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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
EFSC icon
2101
Enterprise Financial Services Corp
EFSC
$2.4B
$1.86M ﹤0.01%
43,248
+1,910
+5% +$69.9K
WTI icon
2102
W&T Offshore
WTI
$492M
$1.85M ﹤0.01%
667,520
-124,445
-16% -$231K
BCC icon
2103
Boise Cascade
BCC
$2.75B
$1.85M ﹤0.01%
82,150
-9,755
-11% -$218K
GIB icon
2104
CGI
GIB
$14.5B
$1.85M ﹤0.01%
38,469
+11,152
+41% +$531K
AXON
2105
Axon Enterprise
AXON
$42.4B
$1.84M ﹤0.01%
76,029
-21,422
-22% -$529K
RBCAA icon
2106
Republic Bancorp
RBCAA
$1.9B
$1.84M ﹤0.01%
46,446
-4,252
-8% -$147K
PATK icon
2107
Patrick Industries
PATK
$2.81B
$1.83M ﹤0.01%
54,077
-25,647
-32% -$757K
THFF icon
2108
First Financial Corp
THFF
$924M
$1.82M ﹤0.01%
34,536
-8,583
-20% -$384K
UI icon
2109
Ubiquiti
UI
$32.7B
$1.82M ﹤0.01%
31,497
-9,121
-22% -$498K
MTW icon
2110
Manitowoc
MTW
$523M
$1.82M ﹤0.01%
76,075
-8,825
-10% -$182K
GIMO
2111
DELISTED
Gigamon Inc.
GIMO
$1.82M ﹤0.01%
39,900
-18,573
-32% -$967K
PCRX icon
2112
Pacira BioSciences
PCRX
$1.04B
$1.82M ﹤0.01%
56,235
+9,864
+21% +$329K
MCS icon
2113
Marcus Corp
MCS
$752M
$1.81M ﹤0.01%
57,579
-8,460
-13% -$239K
SWBI icon
2114
Smith & Wesson
SWBI
$666M
$1.81M ﹤0.01%
111,674
-52,507
-32% -$969K
SNAK
2115
DELISTED
Inventure Foods, Inc.
SNAK
$1.81M ﹤0.01%
183,627
+164,902
+881% +$1.5M
UBA
2116
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.8M ﹤0.01%
74,680
-23,029
-24% -$513K
PLOW icon
2117
Douglas Dynamics
PLOW
$1.04B
$1.8M ﹤0.01%
53,459
-4,414
-8% -$140K
NSM
2118
DELISTED
Nationstar Mortgage Holdings
NSM
$1.8M ﹤0.01%
99,550
+17,649
+22% +$291K
PMC
2119
DELISTED
PharMerica Corporation
PMC
$1.8M ﹤0.01%
71,428
-56,587
-44% -$1.43M
FCPT icon
2120
Four Corners Property Trust
FCPT
$2.83B
$1.79M ﹤0.01%
87,184
-38,222
-30% -$752K
MTH icon
2121
Meritage Homes
MTH
$4.89B
$1.79M ﹤0.01%
102,626
-119,912
-54% -$2.07M
CUB
2122
DELISTED
Cubic Corporation
CUB
$1.79M ﹤0.01%
37,241
-7,185
-16% -$329K
UGP icon
2123
Ultrapar
UGP
$6.71B
$1.78M ﹤0.01%
172,090
+31,270
+22% +$329K
APTS
2124
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.78M ﹤0.01%
119,479
-32,758
-22% -$438K
DYN
2125
DELISTED
Dynegy, Inc.
DYN
$1.78M ﹤0.01%
210,462
+76,377
+57% +$753K
83 84
85
86 87

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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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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.