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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
QMCO icon
3276
Quantum Corp
QMCO
$437M
$15K ﹤0.01%
115
-8
-7% -$1.05K
INNL
3277
DELISTED
Innocoll Holdings plc Ordinary Shares
INNL
$10K ﹤0.01%
+14,914
New +$55.4K
ANTH
3278
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
$7K ﹤0.01%
1,364
+60
+5% +$1.04K
ACLS icon
3279
Axcelis
ACLS
$4.12B
– –
-16,922
Closed -$225K
AKBA icon
3280
Akebia Therapeutics
AKBA
$327M
– –
-10,555
Closed -$96K
ARWR icon
3281
Arrowhead Research
ARWR
$12.1B
– –
-36,002
Closed -$265K
ASPS icon
3282
Altisource Portfolio Solutions
ASPS
$65.4M
– –
-911
Closed -$236K
BBSI icon
3283
Barrett Business Services
BBSI
$976M
– –
-35,812
Closed -$444K
BSRR icon
3284
Sierra Bancorp
BSRR
$548M
– –
-14,660
Closed -$275K
BWX icon
3285
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
– –
-7,054
Closed -$203K
CMT icon
3286
Core Molding Technologies
CMT
$210M
– –
-12,533
Closed -$212K
COOP
3287
DELISTED
Mr. Cooper
COOP
– –
-3,312
Closed -$93K
CYBR
3288
DELISTED
CyberArk
CYBR
– –
-10,073
Closed -$499K
EARN
3289
Ellington Residential Mortgage REIT
EARN
$165M
– –
-32,826
Closed -$426K
EEM icon
3290
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-1,822
Closed -$331K
EFA icon
3291
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-3,150
Closed -$546K
EIDO icon
3292
iShares MSCI Indonesia ETF
EIDO
$476M
– –
-12,004
Closed -$317K
ERII icon
3293
Energy Recovery
ERII
$434M
– –
-68,311
Closed -$1.09M
EVH icon
3294
Evolent Health
EVH
$475M
– –
-10,380
Closed -$256K
EVRI
3295
DELISTED
Everi Holdings
EVRI
– –
-151,551
Closed -$374K
EWJ icon
3296
iShares MSCI Japan ETF
EWJ
$21.7B
– –
-3,316
Closed -$166K
FC icon
3297
Franklin Covey
FC
$233M
– –
-14,003
Closed -$249K
FCEL icon
3298
FuelCell Energy
FCEL
$1.7B
– –
-54
Closed -$105K
GHY
3299
PGIM Global High Yield Fund
GHY
$478M
– –
-493,334
Closed -$7.45M
GLD icon
3300
SPDR Gold Trust
GLD
$131B
– –
-14,158
Closed -$1.78M
130 131
132
133 134

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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.