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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
DOX icon
351
Amdocs
DOX
$5.53B
$37.7M 0.05%
647,513
+44,427
+7% +$2.62M
CPA icon
352
Copa Holdings
CPA
$5.56B
$37.7M 0.05%
414,554
+338,050
+442% +$30.6M
WU icon
353
Western Union
WU
$2.57B
$37.5M 0.05%
1,727,281
-97,038
-5% -$2.01M
ZION icon
354
Zions Bancorporation
ZION
$10.1B
$37.5M 0.05%
870,688
+173,381
+25% +$6.39M
MKC icon
355
McCormick & Company Non-Voting
MKC
$13.4B
$37.3M 0.05%
800,046
-12,504
-2% -$583K
HBAN icon
356
Huntington Bancshares
HBAN
$35.1B
$37.3M 0.05%
2,819,489
-485,230
-15% -$5.66M
VFC icon
357
VF Corp
VFC
$6.68B
$37M 0.05%
735,761
+22,967
+3% +$1.19M
OKE icon
358
Oneok
OKE
$58.7B
$36.8M 0.05%
640,434
+84,551
+15% +$4.44M
TAP icon
359
Molson Coors Class B
TAP
$7.68B
$36.8M 0.05%
377,802
+33,720
+10% +$3.44M
NWL icon
360
Newell Brands
NWL
$2.16B
$36.8M 0.05%
823,278
+19,510
+2% +$944K
LRCX icon
361
Lam Research
LRCX
$382B
$36.7M 0.05%
3,473,860
+437,670
+14% +$4.45M
RGA icon
362
Reinsurance Group of America
RGA
$15.7B
$36.5M 0.05%
290,265
+11,833
+4% +$1.39M
PNW icon
363
Pinnacle West Capital
PNW
$12.9B
$36.5M 0.05%
467,890
+34,383
+8% +$2.58M
JNK icon
364
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$36.2M 0.05%
331,455
+109,622
+49% +$11.9M
EQR icon
365
Equity Residential
EQR
$25.4B
$36.2M 0.05%
563,047
+34,249
+6% +$2.1M
UNM icon
366
Unum
UNM
$13.8B
$36.2M 0.05%
824,629
-150,333
-15% -$6.01M
EFX icon
367
Equifax
EFX
$20.3B
$36.1M 0.05%
305,580
+104,205
+52% +$12.7M
HYG icon
368
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$36.1M 0.05%
417,285
-85
-0% -$7.32K
CMA
369
DELISTED
Comerica
CMA
$36M 0.05%
527,866
+3,177
+0.6% +$186K
NBIS
370
Nebius Group N.V.
NBIS
$47.7B
$35.9M 0.05%
1,785,830
+1,624,330
+1,006% +$31.9M
FLR icon
371
Fluor
FLR
$7.29B
$35.8M 0.05%
682,038
-28,864
-4% -$1.5M
MUR icon
372
Murphy Oil
MUR
$5.58B
$35.8M 0.05%
1,149,296
+146,006
+15% +$4.42M
PAYX icon
373
Paychex
PAYX
$40.4B
$35.8M 0.05%
587,656
+54,648
+10% +$3.15M
PBF icon
374
PBF Energy
PBF
$7.29B
$35.7M 0.05%
1,281,249
+265,241
+26% +$6.47M
BF
375
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$35.5M 0.05%
383,849
+47,574
+14% +$4.4M
13 14
15
16 17

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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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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.