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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
CIO
2926
DELISTED
City Office REIT
CIO
$355K ﹤0.01%
26,948
+7,228
+37% +$90.6K
XBKS
2927
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$355K ﹤0.01%
12,601
+546
+5% +$13.6K
W icon
2928
Wayfair
W
$11.1B
$354K ﹤0.01%
10,107
-15,405
-60% -$554K
WING icon
2929
Wingstop
WING
$3.68B
$354K ﹤0.01%
11,980
+1,050
+10% +$30.8K
XCO
2930
DELISTED
Exco Resources
XCO
$353K ﹤0.01%
26,914
-57
-0.2% -$916
FNBC
2931
DELISTED
First NBC Bank Holding Company
FNBC
$353K ﹤0.01%
48,349
-6,804
-12% -$53.8K
ZIXI
2932
DELISTED
Zix Corporation
ZIXI
$351K ﹤0.01%
71,026
-4,934
-6% -$21.8K
CB
2933
DELISTED
CHUBB CORPORATION
CB
$348K ﹤0.01%
+2,633
New +$348K
CHMI
2934
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$347K ﹤0.01%
19,069
-2,445
-11% -$42.1K
SHAK icon
2935
Shake Shack
SHAK
$2.3B
$347K ﹤0.01%
+9,684
New +$340K
ETSY icon
2936
Etsy
ETSY
$7.65B
$345K ﹤0.01%
29,283
+1,915
+7% +$24.8K
GPRO icon
2937
GoPro
GPRO
$116M
$345K ﹤0.01%
39,623
-46,644
-54% -$535K
CLS icon
2938
Celestica
CLS
$35.1B
$342K ﹤0.01%
28,886
+11,991
+71% +$141K
EVBG
2939
DELISTED
Everbridge, Inc. Common Stock
EVBG
$341K ﹤0.01%
18,488
-2,830
-13% -$46.2K
AXS.PRC.CL
2940
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$341K ﹤0.01%
13,517
-2,383
-15% -$60.9K
AEH.CL
2941
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$339K ﹤0.01%
13,517
-2,152
-14% -$54.3K
IHC
2942
DELISTED
Independence Holding Company
IHC
$339K ﹤0.01%
17,345
-1,204
-6% -$22.6K
FSV icon
2943
FirstService
FSV
$6.32B
$338K ﹤0.01%
7,120
+2,493
+54% +$109K
PFIG icon
2944
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$115M
$336K ﹤0.01%
13,340
– –
CORT icon
2945
Corcept Therapeutics
CORT
$10.2B
$335K ﹤0.01%
46,175
+31,018
+205% +$243K
CLNE icon
2946
Clean Energy Fuels
CLNE
$447M
$334K ﹤0.01%
116,872
-33,488
-22% -$126K
EZA icon
2947
iShares MSCI South Africa ETF
EZA
$525M
$333K ﹤0.01%
6,365
+1,292
+25% +$67.9K
TOTL icon
2948
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.11B
$333K ﹤0.01%
6,875
– –
GS.PRN
2949
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$333K ﹤0.01%
12,755
-2,191
-15% -$57.5K
PROV icon
2950
Provident Financial
PROV
$108M
$332K ﹤0.01%
16,422
-1,419
-8% -$28K
116 117
118
119 120

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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.