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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
CPB icon
451
Campbell Soup
CPB
$6.51B
$27.8M 0.04%
459,659
+36,901
+9% +$2.07M
JNPR
452
DELISTED
Juniper Networks
JNPR
$27.7M 0.04%
978,939
-203,893
-17% -$5.31M
LVS icon
453
Las Vegas Sands
LVS
$30.5B
$27.6M 0.04%
517,600
+31,793
+7% +$1.85M
WP
454
DELISTED
Worldpay, Inc.
WP
$27.5M 0.04%
460,888
+227,322
+97% +$13.1M
DVA icon
455
DaVita
DVA
$15.1B
$27.3M 0.04%
425,801
+6,879
+2% +$428K
SIG icon
456
Signet Jewelers
SIG
$3.55B
$27.2M 0.04%
288,437
+89,093
+45% +$7.82M
ETP
457
DELISTED
Energy Transfer Partners L.p.
ETP
$27.1M 0.04%
757,228
+31,881
+4% +$1.14M
NTT
458
DELISTED
Nippon Telegraph & Telephone
NTT
$27.1M 0.04%
644,428
+184,873
+40% +$7.84M
XEC
459
DELISTED
CIMAREX ENERGY CO
XEC
$27.1M 0.04%
199,056
-406
-0.2% -$54.4K
DPZ icon
460
Domino's
DPZ
$11B
$26.9M 0.04%
169,190
-2,348
-1% -$382K
MAN icon
461
ManpowerGroup
MAN
$2.39B
$26.9M 0.04%
303,041
+80,744
+36% +$6.66M
MSCI icon
462
MSCI
MSCI
$40B
$26.8M 0.04%
340,717
+267,941
+368% +$21.6M
CBRE icon
463
CBRE Group
CBRE
$40.8B
$26.8M 0.04%
851,861
+160,223
+23% +$4.64M
DHI icon
464
D.R. Horton
DHI
$41B
$26.7M 0.04%
977,786
+307,793
+46% +$8.79M
CFR icon
465
Cullen/Frost Bankers
CFR
$10.3B
$26.5M 0.04%
300,693
+30,415
+11% +$2.44M
EXPE icon
466
Expedia Group
EXPE
$31.2B
$26.4M 0.04%
232,747
+4,965
+2% +$606K
ESS icon
467
Essex Property Trust
ESS
$18.9B
$26.4M 0.04%
113,349
+32,072
+39% +$6.93M
HIT
468
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$26.3M 0.04%
487,091
+28,109
+6% +$1.52M
CNQ icon
469
Canadian Natural Resources
CNQ
$96.9B
$26.3M 0.04%
1,681,475
+86,426
+5% +$1.37M
BCS icon
470
Barclays
BCS
$94.1B
$26.2M 0.04%
2,529,788
+48,591
+2% +$458K
DELL icon
471
Dell
DELL
$283B
$26.2M 0.04%
1,698,221
-34,453
-2% -$494K
BPL
472
DELISTED
Buckeye Partners, L.P.
BPL
$26.2M 0.04%
395,592
+11,428
+3% +$754K
MAT icon
473
Mattel
MAT
$4.17B
$26.1M 0.04%
948,987
-119,842
-11% -$3.64M
GAP
474
The Gap Inc
GAP
$6.84B
$26.1M 0.04%
1,164,537
-18,508
-2% -$476K
SPTI icon
475
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$26.1M 0.04%
875,916
+3,960
+0.5% +$119K
17 18
19
20 21

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MCM
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PSUF
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IA
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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.