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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
MRK icon
26
Merck
MRK
$322B
$416M 0.58%
7,397,107
+289,993
+4% +$17M
CMCSA icon
27
Comcast
CMCSA
$78.3B
$406M 0.57%
11,759,302
+1,543,122
+15% +$51.5M
C icon
28
Citigroup
C
$221B
$395M 0.55%
6,644,585
+733,927
+12% +$39.6M
CSCO icon
29
Cisco
CSCO
$444B
$393M 0.55%
12,989,740
+784,270
+6% +$23.9M
HD icon
30
Home Depot
HD
$324B
$388M 0.54%
2,897,089
+51,368
+2% +$6.62M
PEP icon
31
PepsiCo
PEP
$184B
$359M 0.5%
3,433,787
+305,621
+10% +$32M
KO icon
32
Coca-Cola
KO
$349B
$351M 0.49%
8,458,682
+715,247
+9% +$29.8M
PM icon
33
Philip Morris
PM
$298B
$332M 0.46%
3,632,341
-246,355
-6% -$22.8M
QCOM icon
34
Qualcomm
QCOM
$180B
$329M 0.46%
5,041,537
-624,015
-11% -$41.9M
MMM icon
35
3M
MMM
$87.5B
$325M 0.45%
2,174,904
+367,292
+20% +$53M
WMT icon
36
Walmart Inc
WMT
$863B
$318M 0.44%
13,805,253
+522,837
+4% +$12.2M
ORCL icon
37
Oracle
ORCL
$346B
$312M 0.43%
8,104,775
+761,484
+10% +$29.8M
SPY icon
38
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$308M 0.43%
1,379,131
+834,257
+153% +$182M
DIS icon
39
Walt Disney
DIS
$161B
$297M 0.41%
2,845,790
+130,062
+5% +$12.7M
UPS icon
40
United Parcel Service
UPS
$97B
$295M 0.41%
2,573,773
+1,403,241
+120% +$158M
MO icon
41
Altria Group
MO
$120B
$287M 0.4%
4,251,105
-68,360
-2% -$4.4M
MA icon
42
Mastercard
MA
$469B
$280M 0.39%
2,707,200
-59,935
-2% -$6.2M
AMGN icon
43
Amgen
AMGN
$201B
$272M 0.38%
1,860,876
-31,177
-2% -$4.69M
CELG
44
DELISTED
Celgene Corp
CELG
$260M 0.36%
2,245,768
-302,420
-12% -$33.7M
MCD icon
45
McDonald's
MCD
$187B
$258M 0.36%
2,121,218
-18,260
-0.9% -$2.14M
TXN icon
46
Texas Instruments
TXN
$259B
$243M 0.34%
3,325,702
+441,955
+15% +$31.5M
CVS icon
47
CVS Health
CVS
$136B
$242M 0.34%
3,063,593
+318,364
+12% +$25.8M
IWM icon
48
iShares Russell 2000 ETF
IWM
$81.2B
$237M 0.33%
1,758,123
+1,462,588
+495% +$187M
GILD icon
49
Gilead Sciences
GILD
$162B
$236M 0.33%
3,299,577
+287,089
+10% +$21.3M
SLB icon
50
SLB Ltd
SLB
$70.6B
$222M 0.31%
2,648,493
+60,159
+2% +$4.93M
1
2
3 4 5

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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.