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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
APD icon
226
Air Products & Chemicals
APD
$66.3B
$64M 0.09%
444,784
-61,527
-12% -$8.61M
ZBH icon
227
Zimmer Biomet
ZBH
$17.7B
$63.8M 0.09%
636,677
+102,117
+19% +$10.9M
TFCFA
228
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$63.7M 0.09%
2,272,988
+286,346
+14% +$7.7M
TTE icon
229
TotalEnergies
TTE
$193B
$63.6M 0.09%
1,247,320
+59,382
+5% +$2.86M
MCHP icon
230
Microchip Technology
MCHP
$42.8B
$63.4M 0.09%
1,975,786
+427,848
+28% +$13.5M
XRAY icon
231
Dentsply Sirona
XRAY
$2.59B
$63.2M 0.09%
1,094,728
-16,339
-1% -$965K
SE
232
DELISTED
Spectra Energy Corp Wi
SE
$62.4M 0.09%
1,517,828
+90,501
+6% +$3.75M
TM icon
233
Toyota
TM
$210B
$62.3M 0.09%
531,839
-42,939
-7% -$5M
HSBC icon
234
HSBC
HSBC
$355B
$60.9M 0.08%
1,677,825
+324,729
+24% +$11.5M
MAR icon
235
Marriott International
MAR
$98.7B
$60.6M 0.08%
732,993
-18,853
-3% -$1.42M
MCK icon
236
McKesson
MCK
$98.5B
$59.9M 0.08%
426,710
-98,212
-19% -$14.4M
MCO icon
237
Moody's
MCO
$81.7B
$59M 0.08%
626,023
+307,392
+96% +$31M
APH icon
238
Amphenol
APH
$188B
$58.8M 0.08%
3,502,660
-40,188
-1% -$669K
GWW icon
239
W.W. Grainger
GWW
$65.3B
$58.4M 0.08%
251,641
+45,925
+22% +$10.2M
ISRG icon
240
Intuitive Surgical
ISRG
$121B
$58.4M 0.08%
829,188
-77,004
-8% -$5.66M
MRO
241
DELISTED
Marathon Oil Corporation
MRO
$58.2M 0.08%
3,360,482
+288,591
+9% +$4.64M
PLD icon
242
Prologis
PLD
$138B
$57.1M 0.08%
1,081,780
+43,303
+4% +$2.2M
FIS icon
243
Fidelity National Information Services
FIS
$21.5B
$56.9M 0.08%
752,492
+7,348
+1% +$560K
CLX icon
244
Clorox
CLX
$11.6B
$56.9M 0.08%
473,919
-164,713
-26% -$19.4M
PPL
245
PPL Corp
PPL
$27.3B
$56.8M 0.08%
1,668,099
+67,744
+4% +$2.27M
PPG icon
246
PPG Industries
PPG
$25.9B
$56.6M 0.08%
597,309
+21,548
+4% +$2.06M
YUM icon
247
Yum! Brands
YUM
$41B
$56.3M 0.08%
888,347
-405,536
-31% -$25.5M
BBY icon
248
Best Buy
BBY
$18B
$56M 0.08%
1,313,011
+88,223
+7% +$3.75M
MSI icon
249
Motorola Solutions
MSI
$69.4B
$55.9M 0.08%
674,294
+28,084
+4% +$2.2M
WEC icon
250
WEC Energy
WEC
$37.7B
$54.5M 0.08%
928,770
+48,734
+6% +$2.8M
8 9
10
11 12

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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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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.