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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
IBN icon
976
ICICI Bank
IBN
$106B
$9.23M 0.01%
1,355,807
-1,476,913
-52% -$10.5M
RACE icon
977
Ferrari
RACE
$63.3B
$9.23M 0.01%
158,772
-15,939
-9% -$869K
TTM
978
DELISTED
Tata Motors Limited
TTM
$9.22M 0.01%
268,019
+131,867
+97% +$4.86M
SPXC icon
979
SPX Corp
SPXC
$11B
$9.21M 0.01%
388,359
-84,766
-18% -$1.86M
EPE
980
DELISTED
EP Energy Corporation
EPE
$9.21M 0.01%
1,405,731
-62,141
-4% -$302K
TXRH icon
981
Texas Roadhouse
TXRH
$12.7B
$9.2M 0.01%
190,728
-41,594
-18% -$1.83M
MPWR icon
982
Monolithic Power Systems
MPWR
$65.5B
$9.18M 0.01%
112,093
-31,576
-22% -$2.54M
CHE icon
983
Chemed
CHE
$6.78B
$9.17M 0.01%
57,186
+6,686
+13% +$982K
WOOF
984
DELISTED
VCA Inc.
WOOF
$9.17M 0.01%
133,590
+41,499
+45% +$2.71M
TSS
985
DELISTED
Total System Services, Inc.
TSS
$9.1M 0.01%
185,659
-11,801
-6% -$580K
SAFM
986
DELISTED
Sanderson Farms Inc
SAFM
$9.1M 0.01%
96,537
-1,102
-1% -$97.5K
CNO icon
987
CNO Financial Group
CNO
$4.97B
$9.09M 0.01%
474,850
-37,221
-7% -$640K
CIM
988
Chimera Investment
CIM
$1.05B
$9.08M 0.01%
177,757
+26,177
+17% +$1.28M
ALV icon
989
Autoliv
ALV
$8.6B
$9.07M 0.01%
111,241
+1,529
+1% +$114K
ARCO icon
990
Arcos Dorados Holdings
ARCO
$1.73B
$9.06M 0.01%
1,725,435
+926,670
+116% +$5.28M
CSRA
991
DELISTED
CSRA Inc.
CSRA
$9.06M 0.01%
284,513
-36,767
-11% -$1.07M
WWAV
992
DELISTED
The WhiteWave Foods Company
WWAV
$9.05M 0.01%
162,846
+6,309
+4% +$345K
RL icon
993
Ralph Lauren
RL
$22.2B
$9.04M 0.01%
100,080
+5,578
+6% +$567K
LXP icon
994
LXP Industrial Trust
LXP
$3.53B
$9.04M 0.01%
167,329
-918
-0.5% -$46.8K
WNR
995
DELISTED
Western Refining Inc
WNR
$9.04M 0.01%
238,717
-36,124
-13% -$1.19M
GEF icon
996
Greif
GEF
$4.47B
$9.03M 0.01%
176,017
-5,729
-3% -$291K
NSIT icon
997
Insight Enterprises
NSIT
$3.55B
$9M 0.01%
222,535
-16,329
-7% -$562K
LNG icon
998
Cheniere Energy
LNG
$56.5B
$8.99M 0.01%
217,084
+3,870
+2% +$156K
RITM icon
999
Rithm Capital
RITM
$5.09B
$8.99M 0.01%
571,894
-75,352
-12% -$1.11M
GCI
1000
DELISTED
Gannett Co., Inc
GCI
$8.98M 0.01%
924,951
+307,488
+50% +$3.01M
38 39
40
41 42

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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.