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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
LLY icon
101
Eli Lilly
LLY
$1.07T
$128M 0.18%
1,744,046
+141,982
+9% +$10.6M
PNC icon
102
PNC Financial Services
PNC
$100B
$128M 0.18%
1,096,265
-177,127
-14% -$18.4M
TGT icon
103
Target
TGT
$62.1B
$127M 0.18%
1,763,243
+50,956
+3% +$3.69M
DD
104
DELISTED
Du Pont De Nemours E I
DD
$127M 0.18%
1,729,073
+77,761
+5% +$5.52M
RAI
105
DELISTED
Reynolds American Inc
RAI
$126M 0.18%
2,255,470
-254,535
-10% -$13.5M
EOG icon
106
EOG Resources
EOG
$78B
$126M 0.18%
1,246,123
-61,080
-5% -$5.95M
INTU icon
107
Intuit
INTU
$81.1B
$124M 0.17%
1,081,677
+14,519
+1% +$1.63M
AGN
108
DELISTED
Allergan plc
AGN
$124M 0.17%
589,062
-315,822
-35% -$65.4M
AET
109
DELISTED
Aetna Inc
AET
$123M 0.17%
992,262
+27,390
+3% +$3.28M
ABT icon
110
Abbott
ABT
$180B
$122M 0.17%
3,185,894
+12,135
+0.4% +$481K
KHC icon
111
Kraft Heinz
KHC
$30.4B
$121M 0.17%
1,380,067
+2,048
+0.1% +$175K
AMAT icon
112
Applied Materials
AMAT
$426B
$120M 0.17%
3,724,772
+57,051
+2% +$1.74M
COF icon
113
Capital One
COF
$124B
$120M 0.17%
1,377,181
+45,247
+3% +$3.65M
ADBE icon
114
Adobe
ADBE
$89.5B
$120M 0.17%
1,166,361
-2,437
-0.2% -$258K
CCI icon
115
Crown Castle
CCI
$32.7B
$120M 0.17%
1,379,268
-379,779
-22% -$33.3M
IP icon
116
International Paper
IP
$22.3B
$119M 0.17%
2,365,170
+398,062
+20% +$18.4M
CB icon
117
Chubb
CB
$140B
$119M 0.17%
898,511
+47,251
+6% +$6.02M
TMO icon
118
Thermo Fisher Scientific
TMO
$211B
$118M 0.16%
838,318
-6,898
-0.8% -$1.02M
KMB icon
119
Kimberly-Clark
KMB
$36.4B
$118M 0.16%
1,034,607
+63,160
+7% +$7.33M
AGG icon
120
iShares Core US Aggregate Bond ETF
AGG
$138B
$118M 0.16%
1,092,183
+531,580
+95% +$58.2M
EBAY icon
121
eBay
EBAY
$48.6B
$117M 0.16%
3,948,788
-1,247,707
-24% -$36.8M
HPQ icon
122
HP
HPQ
$23.5B
$114M 0.16%
7,698,007
+379,861
+5% +$5.75M
MPC icon
123
Marathon Petroleum
MPC
$90.3B
$112M 0.16%
2,222,191
-67,158
-3% -$3.05M
HAL icon
124
Halliburton
HAL
$27.9B
$112M 0.16%
2,064,827
+115,691
+6% +$5.77M
AFL icon
125
Aflac
AFL
$63.9B
$111M 0.16%
3,202,730
-259,064
-7% -$9.12M
3 4
5
6 7

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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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.