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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
HSKA
2551
DELISTED
Heska Corp
HSKA
$873K ﹤0.01%
12,187
-4,183
-26% -$259K
DVY icon
2552
iShares Select Dividend ETF
DVY
$24B
$872K ﹤0.01%
9,850
+6,677
+210% +$575K
GBDC icon
2553
Golub Capital BDC
GBDC
$3.33B
$872K ﹤0.01%
48,403
-140
-0.3% -$2.51K
FNLC icon
2554
First Bancorp
FNLC
$394M
$871K ﹤0.01%
26,302
-63
-0.2% -$1.7K
MHO icon
2555
M/I Homes
MHO
$3.83B
$868K ﹤0.01%
34,479
+3,606
+12% +$84.9K
WFC.PRJ.CL
2556
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$868K ﹤0.01%
32,847
-5,683
-15% -$152K
NOG icon
2557
Northern Oil and Gas
NOG
$2.3B
$867K ﹤0.01%
31,532
-21,345
-40% -$508K
QQQ icon
2558
Invesco QQQ Trust
QQQ
$450B
$867K ﹤0.01%
7,317
-9,383
-56% -$1.11M
TR icon
2559
Tootsie Roll Industries
TR
$2.82B
$864K ﹤0.01%
29,197
-1,530
-5% -$42.6K
DHS icon
2560
WisdomTree US High Dividend Fund
DHS
$1.56B
$861K ﹤0.01%
+12,800
New +$840K
RT
2561
DELISTED
Ruby Tuesday Georgia
RT
$861K ﹤0.01%
266,677
+122,112
+84% +$372K
CSFL
2562
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$858K ﹤0.01%
34,076
-532
-2% -$11.3K
MUB icon
2563
iShares National Muni Bond ETF
MUB
$45.1B
$857K ﹤0.01%
7,923
-1,209
-13% -$132K
YELL
2564
DELISTED
Yellow Corporation Common Stock
YELL
$856K ﹤0.01%
64,482
+12,143
+23% +$153K
ACAS
2565
DELISTED
American Capital Ltd
ACAS
$852K ﹤0.01%
47,566
-2,577
-5% -$44.4K
JPM.PRF.CL
2566
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$849K ﹤0.01%
33,501
-5,593
-14% -$146K
CZR icon
2567
Caesars Entertainment
CZR
$6.1B
$847K ﹤0.01%
49,959
-2,126
-4% -$29.8K
LDR
2568
DELISTED
Landauer Inc
LDR
$846K ﹤0.01%
17,586
-1,382
-7% -$65.1K
JPM.PRD.CL
2569
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$845K ﹤0.01%
34,326
-5,981
-15% -$149K
ANDX
2570
DELISTED
Andeavor Logistics LP
ANDX
$844K ﹤0.01%
16,613
– –
REGI
2571
DELISTED
Renewable Energy Group, Inc.
REGI
$841K ﹤0.01%
86,743
+2,188
+3% +$20.5K
CNXN icon
2572
PC Connection
CNXN
$2.05B
$837K ﹤0.01%
29,796
-9,642
-24% -$255K
MDLY
2573
DELISTED
Medley Management Inc
MDLY
$836K ﹤0.01%
8,441
-283
-3% -$26.1K
SCMP
2574
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$836K ﹤0.01%
61,675
+13,172
+27% +$184K
PLKI
2575
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$836K ﹤0.01%
13,825
-6,138
-31% -$351K
101 102
103
104 105

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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.