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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
FN icon
2226
Fabrinet
FN
$16.9B
$1.55M ﹤0.01%
38,382
-13,526
-26% -$564K
INXN
2227
DELISTED
Interxion Holding N.V.
INXN
$1.55M ﹤0.01%
44,125
+6,200
+16% +$221K
PNC.PRP
2228
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.55M ﹤0.01%
56,705
-9,730
-15% -$270K
AOSL icon
2229
Alpha and Omega Semiconductor
AOSL
$922M
$1.54M ﹤0.01%
72,385
+1,103
+2% +$23.8K
SALE
2230
DELISTED
RetailMeNot, Inc. Series 1
SALE
$1.54M ﹤0.01%
165,145
-46,992
-22% -$440K
MGI
2231
DELISTED
MoneyGram International, Inc. New
MGI
$1.53M ﹤0.01%
129,980
-37,176
-22% -$347K
MCRN
2232
DELISTED
Milacron Holdings Corp.
MCRN
$1.53M ﹤0.01%
82,346
-10,170
-11% -$166K
CRMT icon
2233
America's Car Mart
CRMT
$27.9M
$1.53M ﹤0.01%
34,933
+395
+1% +$16.5K
OEF icon
2234
PUT
iShares S&P 100 ETF
OEF
$19.8B
$1.53M ﹤0.01%
+13,085
New +$1.27M
ALTO icon
2235
Alto Ingredients
ALTO
$349M
$1.52M ﹤0.01%
160,195
-94,030
-37% -$755K
AZZ icon
2236
AZZ Inc
AZZ
$4.47B
$1.52M ﹤0.01%
23,766
-2,107
-8% -$127K
GKOS icon
2237
Glaukos
GKOS
$8.92B
$1.52M ﹤0.01%
44,248
-22,027
-33% -$754K
FNV icon
2238
Franco-Nevada
FNV
$41.4B
$1.52M ﹤0.01%
25,391
+12,499
+97% +$763K
CARB
2239
DELISTED
Carbonite Inc
CARB
$1.51M ﹤0.01%
92,305
-15,067
-14% -$257K
DRUA
2240
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$1.51M ﹤0.01%
67,828
-11,894
-15% -$277K
PRTY
2241
DELISTED
Party City Holdco Inc.
PRTY
$1.5M ﹤0.01%
105,953
+62,436
+143% +$1.02M
PAYC icon
2242
Paycom
PAYC
$7.05B
$1.5M ﹤0.01%
33,029
+2,200
+7% +$102K
VSI
2243
DELISTED
Vitamin Shoppe Inc.
VSI
$1.5M ﹤0.01%
63,222
-41,879
-40% -$1.07M
VIVO
2244
DELISTED
Meridian Bioscience Inc
VIVO
$1.5M ﹤0.01%
84,741
+1,912
+2% +$33.6K
AIMT
2245
DELISTED
Aimmune Therapeutics
AIMT
$1.5M ﹤0.01%
73,279
+24,733
+51% +$506K
TBNK
2246
DELISTED
Territorial Bancorp Inc.
TBNK
$1.5M ﹤0.01%
45,564
-6,599
-13% -$202K
LION
2247
DELISTED
Fidelity Southern Corporation
LION
$1.49M ﹤0.01%
63,103
+4,231
+7% +$89.5K
VIA
2248
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.49M ﹤0.01%
19,692
-5,791
-23% -$387K
CHU
2249
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.49M ﹤0.01%
129,169
+69,955
+118% +$826K
ONTO icon
2250
Onto Innovation
ONTO
$13B
$1.49M ﹤0.01%
59,408
+20,611
+53% +$472K
88 89
90
91 92

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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.