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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
USB icon
76
US Bancorp
USB
$99.4B
$156M 0.22%
3,040,203
+345,499
+13% +$16.4M
DD icon
77
DuPont de Nemours
DD
$18.7B
$153M 0.21%
1,056,843
+1,894
+0.2% +$264K
DAL icon
78
Delta Air Lines
DAL
$56.1B
$150M 0.21%
3,056,345
+475,479
+18% +$21.7M
KR icon
79
Kroger
KR
$34.6B
$147M 0.2%
4,254,446
+405,420
+11% +$13.2M
BDX icon
80
Becton Dickinson
BDX
$43B
$146M 0.2%
905,683
+199,093
+28% +$33M
CL icon
81
Colgate-Palmolive
CL
$72.3B
$146M 0.2%
2,229,466
+300,584
+16% +$20.6M
TJX icon
82
TJX Companies
TJX
$171B
$146M 0.2%
3,883,674
+858,468
+28% +$32.4M
MDLZ icon
83
Mondelez International
MDLZ
$77.3B
$146M 0.2%
3,286,212
-345,494
-10% -$14.9M
NOC icon
84
Northrop Grumman
NOC
$76.8B
$144M 0.2%
617,283
-70,599
-10% -$16.4M
GM icon
85
General Motors
GM
$74.9B
$143M 0.2%
4,108,647
-602,546
-13% -$20.3M
ADP icon
86
Automatic Data Processing
ADP
$99.1B
$141M 0.2%
1,368,896
+38,209
+3% +$3.56M
EXC icon
87
Exelon
EXC
$48.4B
$138M 0.19%
5,470,667
+347,966
+7% +$8.25M
LMT icon
88
Lockheed Martin
LMT
$134B
$137M 0.19%
549,702
+88,504
+19% +$22.1M
PYPL icon
89
PayPal
PYPL
$49.6B
$137M 0.19%
3,478,870
-871,157
-20% -$35M
OXY icon
90
Occidental Petroleum
OXY
$56.8B
$137M 0.19%
1,919,094
-42,707
-2% -$3.03M
PSX icon
91
Phillips 66
PSX
$83.1B
$133M 0.19%
1,541,631
-39,978
-3% -$3.32M
AXP icon
92
American Express
AXP
$220B
$133M 0.19%
1,797,458
+109,869
+7% +$7.61M
VLO icon
93
Valero Energy
VLO
$90B
$133M 0.18%
1,940,755
+17,153
+0.9% +$1.06M
AVGO icon
94
Broadcom
AVGO
$1.83T
$131M 0.18%
7,423,070
+617,200
+9% +$10.7M
DFS
95
DELISTED
Discover Financial Services
DFS
$131M 0.18%
1,811,775
+194,212
+12% +$12.3M
ITW icon
96
Illinois Tool Works
ITW
$81.1B
$131M 0.18%
1,066,259
+16,786
+2% +$2.03M
RTN
97
DELISTED
Raytheon Company
RTN
$130M 0.18%
918,029
+93,806
+11% +$13.3M
NFLX icon
98
Netflix
NFLX
$292B
$130M 0.18%
10,480,050
+1,229,350
+13% +$14.6M
MDT icon
99
Medtronic
MDT
$106B
$130M 0.18%
1,819,461
-151,738
-8% -$11.9M
DUK icon
100
Duke Energy
DUK
$101B
$129M 0.18%
1,656,236
+129,774
+9% +$9.94M
2 3
4
5 6

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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.