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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
HZNP
1901
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.59M ﹤0.01%
160,193
-487,590
-75% -$8.84M
CNCO
1902
DELISTED
Cencosud S.A.
CNCO
$2.58M ﹤0.01%
307,612
-8,620
-3% -$77.5K
FRED
1903
DELISTED
Fred's Inc
FRED
$2.58M ﹤0.01%
139,001
+3,929
+3% +$42.5K
VALE.P
1904
DELISTED
Vale S A
VALE.P
$2.58M ﹤0.01%
373,910
+323,446
+641% +$2.14M
NTCT icon
1905
NETSCOUT
NTCT
$2.91B
$2.57M ﹤0.01%
81,705
+28,162
+53% +$864K
CHDN icon
1906
Churchill Downs
CHDN
$6.15B
$2.57M ﹤0.01%
102,324
-9,882
-9% -$241K
CCS icon
1907
Century Communities
CCS
$2.03B
$2.56M ﹤0.01%
121,851
+67,570
+124% +$1.4M
SNBR
1908
DELISTED
Sleep Number
SNBR
$2.56M ﹤0.01%
113,124
-94,178
-45% -$2.04M
VET icon
1909
Vermilion Energy
VET
$1.62B
$2.56M ﹤0.01%
60,606
+18,963
+46% +$774K
AMC icon
1910
AMC Entertainment Holdings
AMC
$2.24B
$2.55M ﹤0.01%
7,590
-2,578
-25% -$848K
DCOM
1911
DELISTED
Dime Community Bancshares
DCOM
$2.55M ﹤0.01%
127,017
-35,727
-22% -$647K
TTSH
1912
DELISTED
Tile Shop Holdings
TTSH
$2.55M ﹤0.01%
130,477
-45,136
-26% -$842K
XYZ
1913
Block Inc
XYZ
$48.4B
$2.55M ﹤0.01%
187,108
+45,263
+32% +$563K
ABCO
1914
DELISTED
Advisory Board Co
ABCO
$2.55M ﹤0.01%
76,615
+5,006
+7% +$185K
WNS
1915
DELISTED
WNS Holdings
WNS
$2.54M ﹤0.01%
92,391
+42,056
+84% +$1.13M
TRTN
1916
DELISTED
Triton International Limited
TRTN
$2.53M ﹤0.01%
160,166
-120,486
-43% -$1.93M
HR
1917
DELISTED
Healthcare Realty Trust Incorporated
HR
$2.52M ﹤0.01%
83,253
+3,430
+4% +$105K
NSP icon
1918
Insperity
NSP
$1.92B
$2.52M ﹤0.01%
71,008
-8,334
-11% -$301K
CROX icon
1919
Crocs
CROX
$6.69B
$2.52M ﹤0.01%
366,940
-130,527
-26% -$1.01M
JAZZ icon
1920
Jazz Pharmaceuticals
JAZZ
$16B
$2.51M ﹤0.01%
23,039
-37,228
-62% -$4.15M
BND icon
1921
Vanguard Total Bond Market
BND
$158B
$2.51M ﹤0.01%
31,055
-12,223
-28% -$1M
CCJ icon
1922
Cameco
CCJ
$38.9B
$2.51M ﹤0.01%
239,646
+139,737
+140% +$1.26M
PSA.PRS.CL
1923
DELISTED
Public Storage
PSA.PRS.CL
$2.5M ﹤0.01%
101,473
-8,340
-8% -$209K
NPK icon
1924
National Presto Industries
NPK
$896M
$2.5M ﹤0.01%
23,448
-426
-2% -$39.6K
UHAL icon
1925
U-Haul Holding Co
UHAL
$14.3B
$2.49M ﹤0.01%
67,380
-270
-0.4% -$9.26K
75 76
77
78 79

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MCM
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PSUF
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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.