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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
CCMP
1576
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$4.2M 0.01%
66,439
-30,156
-31% -$1.74M
BID
1577
DELISTED
Sotheby's
BID
$4.2M 0.01%
105,232
-20,113
-16% -$763K
IDTI
1578
DELISTED
Integrated Device Technology I
IDTI
$4.19M 0.01%
177,939
+47,505
+36% +$1.1M
SEO
1579
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$4.19M 0.01%
393,179
+82,657
+27% +$880K
ACHC icon
1580
Acadia Healthcare
ACHC
$2.99B
$4.18M 0.01%
126,308
-429
-0.3% -$16.6K
MTUS icon
1581
Metallus
MTUS
$869M
$4.17M 0.01%
269,637
+44,003
+20% +$589K
ALSN icon
1582
Allison Transmission
ALSN
$10.1B
$4.17M 0.01%
123,842
-40,985
-25% -$1.28M
MZTI
1583
The Marzetti Company
MZTI
$2.95B
$4.17M 0.01%
29,508
-14,627
-33% -$1.98M
CNA icon
1584
CNA Financial
CNA
$14.7B
$4.17M 0.01%
100,489
-27,727
-22% -$1.05M
UPBD icon
1585
Upbound Group
UPBD
$1.2B
$4.16M 0.01%
369,936
+40,887
+12% +$455K
EQY
1586
DELISTED
Equity One
EQY
$4.16M 0.01%
135,619
-6,359
-4% -$186K
EGP icon
1587
EastGroup Properties
EGP
$11.3B
$4.16M 0.01%
56,294
+1,019
+2% +$70.6K
TSE
1588
DELISTED
Trinseo
TSE
$4.15M 0.01%
70,026
-258
-0.4% -$14.5K
EPAY
1589
DELISTED
Bottomline Technologies Inc
EPAY
$4.15M 0.01%
165,893
-4,710
-3% -$112K
PSB
1590
DELISTED
PS Business Parks, Inc.
PSB
$4.15M 0.01%
35,594
-12,133
-25% -$1.33M
GRPN icon
1591
Groupon
GRPN
$1.05B
$4.14M 0.01%
62,416
-21,280
-25% -$1.79M
SPLK
1592
DELISTED
Splunk Inc
SPLK
$4.14M 0.01%
80,893
-32,346
-29% -$1.86M
FIVN icon
1593
FIVE9
FIVN
$1.96B
$4.11M 0.01%
289,899
+190,013
+190% +$2.74M
SAVE
1594
DELISTED
Spirit Airlines, Inc.
SAVE
$4.11M 0.01%
71,108
-16,096
-18% -$830K
BOBE
1595
DELISTED
Bob Evans Farms, Inc.
BOBE
$4.11M 0.01%
77,155
-6,932
-8% -$312K
JD icon
1596
JD.com
JD
$41.8B
$4.1M 0.01%
161,226
+74,177
+85% +$1.93M
FSLR icon
1597
First Solar
FSLR
$22.1B
$4.1M 0.01%
127,768
-118,649
-48% -$4.16M
TBBK icon
1598
The Bancorp
TBBK
$2.81B
$4.09M 0.01%
520,526
+100,810
+24% +$720K
MBLY
1599
DELISTED
Mobileye N.V.
MBLY
$4.09M 0.01%
107,207
-390
-0.4% -$14.7K
ESI icon
1600
Element Solutions
ESI
$9.22B
$4.08M 0.01%
415,758
+59,911
+17% +$512K
62 63
64
65 66

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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.