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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
FISI icon
2526
Financial Institutions
FISI
$800M
$922K ﹤0.01%
26,964
-7,237
-21% -$215K
VRA icon
2527
Vera Bradley
VRA
$105M
$919K ﹤0.01%
78,403
-48,290
-38% -$665K
SFS
2528
DELISTED
Smart & Final Stores, Inc.
SFS
$913K ﹤0.01%
64,786
-3,856
-6% -$50.7K
AGIO icon
2529
Agios Pharmaceuticals
AGIO
$2.16B
$912K ﹤0.01%
21,847
+364
+2% +$19.1K
WASH icon
2530
Washington Trust Bancorp
WASH
$732M
$912K ﹤0.01%
16,271
-8,137
-33% -$399K
ACTA
2531
DELISTED
Actua Corp
ACTA
$911K ﹤0.01%
65,060
+36,610
+129% +$483K
VCO
2532
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$905K ﹤0.01%
+27,443
New +$925K
DBEU icon
2533
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$764M
$902K ﹤0.01%
35,569
-21,500
-38% -$551K
PTCT icon
2534
PTC Therapeutics
PTCT
$6.37B
$902K ﹤0.01%
82,673
+38,996
+89% +$409K
ACRS icon
2535
Aclaris Therapeutics
ACRS
$730M
$900K ﹤0.01%
+33,174
New +$846K
GNL icon
2536
Global Net Lease
GNL
$1.87B
$900K ﹤0.01%
38,315
+3,349
+10% +$76.6K
AMWD
2537
DELISTED
American Woodmark
AMWD
$898K ﹤0.01%
11,931
-22,458
-65% -$1.74M
AGX icon
2538
Argan
AGX
$7.98B
$897K ﹤0.01%
12,709
-119
-0.9% -$7.42K
AJRD
2539
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$895K ﹤0.01%
49,841
-3,280
-6% -$60.4K
RESI
2540
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$894K ﹤0.01%
81,004
+12,792
+19% +$141K
XOXO
2541
DELISTED
Xo Group Inc
XOXO
$890K ﹤0.01%
45,769
-8,394
-15% -$158K
C.PRK
2542
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$888K ﹤0.01%
32,455
-5,380
-14% -$148K
WGO icon
2543
Winnebago Industries
WGO
$870M
$884K ﹤0.01%
27,928
+1,947
+7% +$60.7K
AUD
2544
DELISTED
Audacy, Inc.
AUD
$884K ﹤0.01%
57,790
-21,168
-27% -$305K
STT.PRE.CL
2545
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$882K ﹤0.01%
34,870
-5,831
-14% -$152K
AVID
2546
DELISTED
Avid Technology Inc
AVID
$881K ﹤0.01%
200,199
-32,130
-14% -$179K
CBPX
2547
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$880K ﹤0.01%
38,083
-2,516
-6% -$54.6K
TMH
2548
DELISTED
Team Health Holdings Inc
TMH
$879K ﹤0.01%
20,231
+10,420
+106% +$430K
LGF.A
2549
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$876K ﹤0.01%
+32,562
New +$881K
ALL.PRE.CL
2550
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$875K ﹤0.01%
33,833
-5,617
-14% -$149K
100 101
102
103 104

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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.