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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
BIIB icon
51
Biogen
BIIB
$29.8B
$219M 0.3%
771,167
-97,703
-11% -$29M
NKE icon
52
Nike
NKE
$62.1B
$200M 0.28%
3,927,579
+328,308
+9% +$16.8M
GS icon
53
Goldman Sachs
GS
$315B
$197M 0.27%
822,227
+45,803
+6% +$9.3M
ABBV icon
54
AbbVie
ABBV
$456B
$197M 0.27%
3,140,221
-133,091
-4% -$8.12M
HPE icon
55
Hewlett Packard
HPE
$63.5B
$194M 0.27%
14,395,178
+538,865
+4% +$7.2M
COST icon
56
Costco
COST
$413B
$193M 0.27%
1,205,905
-64,990
-5% -$9.92M
RTX icon
57
RTX Corp
RTX
$287B
$193M 0.27%
2,794,419
+164,483
+6% +$10.9M
UNP icon
58
Union Pacific
UNP
$183B
$192M 0.27%
1,854,215
+99,560
+6% +$9.79M
BMY icon
59
Bristol-Myers Squibb
BMY
$127B
$187M 0.26%
3,205,899
+249,541
+8% +$13.6M
HON icon
60
Honeywell
HON
$76.5B
$187M 0.26%
1,786,977
+31,156
+2% +$3.17M
TRV icon
61
Travelers Companies
TRV
$80.6B
$182M 0.25%
1,484,945
-40,853
-3% -$4.66M
LOW icon
62
Lowe's Companies
LOW
$116B
$182M 0.25%
2,555,973
+400,618
+19% +$28.3M
IEMG icon
63
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$176M 0.24%
4,142,597
+1,214,562
+41% +$53.3M
BKNG icon
64
Booking.com
BKNG
$138B
$175M 0.24%
2,984,400
+266,875
+10% +$15.9M
BA icon
65
Boeing
BA
$167B
$173M 0.24%
1,112,879
+5,475
+0.5% +$800K
MET icon
66
MetLife
MET
$60.3B
$173M 0.24%
3,595,356
-302,218
-8% -$13.9M
TWX
67
DELISTED
Time Warner Inc
TWX
$172M 0.24%
1,782,724
+25,417
+1% +$2.26M
WBA
68
DELISTED
Walgreens Boots Alliance
WBA
$172M 0.24%
2,076,543
-129,735
-6% -$10.7M
AIG icon
69
American International
AIG
$41.7B
$170M 0.24%
2,602,921
+5,601
+0.2% +$352K
ELV icon
70
Elevance Health
ELV
$81.9B
$164M 0.23%
1,141,057
+64,275
+6% +$8.61M
CAT icon
71
Caterpillar
CAT
$410B
$164M 0.23%
1,764,515
+270,057
+18% +$24.5M
MS icon
72
Morgan Stanley
MS
$338B
$163M 0.23%
3,868,011
+1,209,592
+46% +$45.7M
SBUX icon
73
Starbucks
SBUX
$118B
$163M 0.23%
2,928,925
+27,022
+0.9% +$1.5M
COP icon
74
ConocoPhillips
COP
$146B
$157M 0.22%
3,137,261
+218,942
+8% +$10.1M
ACN icon
75
Accenture
ACN
$89.3B
$157M 0.22%
1,342,963
+29,946
+2% +$3.55M
1 2
3
4 5

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MCM
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PSUF
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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.