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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
CXO
376
DELISTED
CONCHO RESOURCES INC.
CXO
$35.4M 0.05%
267,304
-42,932
-14% -$5.84M
UN
377
DELISTED
Unilever NV New York Registry Shares
UN
$35.3M 0.05%
859,735
+42,946
+5% +$1.78M
DEO icon
378
Diageo
DEO
$46.2B
$35.3M 0.05%
339,520
+1,052
+0.3% +$111K
RNR icon
379
RenaissanceRe
RNR
$13.7B
$35.2M 0.05%
258,570
+26,580
+11% +$3.41M
TEVA icon
380
Teva Pharmaceuticals
TEVA
$35.9B
$35.2M 0.05%
969,735
-421,181
-30% -$16.8M
MUFG icon
381
Mitsubishi UFJ Financial
MUFG
$258B
$35M 0.05%
5,684,115
+1,132,597
+25% +$6.44M
NTRS icon
382
Northern Trust
NTRS
$22.2B
$34.9M 0.05%
392,245
+98,844
+34% +$7.86M
PAA icon
383
Plains All American Pipeline
PAA
$17.4B
$34.9M 0.05%
1,079,338
+32,299
+3% +$1.02M
WBK
384
DELISTED
Westpac Banking Corporation
WBK
$34.8M 0.05%
1,481,310
+193,493
+15% +$4.52M
HSIC icon
385
Henry Schein
HSIC
$9.74B
$34.4M 0.05%
577,565
+913
+0.2% +$55.1K
IEFA icon
386
iShares Core MSCI EAFE ETF
IEFA
$186B
$34.3M 0.05%
638,743
+68,068
+12% +$3.65M
EW icon
387
Edwards Lifesciences
EW
$47.6B
$34.1M 0.05%
1,091,748
-90,768
-8% -$2.94M
WY icon
388
Weyerhaeuser
WY
$17.3B
$34.1M 0.05%
1,132,985
-22,232
-2% -$685K
VRSN icon
389
VeriSign
VRSN
$25.3B
$33.9M 0.05%
445,768
-9,076
-2% -$718K
BHP icon
390
BHP
BHP
$213B
$33.9M 0.05%
1,061,567
+273,151
+35% +$8.84M
IGSB icon
391
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$33.8M 0.05%
644,954
+153,234
+31% +$8.06M
VAR
392
DELISTED
Varian Medical Systems, Inc.
VAR
$33.7M 0.05%
428,157
+180,708
+73% +$14.6M
TSCO icon
393
Tractor Supply
TSCO
$16.3B
$33.5M 0.05%
2,212,695
+1,353,625
+158% +$19.2M
AER icon
394
AerCap
AER
$23.9B
$33.5M 0.05%
805,976
-22,198
-3% -$934K
WRK
395
DELISTED
WestRock Company
WRK
$33.5M 0.05%
659,424
+16,473
+3% +$810K
NAVI icon
396
Navient
NAVI
$774M
$33.4M 0.05%
2,035,023
+396,899
+24% +$6.17M
AMG icon
397
Affiliated Managers Group
AMG
$9.46B
$33.4M 0.05%
229,748
+26,352
+13% +$3.83M
CTXS
398
DELISTED
Citrix Systems Inc
CTXS
$33.4M 0.05%
469,250
-46,851
-9% -$3.24M
LLL
399
DELISTED
L3 Technologies, Inc.
LLL
$33.3M 0.05%
218,864
+28,615
+15% +$4.31M
RSG icon
400
Republic Services
RSG
$66.7B
$33.3M 0.05%
583,149
+67,040
+13% +$3.59M
14 15
16
17 18

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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.