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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
CBOE icon
501
Cboe Global Markets
CBOE
$29.8B
$24.4M 0.03%
330,830
-55,451
-14% -$3.82M
MAS icon
502
Masco
MAS
$16B
$24.4M 0.03%
771,743
-98,474
-11% -$3.16M
ADSK icon
503
Autodesk
ADSK
$44.3B
$24.4M 0.03%
329,527
+30,500
+10% +$2.25M
CBT icon
504
Cabot Corp
CBT
$4.65B
$24.3M 0.03%
481,291
+11,741
+3% +$605K
XLNX
505
DELISTED
Xilinx Inc
XLNX
$24.3M 0.03%
401,734
+11,182
+3% +$601K
LLTC
506
DELISTED
Linear Technology Corp
LLTC
$24.2M 0.03%
388,325
+23,371
+6% +$1.42M
MIDD icon
507
Middleby
MIDD
$6.05B
$24.2M 0.03%
187,671
+96,141
+105% +$12.1M
SLM icon
508
SLM Corp
SLM
$4.57B
$24.2M 0.03%
2,193,214
+189,204
+9% +$1.7M
DDS icon
509
Dillards
DDS
$8.87B
$24.1M 0.03%
384,323
+28,933
+8% +$1.9M
TPR icon
510
Tapestry
TPR
$28.8B
$24M 0.03%
686,545
-85,560
-11% -$3.12M
TXT icon
511
Textron
TXT
$16.6B
$24M 0.03%
494,685
+65,550
+15% +$2.86M
TIF
512
DELISTED
Tiffany & Co.
TIF
$23.9M 0.03%
308,909
+114,431
+59% +$8.81M
BT
513
DELISTED
BT Group plc (ADR)
BT
$23.9M 0.03%
1,037,389
+285,855
+38% +$6.6M
AXS icon
514
AXIS Capital
AXS
$8.59B
$23.9M 0.03%
365,529
-36,129
-9% -$2.17M
FAST icon
515
Fastenal
FAST
$54B
$23.6M 0.03%
2,006,352
+171,768
+9% +$1.88M
KSU
516
DELISTED
Kansas City Southern
KSU
$23.6M 0.03%
277,621
-23,957
-8% -$2.11M
OSK icon
517
Oshkosh
OSK
$9.67B
$23.4M 0.03%
362,246
-21,658
-6% -$1.34M
KMX icon
518
CarMax
KMX
$8.27B
$23.4M 0.03%
363,206
+13,476
+4% +$756K
ETFC
519
DELISTED
E*Trade Financial Corporation
ETFC
$23.4M 0.03%
674,758
+130,692
+24% +$4.17M
JBLU icon
520
JetBlue
JBLU
$1.96B
$23.3M 0.03%
1,041,289
+564,369
+118% +$11.1M
INFY icon
521
Infosys
INFY
$45B
$23.3M 0.03%
3,139,540
+1,693,022
+117% +$12.7M
BMO icon
522
Bank of Montreal
BMO
$125B
$23.3M 0.03%
323,274
+211,965
+190% +$14.1M
FMX icon
523
Fomento Económico Mexicano
FMX
$43.3B
$23.2M 0.03%
304,932
+237,396
+352% +$20.3M
PACW
524
DELISTED
PacWest Bancorp
PACW
$23.2M 0.03%
426,324
+19,495
+5% +$942K
ASHR icon
525
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.35B
$23.2M 0.03%
+988,500
New +$24.5M
19 20
21
22 23

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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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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.