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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
CTRE icon
2276
CareTrust REIT
CTRE
$10.1B
$1.43M ﹤0.01%
93,269
+47,825
+105% +$684K
PFBC icon
2277
Preferred Bank
PFBC
$1.23B
$1.43M ﹤0.01%
27,260
+11,139
+69% +$472K
CTWS
2278
DELISTED
Connecticut Water Service Inc
CTWS
$1.43M ﹤0.01%
25,552
+1,076
+4% +$57.3K
WWD icon
2279
Woodward
WWD
$25B
$1.42M ﹤0.01%
20,517
+720
+4% +$46.5K
SFNC icon
2280
Simmons First National
SFNC
$3.32B
$1.42M ﹤0.01%
45,542
-16,152
-26% -$454K
FRAN
2281
DELISTED
Francesca's Holdings Corporation
FRAN
$1.41M ﹤0.01%
6,533
-4,697
-42% -$977K
ASRT
2282
DELISTED
Assertio
ASRT
$1.41M ﹤0.01%
1,305
-799
-38% -$1.02M
FOE
2283
DELISTED
Ferro Corporation
FOE
$1.41M ﹤0.01%
98,468
+42,033
+74% +$596K
IPAR icon
2284
Interparfums
IPAR
$3.99B
$1.41M ﹤0.01%
42,959
-10,419
-20% -$345K
ECPG icon
2285
Encore Capital Group
ECPG
$2.03B
$1.4M ﹤0.01%
48,850
+11,605
+31% +$284K
ECOM
2286
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1.4M ﹤0.01%
97,298
+4,057
+4% +$54K
MTSI icon
2287
MACOM Technology Solutions
MTSI
$20.1B
$1.4M ﹤0.01%
30,132
-8,312
-22% -$363K
ORIT
2288
DELISTED
Oritani Financial Corp. New
ORIT
$1.39M ﹤0.01%
74,237
-1,687
-2% -$28.5K
MEOH icon
2289
Methanex
MEOH
$4.19B
$1.39M ﹤0.01%
31,735
+9,836
+45% +$393K
GSM icon
2290
FerroAtlántica
GSM
$617M
$1.39M ﹤0.01%
128,131
+115,144
+887% +$1.19M
QUNR
2291
DELISTED
Qunar Cayman Islands Limited
QUNR
$1.39M ﹤0.01%
46,058
+26,883
+140% +$799K
HSII
2292
DELISTED
Heidrick & Struggles
HSII
$1.39M ﹤0.01%
57,363
-8,379
-13% -$176K
MRTN icon
2293
Marten Transport
MRTN
$1.26B
$1.38M ﹤0.01%
148,345
-45,528
-23% -$409K
ACAT
2294
DELISTED
Arctic Cat Inc
ACAT
$1.38M ﹤0.01%
91,888
-21,908
-19% -$337K
OCFC icon
2295
OceanFirst Financial
OCFC
$1.7B
$1.37M ﹤0.01%
45,741
-55,519
-55% -$1.29M
REN
2296
DELISTED
Resolute Energy Corporaton
REN
$1.37M ﹤0.01%
33,172
-14,863
-31% -$474K
ANGO icon
2297
AngioDynamics
ANGO
$565M
$1.36M ﹤0.01%
80,871
-25,436
-24% -$424K
ENSG icon
2298
The Ensign Group
ENSG
$10.4B
$1.36M ﹤0.01%
65,594
-177,276
-73% -$3.45M
HUBS icon
2299
HubSpot
HUBS
$11.4B
$1.36M ﹤0.01%
28,923
-32,630
-53% -$1.73M
IMPV
2300
DELISTED
Imperva, Inc.
IMPV
$1.36M ﹤0.01%
35,364
+24,679
+231% +$1M
90 91
92
93 94

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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.