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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
BNY
176
Bank of New York Mellon
BNY
$108B
$82.9M 0.12%
1,748,760
-156,195
-8% -$7.04M
ETN icon
177
Eaton
ETN
$157B
$82.3M 0.11%
1,225,968
-13,100
-1% -$859K
BLK icon
178
Blackrock
BLK
$164B
$82.1M 0.11%
215,651
+7,960
+4% +$2.92M
FITB
179
Fifth Third Bancorp
FITB
$52B
$81.6M 0.11%
3,026,273
-4,489
-0.1% -$108K
UAL icon
180
United Airlines
UAL
$38.4B
$81.5M 0.11%
1,117,864
+120,134
+12% +$7.65M
CI icon
181
Cigna
CI
$76.6B
$81.5M 0.11%
610,729
-8,749
-1% -$1.14M
CTSH icon
182
Cognizant
CTSH
$21.5B
$81.2M 0.11%
1,448,566
-69,248
-5% -$3.71M
WM icon
183
Waste Management
WM
$95.9B
$80.3M 0.11%
1,132,873
+14,454
+1% +$967K
MU icon
184
Micron Technology
MU
$1.04T
$79.6M 0.11%
3,631,478
-1,446,885
-28% -$27.2M
CRM icon
185
Salesforce
CRM
$134B
$79.3M 0.11%
1,158,203
-128,428
-10% -$9.32M
AZO icon
186
AutoZone
AZO
$48.3B
$79.1M 0.11%
100,141
+31,594
+46% +$24.3M
CSX icon
187
CSX Corp
CSX
$98.6B
$78.5M 0.11%
6,557,679
+285,480
+5% +$3.2M
FCX icon
188
Freeport-McMoran
FCX
$90B
$78M 0.11%
5,912,920
+1,442,190
+32% +$18.5M
D icon
189
Dominion Energy
D
$62.5B
$77.2M 0.11%
1,007,474
+24,064
+2% +$1.77M
IQV icon
190
IQVIA
IQV
$34.7B
$77.1M 0.11%
1,013,756
+284,934
+39% +$21.8M
ED icon
191
Consolidated Edison
ED
$41.6B
$76.7M 0.11%
1,040,493
+40,414
+4% +$2.92M
SYK icon
192
Stryker
SYK
$127B
$76.5M 0.11%
638,600
+25,457
+4% +$2.93M
PX
193
DELISTED
Praxair Inc
PX
$76.2M 0.11%
650,273
+48,595
+8% +$5.78M
HUM icon
194
Humana
HUM
$46.7B
$76M 0.11%
372,398
+30,930
+9% +$5.9M
PXD
195
DELISTED
Pioneer Natural Resource Co.
PXD
$75.8M 0.11%
420,921
+60,211
+17% +$11M
PBR icon
196
Petrobras
PBR
$121B
$73.7M 0.1%
+7,290,542
New +$77.9M
PARA
197
DELISTED
Paramount Global Class B
PARA
$73.7M 0.1%
1,158,467
+77,406
+7% +$4.59M
APA icon
198
APA Corp
APA
$12.8B
$73.7M 0.1%
1,160,398
+7,515
+0.7% +$473K
SYF icon
199
Synchrony
SYF
$23.7B
$73.2M 0.1%
2,017,042
+380,900
+23% +$12.2M
SJM icon
200
J.M. Smucker
SJM
$12.6B
$72.9M 0.1%
569,272
+147,716
+35% +$19.1M
6 7
8
9 10

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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.