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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
ARAV
2751
DELISTED
Aravive, Inc. Common Stock
ARAV
$541K ﹤0.01%
6,054
-1,891
-24% -$143K
CMCO icon
2752
Columbus McKinnon
CMCO
$465M
$540K ﹤0.01%
19,953
-18,840
-49% -$423K
TCS
2753
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$540K ﹤0.01%
5,670
-3,511
-38% -$303K
WCIC
2754
DELISTED
WCI Communities, Inc.
WCIC
$540K ﹤0.01%
23,028
+13,991
+155% +$327K
TVRD
2755
Tvardi Therapeutics
TVRD
$23.5M
$536K ﹤0.01%
+1,603
New +$514K
RVNC
2756
DELISTED
Revance Therapeutics, Inc.
RVNC
$536K ﹤0.01%
25,877
+5,040
+24% +$84.4K
PZE
2757
DELISTED
Petrobras Argentina S A
PZE
$536K ﹤0.01%
+76,318
New +$460K
GS.PRI.CL
2758
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$533K ﹤0.01%
21,113
-3,541
-14% -$90K
VSEC icon
2759
VSE Corp
VSEC
$5.48B
$531K ﹤0.01%
13,667
-360
-3% -$12.9K
CLCD
2760
DELISTED
CoLucid Pharmaceuticals, Inc.
CLCD
$531K ﹤0.01%
14,587
-23,025
-61% -$815K
AKO.A icon
2761
Embotelladora Andina Series A
AKO.A
$530K ﹤0.01%
+25,828
New +$552K
CALX icon
2762
Calix
CALX
$2.27B
$530K ﹤0.01%
68,795
-32,142
-32% -$234K
PFF icon
2763
iShares Preferred and Income Securities ETF
PFF
$13.2B
$529K ﹤0.01%
14,208
+7,214
+103% +$274K
EVTC icon
2764
Evertec
EVTC
$1.83B
$528K ﹤0.01%
29,743
+18,934
+175% +$313K
HAYN
2765
DELISTED
Haynes International, Inc.
HAYN
$526K ﹤0.01%
12,225
-5,340
-30% -$212K
ELF icon
2766
e.l.f. Beauty
ELF
$4.56B
$525K ﹤0.01%
+18,130
New +$513K
GBLI icon
2767
Global Indemnity Group
GBLI
$394M
$525K ﹤0.01%
13,731
-1,069
-7% -$36.4K
SWJ.CL
2768
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$524K ﹤0.01%
21,541
-4,159
-16% -$105K
C.PRL.CL
2769
DELISTED
Citigroup Inc.
C.PRL.CL
$523K ﹤0.01%
19,971
-3,302
-14% -$88.7K
PKOH icon
2770
Park-Ohio Holdings
PKOH
$554M
$521K ﹤0.01%
12,223
-3,358
-22% -$129K
COF.PRC.CL
2771
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$521K ﹤0.01%
20,760
-3,412
-14% -$88.1K
EGO icon
2772
Eldorado Gold
EGO
$8.31B
$520K ﹤0.01%
32,279
+14,981
+87% +$235K
GLOB icon
2773
Globant
GLOB
$1.35B
$520K ﹤0.01%
15,602
-35,953
-70% -$1.41M
SPH icon
2774
Suburban Propane Partners
SPH
$1.23B
$519K ﹤0.01%
+17,270
New +$528K
BMI icon
2775
Badger Meter
BMI
$3.66B
$518K ﹤0.01%
14,015
+463
+3% +$16.2K
109 110
111
112 113

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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.