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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$970B
$2.29B 3.19%
11,146,793
-173,588
-2% -$34.8M
AAPL icon
2
Apple
AAPL
$4.71T
$1.27B 1.77%
43,954,316
+869,884
+2% +$24.7M
MSFT icon
3
Microsoft
MSFT
$2.89T
$1.15B 1.6%
18,440,721
-65,686
-0.4% -$3.95M
XOM icon
4
ExxonMobil
XOM
$650B
$853M 1.19%
9,448,321
+477,436
+5% +$41.7M
JNJ icon
5
Johnson & Johnson
JNJ
$615B
$820M 1.14%
7,115,838
+701,196
+11% +$81M
JPM icon
6
JPMorgan Chase
JPM
$921B
$811M 1.13%
9,399,240
-45,372
-0.5% -$3.46M
IVV icon
7
iShares Core S&P 500 ETF
IVV
$877B
$703M 0.98%
3,122,932
+991,407
+47% +$218M
META icon
8
Meta Platforms (Facebook)
META
$1.55T
$673M 0.94%
5,845,405
+817,922
+16% +$100M
T icon
9
AT&T
T
$159B
$663M 0.92%
20,630,629
+337,745
+2% +$9.97M
AMZN icon
10
Amazon
AMZN
$2.54T
$620M 0.86%
16,532,480
-221,860
-1% -$8.69M
GOOGL icon
11
Alphabet (Google) Class A
GOOGL
$3.93T
$609M 0.85%
15,379,220
-255,820
-2% -$10.2M
CVX icon
12
Chevron
CVX
$391B
$606M 0.84%
5,149,026
+133,449
+3% +$14.5M
GE icon
13
GE Aerospace
GE
$361B
$568M 0.79%
3,750,991
+174,923
+5% +$25.4M
PFE icon
14
Pfizer
PFE
$142B
$548M 0.76%
17,796,597
+988,154
+6% +$30.2M
VZ icon
15
Verizon
VZ
$185B
$511M 0.71%
9,577,235
-28,350
-0.3% -$1.42M
PG icon
16
Procter & Gamble
PG
$341B
$497M 0.69%
5,908,538
+370,024
+7% +$31.5M
UNH icon
17
UnitedHealth
UNH
$387B
$495M 0.69%
3,095,084
+290,215
+10% +$43.4M
IWD icon
18
iShares Russell 1000 Value ETF
IWD
$81.4B
$491M 0.68%
4,382,342
+1,669,274
+62% +$180M
WFC icon
19
Wells Fargo
WFC
$259B
$490M 0.68%
8,882,852
+518,767
+6% +$26.1M
BAC icon
20
Bank of America
BAC
$428B
$487M 0.68%
22,047,667
-1,677,852
-7% -$32.3M
INTC icon
21
Intel
INTC
$515B
$475M 0.66%
13,105,294
+415,880
+3% +$14.9M
BRK.B icon
22
Berkshire Hathaway Class B
BRK.B
$1.05T
$475M 0.66%
2,911,720
-87,107
-3% -$13.4M
GOOG icon
23
Alphabet (Google) Class C
GOOG
$3.91T
$465M 0.65%
12,043,060
-820,480
-6% -$32M
IBM icon
24
IBM
IBM
$190B
$431M 0.6%
2,717,338
+46,508
+2% +$7.08M
V icon
25
Visa
V
$664B
$428M 0.6%
5,480,924
-670,539
-11% -$53.9M
1
2 3 4 5

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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.