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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
NRE
2651
DELISTED
NorthStar Realty Europe Corp.
NRE
$683K ﹤0.01%
54,343
-4,967
-8% -$54.4K
IBTX
2652
DELISTED
Independent Bank Group, Inc.
IBTX
$683K ﹤0.01%
+10,942
New +$591K
FSS icon
2653
Federal Signal
FSS
$7.25B
$678K ﹤0.01%
43,420
-44,402
-51% -$641K
WINA icon
2654
Winmark
WINA
$1.19B
$676K ﹤0.01%
5,357
-51
-0.9% -$5.77K
GEH.CL
2655
DELISTED
General Electric Capital Corp.
GEH.CL
$675K ﹤0.01%
27,503
-4,708
-15% -$119K
GEB.CL
2656
DELISTED
General Electric Capital Corp
GEB.CL
$675K ﹤0.01%
27,442
-4,711
-15% -$119K
BATS
2657
DELISTED
Bats Global Markets, Inc.
BATS
$675K ﹤0.01%
20,135
-20,327
-50% -$639K
ANIK icon
2658
Anika Therapeutics
ANIK
$199M
$674K ﹤0.01%
13,757
-3,002
-18% -$139K
GSBC icon
2659
Great Southern Bancorp
GSBC
$863M
$671K ﹤0.01%
12,287
-9,838
-44% -$466K
SENEA icon
2660
Seneca Foods Class A
SENEA
$1.13B
$670K ﹤0.01%
16,725
+5,781
+53% +$200K
BANR icon
2661
Banner Corp
BANR
$2.39B
$667K ﹤0.01%
11,949
+1,657
+16% +$81.3K
COWN
2662
DELISTED
Cowen Inc. Class A Common Stock
COWN
$664K ﹤0.01%
42,828
-4,053
-9% -$58.2K
USB.PRM
2663
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$664K ﹤0.01%
23,467
+1,362
+6% +$39.3K
LADR
2664
Ladder Capital
LADR
$1.25B
$659K ﹤0.01%
48,026
+7,078
+17% +$94.8K
CCRN
2665
DELISTED
Cross Country Healthcare
CCRN
$656K ﹤0.01%
41,995
-11,185
-21% -$153K
VPG icon
2666
Vishay Precision Group
VPG
$1.39B
$656K ﹤0.01%
34,708
-4,179
-11% -$72.7K
OTIC
2667
DELISTED
Otonomy, Inc.
OTIC
$656K ﹤0.01%
41,282
+577
+1% +$9.66K
PGNX
2668
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$655K ﹤0.01%
+75,836
New +$561K
CASH icon
2669
Pathward Financial
CASH
$1.81B
$652K ﹤0.01%
19,005
-20,130
-51% -$562K
CNS icon
2670
Cohen & Steers
CNS
$4.18B
$649K ﹤0.01%
19,317
-11,354
-37% -$415K
AT
2671
DELISTED
Atlantic Power Corporation
AT
$646K ﹤0.01%
258,355
-8,316
-3% -$20.6K
HTHT icon
2672
Huazhu Hotels Group
HTHT
$12.4B
$644K ﹤0.01%
49,700
+4,732
+11% +$55.8K
CSII
2673
DELISTED
Cardiovascular Systems, Inc.
CSII
$644K ﹤0.01%
26,600
+5,030
+23% +$123K
TVTX icon
2674
Travere Therapeutics
TVTX
$5.33B
$643K ﹤0.01%
+33,962
New +$695K
VV icon
2675
Vanguard Large-Cap ETF
VV
$51.9B
$643K ﹤0.01%
6,280
-312
-5% -$31.2K
105 106
107
108 109

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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.