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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
HEI icon
2151
HEICO Corp
HEI
$49.9B
$1.73M ﹤0.01%
54,680
+2,988
+6% +$89.8K
DXPE icon
2152
DXP Enterprises
DXPE
$2.57B
$1.73M ﹤0.01%
49,668
-102,480
-67% -$3.03M
PAC icon
2153
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$1.72M ﹤0.01%
20,896
+11,345
+119% +$1.02M
RARE icon
2154
Ultragenyx Pharmaceutical
RARE
$2.65B
$1.72M ﹤0.01%
24,398
-3,804
-13% -$270K
BF.A icon
2155
Brown-Forman Class A
BF.A
$12.8B
$1.71M ﹤0.01%
46,259
+10,071
+28% +$385K
INGN icon
2156
Inogen
INGN
$171M
$1.71M ﹤0.01%
25,474
+5,216
+26% +$322K
BNED icon
2157
Barnes & Noble Education
BNED
$445M
$1.71M ﹤0.01%
1,490
+189
+15% +$200K
VRTV
2158
DELISTED
VERITIV CORPORATION
VRTV
$1.71M ﹤0.01%
31,790
-7,078
-18% -$367K
SRCI
2159
DELISTED
SRC Energy Inc
SRCI
$1.71M ﹤0.01%
191,823
-123,140
-39% -$1M
CMTL icon
2160
Comtech Telecommunications
CMTL
$54.5M
$1.7M ﹤0.01%
143,719
+26,992
+23% +$302K
FBRC
2161
DELISTED
FBR & Co. Common Stock
FBRC
$1.7M ﹤0.01%
131,029
-1,171
-0.9% -$15.2K
PERY
2162
DELISTED
Perry Ellis International Inc
PERY
$1.7M ﹤0.01%
68,300
-12,151
-15% -$272K
RGR icon
2163
Sturm, Ruger & Co
RGR
$620M
$1.7M ﹤0.01%
32,252
+5,702
+21% +$315K
MDRX
2164
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.7M ﹤0.01%
165,980
-142,601
-46% -$1.63M
TPH
2165
DELISTED
Tri Pointe Homes
TPH
$1.69M ﹤0.01%
147,208
-5,241
-3% -$62.6K
TVTY
2166
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.69M ﹤0.01%
74,245
-18,216
-20% -$429K
MSFG
2167
DELISTED
MainSource Financial Group Inc
MSFG
$1.69M ﹤0.01%
49,076
-26,305
-35% -$758K
GEOS icon
2168
Geospace Technologies
GEOS
$90M
$1.69M ﹤0.01%
82,807
-19,132
-19% -$387K
IAG icon
2169
IAMGOLD
IAG
$8.5B
$1.68M ﹤0.01%
437,251
-82,142
-16% -$307K
VTOL icon
2170
Bristow Group
VTOL
$1.37B
$1.68M ﹤0.01%
49,547
-7,863
-14% -$172K
SHOE
2171
Shoe Station Group
SHOE
$410M
$1.68M ﹤0.01%
124,508
-16,698
-12% -$229K
AMCC
2172
DELISTED
Applied Micro Circuits Corporation New
AMCC
$1.68M ﹤0.01%
203,641
-44,439
-18% -$337K
ESLT icon
2173
Elbit Systems
ESLT
$38.1B
$1.68M ﹤0.01%
16,467
+11,709
+246% +$1.17M
NXGN
2174
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.68M ﹤0.01%
127,456
-77,029
-38% -$987K
SHEN icon
2175
Shenandoah Telecom
SHEN
$637M
$1.68M ﹤0.01%
61,364
-10,429
-15% -$280K
85 86
87
88 89

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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.