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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
LYV icon
1976
Live Nation Entertainment
LYV
$41.7B
$2.29M ﹤0.01%
86,062
+15,374
+22% +$423K
CTT
1977
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$2.29M ﹤0.01%
203,166
-71,008
-26% -$777K
EPM icon
1978
Evolution Petroleum
EPM
$129M
$2.28M ﹤0.01%
228,272
-3,952
-2% -$33.1K
EMB icon
1979
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$2.28M ﹤0.01%
20,689
+5,189
+33% +$582K
CHUBK
1980
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$2.27M ﹤0.01%
151,211
-7,814
-5% -$117K
TRU icon
1981
TransUnion
TRU
$14.9B
$2.27M ﹤0.01%
73,299
-13,714
-16% -$431K
BPFH
1982
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.27M ﹤0.01%
136,999
-214
-0.2% -$3.1K
UEIC icon
1983
Universal Electronics
UEIC
$57.6M
$2.27M ﹤0.01%
35,101
-5,168
-13% -$351K
GIL icon
1984
Gildan
GIL
$9.38B
$2.27M ﹤0.01%
89,288
+8,822
+11% +$235K
PLUS icon
1985
ePlus
PLUS
$2.33B
$2.27M ﹤0.01%
78,636
-7,024
-8% -$182K
TRS icon
1986
TriMas Corp
TRS
$1.45B
$2.27M ﹤0.01%
96,386
-48,746
-34% -$995K
SYBT icon
1987
Stock Yards Bancorp
SYBT
$2.43B
$2.26M ﹤0.01%
48,149
-15,606
-24% -$613K
AZTA icon
1988
Azenta
AZTA
$1.27B
$2.26M ﹤0.01%
132,310
-6,411
-5% -$96.4K
CRTO icon
1989
Criteo
CRTO
$1.05B
$2.26M ﹤0.01%
+54,971
New +$2.14M
AUB icon
1990
Atlantic Union Bankshares
AUB
$5.98B
$2.25M ﹤0.01%
63,044
+15,083
+31% +$474K
RPT
1991
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.25M ﹤0.01%
135,664
+1,539
+1% +$26.3K
BB icon
1992
BlackBerry
BB
$4.93B
$2.25M ﹤0.01%
326,319
+17,804
+6% +$132K
LKSD
1993
DELISTED
LSC Communications, Inc.
LKSD
$2.25M ﹤0.01%
+75,669
New +$1.8M
GMED icon
1994
Globus Medical
GMED
$10.6B
$2.24M ﹤0.01%
90,168
-236,473
-72% -$5.37M
RNST icon
1995
Renasant Corp
RNST
$4B
$2.24M ﹤0.01%
52,973
-7,201
-12% -$273K
HLI icon
1996
Houlihan Lokey
HLI
$9.87B
$2.22M ﹤0.01%
71,333
-38,758
-35% -$1.05M
MLKN icon
1997
MillerKnoll
MLKN
$1.54B
$2.21M ﹤0.01%
64,680
+18,610
+40% +$580K
RPXC
1998
DELISTED
RPX Corporation
RPXC
$2.21M ﹤0.01%
204,676
-12,725
-6% -$134K
MCF
1999
DELISTED
Contango Oil & Gas Co.
MCF
$2.21M ﹤0.01%
236,523
+10,782
+5% +$102K
SCHX icon
2000
Schwab US Large- Cap ETF
SCHX
$71.1B
$2.2M ﹤0.01%
+248,106
New +$2.15M
78 79
80
81 82

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.