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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
PCH
2051
DELISTED
PotlatchDeltic
PCH
$1.97M ﹤0.01%
47,295
-2,159
-4% -$87.1K
MCHB
2052
Mechanics Bancorp
MCHB
$3.46B
$1.97M ﹤0.01%
62,258
+20,740
+50% +$595K
GLNG icon
2053
Golar LNG
GLNG
$4.99B
$1.97M ﹤0.01%
85,684
-3,784
-4% -$88K
NSLR
2054
Neostellar Capital Corp
NSLR
$270M
$1.97M ﹤0.01%
465,709
-55,551
-11% -$225K
CALM icon
2055
Cal-Maine
CALM
$4.2B
$1.97M ﹤0.01%
44,476
-35,836
-45% -$1.43M
DATA
2056
DELISTED
Tableau Software, Inc.
DATA
$1.97M ﹤0.01%
46,608
-38,078
-45% -$1.77M
MNR
2057
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.97M ﹤0.01%
128,910
+17,545
+16% +$242K
PHI icon
2058
PLDT
PHI
$4.26B
$1.96M ﹤0.01%
71,122
+51,041
+254% +$1.51M
SOHU
2059
Sohu.com
SOHU
$345M
$1.96M ﹤0.01%
57,737
+38,262
+196% +$1.43M
LMNX
2060
DELISTED
Luminex Corp
LMNX
$1.95M ﹤0.01%
96,598
-18,661
-16% -$389K
WPM icon
2061
Wheaton Precious Metals
WPM
$50.9B
$1.95M ﹤0.01%
100,989
+56,571
+127% +$1.18M
HCCI
2062
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.95M ﹤0.01%
124,217
+384
+0.3% +$5.54K
TU icon
2063
Telus
TU
$16.2B
$1.95M ﹤0.01%
122,292
+26,174
+27% +$417K
CRESY
2064
Cresud
CRESY
$823M
$1.94M ﹤0.01%
+136,957
New +$2.01M
MYRG icon
2065
MYR Group
MYRG
$5.75B
$1.94M ﹤0.01%
51,405
-482
-0.9% -$16.6K
SMP icon
2066
Standard Motor Products
SMP
$867M
$1.93M ﹤0.01%
36,257
-4,513
-11% -$226K
CAC icon
2067
Camden National
CAC
$927M
$1.93M ﹤0.01%
43,386
-965
-2% -$35.5K
ISCA
2068
DELISTED
International Speedway Corp
ISCA
$1.93M ﹤0.01%
52,430
-31,177
-37% -$1.09M
CAA
2069
DELISTED
CalAtlantic Group, Inc.
CAA
$1.93M ﹤0.01%
56,728
-25,076
-31% -$829K
MTSC
2070
DELISTED
MTS Systems Corp
MTSC
$1.93M ﹤0.01%
34,022
-6,111
-15% -$311K
NTUS
2071
DELISTED
Natus Medical Inc
NTUS
$1.92M ﹤0.01%
55,220
-15,970
-22% -$627K
UHT
2072
Universal Health Realty Income Trust
UHT
$614M
$1.92M ﹤0.01%
29,266
+522
+2% +$31.4K
LMAT icon
2073
LeMaitre Vascular
LMAT
$2.26B
$1.92M ﹤0.01%
75,603
+14,507
+24% +$322K
TRNO icon
2074
Terreno Realty
TRNO
$7.72B
$1.91M ﹤0.01%
67,132
+7,585
+13% +$203K
QCP
2075
DELISTED
Quality Care Properties, Inc.
QCP
$1.91M ﹤0.01%
+122,952
New +$1.84M
81 82
83
84 85

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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.