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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
WBMD
1851
DELISTED
WebMD Health Corp.
WBMD
$2.8M ﹤0.01%
56,504
-41,140
-42% -$2.13M
RSX
1852
DELISTED
VanEck Russia ETF
RSX
$2.8M ﹤0.01%
131,950
-58,000
-31% -$1.12M
NPKI
1853
NPK International
NPKI
$1.19B
$2.79M ﹤0.01%
371,674
-30,110
-7% -$219K
QTWO icon
1854
Q2 Holdings
QTWO
$3.64B
$2.79M ﹤0.01%
96,564
-15,517
-14% -$458K
NVRO
1855
DELISTED
NEVRO CORP.
NVRO
$2.78M ﹤0.01%
38,276
-15,030
-28% -$1.29M
BRX icon
1856
Brixmor Property Group
BRX
$9.93B
$2.78M ﹤0.01%
113,792
+9,611
+9% +$240K
AMED
1857
DELISTED
Amedisys
AMED
$2.78M ﹤0.01%
65,145
-49,482
-43% -$2.1M
AXTA icon
1858
Axalta
AXTA
$7.22B
$2.77M ﹤0.01%
101,991
+38,983
+62% +$1.03M
TWI icon
1859
Titan International
TWI
$519M
$2.77M ﹤0.01%
247,440
-30,130
-11% -$330K
CAE icon
1860
CAE Inc. Common Shares
CAE
$8.3B
$2.77M ﹤0.01%
197,917
+93,613
+90% +$1.34M
WFT
1861
DELISTED
Weatherford International plc
WFT
$2.76M ﹤0.01%
553,690
-286,611
-34% -$1.5M
PEI
1862
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.76M ﹤0.01%
9,716
-4,441
-31% -$1.33M
MTRN icon
1863
Materion
MTRN
$5.03B
$2.74M ﹤0.01%
69,297
-31,125
-31% -$1.09M
RPAI
1864
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.74M ﹤0.01%
178,883
-1,442
-0.8% -$22.2K
ANH
1865
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.74M ﹤0.01%
530,130
-103,027
-16% -$520K
AHRT
1866
AH Realty Trust
AHRT
$536M
$2.74M ﹤0.01%
187,979
+24,656
+15% +$342K
WMK icon
1867
Weis Markets
WMK
$1.85B
$2.74M ﹤0.01%
40,965
-7,173
-15% -$414K
SODA
1868
DELISTED
SodaStream International Ltd
SODA
$2.73M ﹤0.01%
69,141
-89,727
-56% -$2.89M
HTZ
1869
DELISTED
Hertz Global Holdings, Inc.
HTZ
$2.72M ﹤0.01%
145,445
-87,944
-38% -$2.2M
ETD icon
1870
Ethan Allen Interiors
ETD
$592M
$2.72M ﹤0.01%
73,697
-16,830
-19% -$563K
SNR
1871
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.71M ﹤0.01%
277,274
+28,876
+12% +$291K
TK icon
1872
Teekay
TK
$974M
$2.71M ﹤0.01%
337,774
-33,747
-9% -$260K
PRK icon
1873
Park National Corp
PRK
$3.43B
$2.71M ﹤0.01%
22,650
-8,339
-27% -$891K
LHCG
1874
DELISTED
LHC Group LLC
LHCG
$2.71M ﹤0.01%
59,210
-15,902
-21% -$647K
FIX icon
1875
Comfort Systems
FIX
$60.9B
$2.7M ﹤0.01%
81,072
-30,532
-27% -$951K
73 74
75
76 77

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MCM
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PSUF
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IA
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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.