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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
ASML icon
301
ASML
ASML
$675B
$45.5M 0.06%
405,693
+169,045
+71% +$17.7M
XEL icon
302
Xcel Energy
XEL
$51B
$45.5M 0.06%
1,118,236
+79,366
+8% +$3.17M
KEYS icon
303
Keysight
KEYS
$54.5B
$45.5M 0.06%
1,243,750
+6,365
+0.5% +$219K
CMS icon
304
CMS Energy
CMS
$23.1B
$45.4M 0.06%
1,091,162
+67,034
+7% +$2.74M
CHK
305
DELISTED
Chesapeake Energy Corporation
CHK
$45.1M 0.06%
32,123
+7,866
+32% +$10.3M
XRX icon
306
Xerox
XRX
$337M
$45M 0.06%
1,955,054
+495,434
+34% +$12.3M
SAP icon
307
SAP
SAP
$187B
$45M 0.06%
520,135
-14,176
-3% -$1.22M
CA
308
DELISTED
CA, Inc.
CA
$44.8M 0.06%
1,409,200
+274,519
+24% +$8.77M
VIAB
309
DELISTED
Viacom Inc. Class B
VIAB
$44.7M 0.06%
1,273,166
-80,565
-6% -$2.96M
ALK icon
310
Alaska Air
ALK
$5.15B
$44.4M 0.06%
500,191
-77,736
-13% -$6.12M
PH icon
311
Parker-Hannifin
PH
$125B
$44.2M 0.06%
315,826
-11,096
-3% -$1.48M
INGR icon
312
Ingredion
INGR
$6.38B
$43.8M 0.06%
350,574
-4,079
-1% -$515K
NLSN
313
DELISTED
Nielsen Holdings plc
NLSN
$43.6M 0.06%
1,039,240
-458,846
-31% -$21.1M
SWN
314
DELISTED
Southwestern Energy Company
SWN
$43.1M 0.06%
3,987,449
+278,411
+8% +$3.19M
NOV icon
315
NOV
NOV
$7.45B
$43.1M 0.06%
1,150,853
+102,921
+10% +$3.75M
PFG icon
316
Principal Financial Group
PFG
$23.6B
$43M 0.06%
742,783
-8,157
-1% -$457K
STJ
317
DELISTED
St Jude Medical
STJ
$42.8M 0.06%
529,481
-18,309
-3% -$1.45M
BBD icon
318
Banco Bradesco
BBD
$38.1B
$42.8M 0.06%
9,494,608
+2,293,404
+32% +$10.8M
CPAY icon
319
Corpay
CPAY
$24.2B
$42.7M 0.06%
301,714
-28,398
-9% -$4.45M
SHPG
320
DELISTED
Shire pic
SHPG
$42.4M 0.06%
248,693
-31,875
-11% -$5.65M
MTB icon
321
M&T Bank
MTB
$36.2B
$42.4M 0.06%
270,795
-2,665
-1% -$361K
DLTR icon
322
Dollar Tree
DLTR
$23.1B
$41.8M 0.06%
541,343
+89,191
+20% +$7.18M
AVB icon
323
AvalonBay Communities
AVB
$27.1B
$41.8M 0.06%
235,689
+29,143
+14% +$4.91M
CAG icon
324
Conagra Brands
CAG
$7.07B
$41.6M 0.06%
1,051,827
-192,173
-15% -$7.18M
IWN icon
325
iShares Russell 2000 Value ETF
IWN
$14.4B
$41.3M 0.06%
347,639
+325,255
+1,453% +$35.9M
11 12
13
14 15

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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.