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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
SPGI icon
276
S&P Global
SPGI
$126B
$50.5M 0.07%
469,337
-45,618
-9% -$5.45M
EFA icon
277
iShares MSCI EAFE ETF
EFA
$76.4B
$50.4M 0.07%
872,294
+165,773
+23% +$9.56M
TT icon
278
Trane Technologies
TT
$106B
$50.3M 0.07%
669,864
+146,483
+28% +$10.6M
BSX icon
279
Boston Scientific
BSX
$65.8B
$50.1M 0.07%
2,317,334
-348,297
-13% -$7.6M
ES icon
280
Eversource Energy
ES
$28.2B
$49.9M 0.07%
904,363
+93,799
+12% +$5.01M
LBTYK icon
281
Liberty Global Class C
LBTYK
$3.27B
$49.9M 0.07%
1,679,166
-5,612
-0.3% -$172K
REGN icon
282
Regeneron Pharmaceuticals
REGN
$68.8B
$49.8M 0.07%
135,642
-61,126
-31% -$23.2M
WDC icon
283
Western Digital
WDC
$179B
$49.7M 0.07%
967,954
-160,228
-14% -$7.39M
AON icon
284
Aon
AON
$77.3B
$49.3M 0.07%
442,436
-66,287
-13% -$7.39M
SWKS icon
285
Skyworks Solutions
SWKS
$9.06B
$49.3M 0.07%
660,582
+52,385
+9% +$4.03M
EL icon
286
Estee Lauder
EL
$29B
$49.1M 0.07%
641,318
-48,030
-7% -$3.9M
SWK icon
287
Stanley Black & Decker
SWK
$14.2B
$49M 0.07%
427,363
+9,365
+2% +$1.12M
LDOS icon
288
Leidos
LDOS
$14.1B
$48.7M 0.07%
953,233
-336,271
-26% -$15.7M
ORLY icon
289
O'Reilly Automotive
ORLY
$72.4B
$48.6M 0.07%
2,617,605
-210
-0% -$3.84K
AAL icon
290
American Airlines Group
AAL
$9.58B
$47.8M 0.07%
1,023,425
-221,198
-18% -$9.63M
PCAR icon
291
PACCAR
PCAR
$69.6B
$47.7M 0.07%
1,120,475
+71,204
+7% +$2.87M
IVZ icon
292
Invesco
IVZ
$13.3B
$47.7M 0.07%
1,571,922
+603,993
+62% +$18.6M
SNY icon
293
Sanofi
SNY
$104B
$47.1M 0.07%
1,165,038
+123,276
+12% +$4.86M
MTD icon
294
Mettler-Toledo International
MTD
$26.8B
$47.1M 0.07%
112,440
+39,082
+53% +$16.3M
LUMN icon
295
Lumen
LUMN
$6.53B
$47M 0.07%
1,974,947
-77,333
-4% -$1.96M
GPC icon
296
Genuine Parts
GPC
$17.1B
$46.6M 0.06%
487,298
-5,062
-1% -$483K
DTE icon
297
DTE Energy
DTE
$31.1B
$46.5M 0.06%
554,427
+25,554
+5% +$2.05M
DGX icon
298
Quest Diagnostics
DGX
$25.1B
$46.2M 0.06%
502,258
+6,146
+1% +$530K
NEM icon
299
Newmont
NEM
$98.2B
$45.7M 0.06%
1,341,733
-35,467
-3% -$1.21M
FTV icon
300
Fortive
FTV
$19B
$45.6M 0.06%
1,347,304
+38,404
+3% +$1.27M
10 11
12
13 14

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MCM
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PSUF
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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.