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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
RYZ
2076
Ryerson Holding Corp
RYZ
$1.59B
$1.9M ﹤0.01%
142,625
-4,228
-3% -$51.8K
ISLE
2077
DELISTED
Isle of Capri Casinos Inc
ISLE
$1.9M ﹤0.01%
77,114
-37,813
-33% -$852K
DDD icon
2078
3D Systems Corp
DDD
$430M
$1.9M ﹤0.01%
143,180
+6,379
+5% +$93.6K
AVTA
2079
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.9M ﹤0.01%
128,997
-46,153
-26% -$623K
VRNT
2080
DELISTED
Verint Systems
VRNT
$1.9M ﹤0.01%
105,933
+19,233
+22% +$358K
STBA icon
2081
S&T Bancorp
STBA
$1.88B
$1.9M ﹤0.01%
48,687
-14,432
-23% -$482K
IVC
2082
DELISTED
Invacare Corporation
IVC
$1.9M ﹤0.01%
145,421
+11,233
+8% +$129K
CVE icon
2083
Cenovus Energy
CVE
$52.3B
$1.9M ﹤0.01%
125,411
+58,878
+88% +$886K
CSR
2084
Centerspace
CSR
$937M
$1.89M ﹤0.01%
26,566
+2,145
+9% +$136K
NBIX icon
2085
Neurocrine Biosciences
NBIX
$17.7B
$1.89M ﹤0.01%
48,847
-8,983
-16% -$407K
DHT icon
2086
DHT Holdings
DHT
$2.95B
$1.89M ﹤0.01%
456,219
+384,071
+532% +$1.52M
WLB
2087
DELISTED
Westmoreland Coal Company
WLB
$1.89M ﹤0.01%
106,903
-71,021
-40% -$992K
NORD
2088
DELISTED
Nord Anglia Education, Inc.
NORD
$1.89M ﹤0.01%
81,067
-205
-0.3% -$4.65K
CATO icon
2089
Cato Corp
CATO
$64.1M
$1.89M ﹤0.01%
62,747
-21,272
-25% -$655K
AX icon
2090
Axos Financial
AX
$5.45B
$1.88M ﹤0.01%
65,984
+11,180
+20% +$266K
ARR
2091
Armour Residential REIT
ARR
$2.01B
$1.88M ﹤0.01%
17,353
-8,942
-34% -$993K
SNCR
2092
DELISTED
Synchronoss Technologies
SNCR
$1.88M ﹤0.01%
5,457
-261
-5% -$98.2K
HVT icon
2093
Haverty Furniture Companies
HVT
$406M
$1.88M ﹤0.01%
79,285
+1,767
+2% +$37K
SSB icon
2094
SouthState Bank Corp
SSB
$10.2B
$1.88M ﹤0.01%
21,499
+278
+1% +$22.5K
MYGN icon
2095
Myriad Genetics
MYGN
$515M
$1.88M ﹤0.01%
112,630
-10,419
-8% -$189K
OMF icon
2096
OneMain Financial
OMF
$7.08B
$1.87M ﹤0.01%
84,455
-9,030
-10% -$222K
RTEC
2097
DELISTED
Rudolph Technologies Inc
RTEC
$1.86M ﹤0.01%
79,778
-43,854
-35% -$859K
KOP icon
2098
Koppers
KOP
$954M
$1.86M ﹤0.01%
46,171
-38,928
-46% -$1.43M
NHC icon
2099
National Healthcare
NHC
$3.53B
$1.86M ﹤0.01%
24,556
-4,147
-14% -$287K
SHLD
2100
DELISTED
Sears Holding Corporation
SHLD
$1.86M ﹤0.01%
200,375
+11,092
+6% +$127K
82 83
84
85 86

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AF
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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.