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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
ZVO
2576
DELISTED
Zovio Inc. Common Stock
ZVO
$830K ﹤0.01%
81,922
-24,367
-23% -$212K
ACWX icon
2577
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$829K ﹤0.01%
+20,597
New +$834K
JOYY
2578
JOYY Inc
JOYY
$3.73B
$825K ﹤0.01%
20,930
+15,287
+271% +$718K
KITE
2579
DELISTED
Kite Pharma, Inc.
KITE
$824K ﹤0.01%
18,377
-6,952
-27% -$341K
NXTM
2580
DELISTED
NxStage Medical Inc.
NXTM
$821K ﹤0.01%
31,332
-1,421
-4% -$35.1K
RBS.PRL.CL
2581
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$819K ﹤0.01%
34,318
-5,543
-14% -$137K
PTHN
2582
DELISTED
Patheon N.V.
PTHN
$816K ﹤0.01%
+28,431
New +$786K
ESGR
2583
DELISTED
Enstar Group
ESGR
$814K ﹤0.01%
4,116
+1,373
+50% +$253K
DXLG icon
2584
Destination XL Group
DXLG
$34.7M
$813K ﹤0.01%
191,357
-21,334
-10% -$91.1K
SDY icon
2585
State Street SPDR S&P Dividend ETF
SDY
$21.8B
$813K ﹤0.01%
9,502
+6,342
+201% +$533K
PKY
2586
DELISTED
Parkway, Inc.
PKY
$809K ﹤0.01%
36,365
-106,175
-74% -$2.01M
CTRN icon
2587
Citi Trends
CTRN
$524M
$804K ﹤0.01%
42,657
-26,978
-39% -$527K
TAHO
2588
DELISTED
Tahoe Resources Inc
TAHO
$803K ﹤0.01%
85,242
-884
-1% -$9.21K
CCO icon
2589
Clear Channel Outdoor Holdings
CCO
$1.23B
$802K ﹤0.01%
158,772
-2,638
-2% -$14.7K
HTB
2590
HomeTrust Bancshares
HTB
$818M
$800K ﹤0.01%
30,873
-12,362
-29% -$269K
C.PRC.CL
2591
DELISTED
Citigroup Inc.
C.PRC.CL
$800K ﹤0.01%
32,258
-5,444
-14% -$135K
EEMS icon
2592
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$354M
$797K ﹤0.01%
19,700
-1,902
-9% -$80K
OLP
2593
One Liberty Properties
OLP
$548M
$793K ﹤0.01%
31,584
+1,364
+5% +$32.9K
DFJ icon
2594
WisdomTree Japan SmallCap Dividend Fund
DFJ
$385M
$787K ﹤0.01%
12,712
– –
NGS icon
2595
Natural Gas Services Group
NGS
$470M
$782K ﹤0.01%
24,309
-7,662
-24% -$211K
RATE
2596
DELISTED
Bankrate Inc
RATE
$781K ﹤0.01%
70,692
-160,596
-69% -$1.52M
ITCL
2597
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$780K ﹤0.01%
62,722
+28,948
+86% +$368K
ALRM icon
2598
Alarm.com
ALRM
$2.56B
$779K ﹤0.01%
27,993
-20,459
-42% -$594K
OLED icon
2599
Universal Display
OLED
$3.71B
$779K ﹤0.01%
13,839
+583
+4% +$32.1K
VLRS
2600
Controladora Vuela Compania de Aviacion
VLRS
$876M
$775K ﹤0.01%
51,501
+8,559
+20% +$142K
102 103
104
105 106

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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.