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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
PSB.PRT.CL
2901
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$374K ﹤0.01%
15,401
-2,694
-15% -$67.3K
TXMD icon
2902
TherapeuticsMD
TXMD
$23.8M
$373K ﹤0.01%
1,293
+335
+35% +$104K
SCHW.PRB.CL
2903
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$373K ﹤0.01%
14,752
-2,639
-15% -$67.9K
IWC icon
2904
iShares Micro-Cap ETF
IWC
$1.43B
$370K ﹤0.01%
4,314
-414
-9% -$33.2K
WMAR
2905
DELISTED
West Marine Inc
WMAR
$369K ﹤0.01%
35,271
-11,576
-25% -$106K
AGYS icon
2906
Agilysys
AGYS
$2.78B
$368K ﹤0.01%
35,566
-3,469
-9% -$35.8K
BATRK icon
2907
Atlanta Braves Holdings Series B
BATRK
$3.23B
$368K ﹤0.01%
17,851
-214
-1% -$3.99K
SBSW icon
2908
Sibanye-Stillwater
SBSW
$5.92B
$366K ﹤0.01%
54,966
+43,053
+361% +$393K
SPAB icon
2909
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$366K ﹤0.01%
12,866
-4
-0% -$116
EWM icon
2910
iShares MSCI Malaysia ETF
EWM
$305M
$365K ﹤0.01%
13,020
-4,740
-27% -$145K
AVD icon
2911
American Vanguard Corp
AVD
$73.5M
$364K ﹤0.01%
19,019
-52,226
-73% -$889K
BBW icon
2912
Build-A-Bear
BBW
$423M
$364K ﹤0.01%
26,501
-1,176
-4% -$15.6K
HOFT icon
2913
Hooker Furnishings Corp
HOFT
$148M
$364K ﹤0.01%
9,582
-13,286
-58% -$382K
STT.PRC.CL
2914
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$364K ﹤0.01%
15,579
-2,706
-15% -$66K
MYCC
2915
DELISTED
ClubCorp Holdings, Inc.
MYCC
$364K ﹤0.01%
25,360
-36,005
-59% -$479K
DSGX icon
2916
Descartes Systems
DSGX
$5.84B
$362K ﹤0.01%
16,935
– –
DUKH
2917
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$360K ﹤0.01%
15,026
-3,351
-18% -$83.9K
SRGA
2918
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$359K ﹤0.01%
3,686
-1,259
-25% -$115K
IXYS
2919
DELISTED
IXYS Corp
IXYS
$359K ﹤0.01%
30,142
-15,757
-34% -$179K
ORC
2920
Orchid Island Capital
ORC
$1.31B
$358K ﹤0.01%
6,618
+577
+10% +$30.8K
VUG icon
2921
Vanguard Growth ETF
VUG
$216B
$358K ﹤0.01%
19,284
-70,236
-78% -$1.3M
FHB icon
2922
First Hawaiian
FHB
$3.42B
$357K ﹤0.01%
+10,247
New +$305K
HHS icon
2923
Harte-Hanks
HHS
$357K ﹤0.01%
23,673
-1,218
-5% -$18.5K
ZOES
2924
DELISTED
Zoe's Kitchen, Inc.
ZOES
$357K ﹤0.01%
14,900
-19,802
-57% -$468K
ENZ
2925
DELISTED
Enzo Biochem, Inc.
ENZ
$356K ﹤0.01%
51,334
+15,205
+42% +$97K
115 116
117
118 119

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AF
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MCM
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PSUF
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SCC
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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.