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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
LGF.B
1801
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$3.01M ﹤0.01%
+122,511
New +$3.13M
HAE icon
1802
Haemonetics
HAE
$3.63B
$3M ﹤0.01%
74,585
-215,384
-74% -$8.12M
CLNY
1803
DELISTED
Colony Capital, Inc.
CLNY
$3M ﹤0.01%
148,037
+18,518
+14% +$363K
FMSA
1804
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$3M ﹤0.01%
254,298
-102,661
-29% -$950K
ARRS
1805
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.99M ﹤0.01%
99,337
+15,716
+19% +$456K
LULU icon
1806
lululemon athletica
LULU
$13.4B
$2.99M ﹤0.01%
46,043
-28,828
-39% -$1.72M
CHSP
1807
DELISTED
Chesapeake Lodging Trust
CHSP
$2.99M ﹤0.01%
115,502
+16,136
+16% +$382K
FFG
1808
DELISTED
FBL Financial Group
FFG
$2.98M ﹤0.01%
38,139
-8,094
-18% -$582K
MDXG icon
1809
MiMedx Group
MDXG
$635M
$2.97M ﹤0.01%
334,943
+208,719
+165% +$1.88M
LTC
1810
LTC Properties
LTC
$2.15B
$2.97M ﹤0.01%
63,160
-5,003
-7% -$237K
VTLE
1811
DELISTED
Vital Energy
VTLE
$2.96M ﹤0.01%
10,472
-4,031
-28% -$1.11M
ATNI icon
1812
ATN International
ATNI
$364M
$2.96M ﹤0.01%
36,928
+10,331
+39% +$737K
CNMD icon
1813
CONMED
CNMD
$1.31B
$2.96M ﹤0.01%
66,977
-17,216
-20% -$731K
MTDR icon
1814
Matador Resources
MTDR
$5.86B
$2.95M ﹤0.01%
114,449
-19,978
-15% -$484K
GRUB
1815
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$2.94M ﹤0.01%
39,100
+18,704
+92% +$1.44M
ASIX icon
1816
AdvanSix
ASIX
$546M
$2.94M ﹤0.01%
+132,576
New +$2.38M
STNG icon
1817
Scorpio Tankers
STNG
$3.9B
$2.94M ﹤0.01%
64,800
-1,487
-2% -$64.1K
IGIB icon
1818
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.91M ﹤0.01%
53,862
-86
-0.2% -$4.7K
MGRC icon
1819
McGrath RentCorp
MGRC
$2.95B
$2.91M ﹤0.01%
74,357
-4,490
-6% -$157K
PNFP icon
1820
Pinnacle Financial Partners Inc
PNFP
$15.6B
$2.91M ﹤0.01%
42,004
-6,633
-14% -$401K
USFD icon
1821
US Foods
USFD
$21.9B
$2.91M ﹤0.01%
105,875
+25,337
+31% +$608K
CHCO icon
1822
City Holding Co
CHCO
$2.03B
$2.91M ﹤0.01%
43,021
-12,791
-23% -$744K
BKE icon
1823
Buckle
BKE
$2.25B
$2.91M ﹤0.01%
127,459
-37,653
-23% -$866K
FDC
1824
DELISTED
First Data Corporation
FDC
$2.9M ﹤0.01%
204,109
-50,411
-20% -$716K
SNP
1825
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$2.89M ﹤0.01%
40,751
+9,899
+32% +$718K
71 72
73
74 75

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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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ACI
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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.