% -$45.7M
BBWI icon
169
Bath & Body Works
BBWI
$4.01B
$85.9M 0.12%
1,613,580
-191,285
-11% -$10.9M
AMT icon
170
American Tower
AMT
$77.7B
$84.6M 0.12%
800,942
-29,890
-4% -$3.25M
STZ icon
171
Constellation Brands
STZ
$22.2B
$84.2M 0.12%
549,502
-28,674
-5% -$4.55M
MON
172
DELISTED
Monsanto Co
MON
$84.2M 0.12%
800,710
+15,227
+2% +$1.56M
VOYA icon
173
Voya Financial
VOYA
$8.94B
$83.9M 0.12%
2,137,954
-126,272
-6% -$4.45M
GD icon
174
General Dynamics
GD
$105B
$83.8M 0.12%
485,199
-38,753
-7% -$6.34M
KSS icon
175
Kohl's
KSS
$2.03B
$83.6M 0.12%
1,693,391
+10,759
+0.6% +$532K
5 6
7
8 9

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MCM
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PSUF
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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.