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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
ONC
3126
BeOne Medicines Ltd
ONC
$33.8B
$206K ﹤0.01%
+6,786
New +$213K
EZT
3127
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$205K ﹤0.01%
8,139
-1,409
-15% -$36.9K
TTPH
3128
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$205K ﹤0.01%
2,548
+115
+5% +$9.1K
PETX
3129
DELISTED
Aratana Therapeutics, Inc.
PETX
$205K ﹤0.01%
28,509
-14,798
-34% -$120K
MXWL
3130
DELISTED
Maxwell Technologies Inc
MXWL
$204K ﹤0.01%
39,836
-44,744
-53% -$224K
RBS.PRS.CL
3131
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$204K ﹤0.01%
8,147
-1,322
-14% -$33.3K
INVN
3132
DELISTED
Invensense Inc
INVN
$203K ﹤0.01%
15,845
+1,873
+13% +$16K
CHGG icon
3133
Chegg
CHGG
$108M
$202K ﹤0.01%
27,358
-10,439
-28% -$77.7K
KTWO
3134
DELISTED
K2M Group Holdings, Inc
KTWO
$202K ﹤0.01%
10,103
-3,846
-28% -$73.1K
IPI icon
3135
Intrepid Potash
IPI
$460M
$201K ﹤0.01%
9,675
+423
+5% +$6.26K
PSA.PRW
3136
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$201K ﹤0.01%
8,626
-1,584
-16% -$38.3K
VDTH
3137
DELISTED
Videocon d2h Limited
VDTH
$201K ﹤0.01%
24,443
+6,799
+39% +$60K
WACLY
3138
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$201K ﹤0.01%
+3,505
New +$201K
FOLD
3139
DELISTED
Amicus Therapeutics
FOLD
$200K ﹤0.01%
40,245
-12,958
-24% -$89.7K
AAMI
3140
Acadian Asset Management
AAMI
$2.88B
$200K ﹤0.01%
13,766
+581
+4% +$8.24K
GCAP
3141
DELISTED
Gain Capital Holdings, Inc.
GCAP
$200K ﹤0.01%
30,375
-74,700
-71% -$450K
EVC icon
3142
Entravision Communication
EVC
$983M
$199K ﹤0.01%
28,470
+2,205
+8% +$15K
FENX
3143
DELISTED
Fenix Parts, Inc.
FENX
$199K ﹤0.01%
70,449
– –
ENTL
3144
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$196K ﹤0.01%
10,315
+101
+1% +$1.94K
USAK
3145
DELISTED
USA Truck Inc
USAK
$193K ﹤0.01%
22,110
+2,005
+10% +$18K
XRN
3146
Chiron Real Estate Inc
XRN
$544M
$191K ﹤0.01%
+4,280
New +$186K
KPTI icon
3147
Karyopharm Therapeutics
KPTI
$168M
$190K ﹤0.01%
1,347
+19
+1% +$2.57K
BETR
3148
DELISTED
Amplify Snack Brands, Inc.
BETR
$190K ﹤0.01%
21,597
-30,487
-59% -$369K
JONE
3149
DELISTED
Jones Energy, Inc.
JONE
$187K ﹤0.01%
2,035
+33
+2% +$2.67K
CWEN.A
3150
DELISTED
Clearway Energy Class A
CWEN.A
$186K ﹤0.01%
12,081
-1,679
-12% -$25.3K
124 125
126
127 128

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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.