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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
AGM icon
1826
Federal Agricultural Mortgage
AGM
$2.27B
$2.89M ﹤0.01%
50,456
+11,339
+29% +$552K
FRPT icon
1827
Freshpet
FRPT
$2.92B
$2.89M ﹤0.01%
284,777
-60,587
-18% -$549K
RAIL icon
1828
FreightCar America
RAIL
$279M
$2.88M ﹤0.01%
193,180
-32,451
-14% -$464K
NSA
1829
DELISTED
National Storage Affiliates Trust
NSA
$2.88M ﹤0.01%
130,620
-10,010
-7% -$203K
GNCMA
1830
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.88M ﹤0.01%
148,165
-30,260
-17% -$500K
BHC icon
1831
Bausch Health
BHC
$1.67B
$2.88M ﹤0.01%
198,224
+74,051
+60% +$1.36M
ZWS icon
1832
Zurn Elkay Water Solutions
ZWS
$8.14B
$2.87M ﹤0.01%
304,350
+68,882
+29% +$666K
OLLI icon
1833
Ollie's Bargain Outlet
OLLI
$4.04B
$2.87M ﹤0.01%
100,805
-16,405
-14% -$473K
ONIT
1834
Onity Group
ONIT
$336M
$2.87M ﹤0.01%
35,476
+4,185
+13% +$295K
DOOR
1835
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$2.87M ﹤0.01%
43,583
+21,959
+102% +$1.38M
BCH icon
1836
Banco de Chile
BCH
$20.9B
$2.86M ﹤0.01%
127,974
+80,322
+169% +$1.76M
SRPT icon
1837
Sarepta Therapeutics
SRPT
$1.68B
$2.86M ﹤0.01%
104,249
-43,908
-30% -$1.76M
ESRT icon
1838
Empire State Realty Trust
ESRT
$969M
$2.86M ﹤0.01%
141,579
-1,033
-0.7% -$20.5K
WBT
1839
DELISTED
Welbilt, Inc.
WBT
$2.85M ﹤0.01%
147,432
-9,568
-6% -$163K
SBRA icon
1840
Sabra Healthcare REIT
SBRA
$5.65B
$2.85M ﹤0.01%
116,553
+1,949
+2% +$44.7K
OLN icon
1841
Olin
OLN
$2.49B
$2.84M ﹤0.01%
110,925
+26,157
+31% +$620K
MMSI icon
1842
Merit Medical Systems
MMSI
$4.54B
$2.84M ﹤0.01%
107,138
-30,685
-22% -$741K
UFCS icon
1843
United Fire Group
UFCS
$1.32B
$2.83M ﹤0.01%
57,574
-2,530
-4% -$112K
EBF icon
1844
Ennis
EBF
$550M
$2.83M ﹤0.01%
162,956
+912
+0.6% +$14.9K
ZNGA
1845
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$2.83M ﹤0.01%
1,099,830
-1,261,462
-53% -$3.56M
NKTR icon
1846
Nektar Therapeutics
NKTR
$2.41B
$2.83M ﹤0.01%
15,353
+5,024
+49% +$1.02M
TITN icon
1847
Titan Machinery
TITN
$469M
$2.82M ﹤0.01%
193,675
-205,147
-51% -$2.45M
DFIN icon
1848
Donnelley Financial Solutions
DFIN
$1.26B
$2.81M ﹤0.01%
+122,425
New +$2.59M
BCPC
1849
Balchem Corp
BCPC
$5.29B
$2.81M ﹤0.01%
33,514
-13,589
-29% -$1.07M
TAL icon
1850
TAL Education Group
TAL
$5.86B
$2.8M ﹤0.01%
239,580
+70,500
+42% +$862K
72 73
74
75 76

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MCM
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PSUF
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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.