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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
ZEN
3326
DELISTED
ZENDESK INC
ZEN
– –
-47,986
Closed -$1.47M
NPTN
3327
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-71,871
Closed -$1.17M
ARNA
3328
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-1,344
Closed -$24K
XLRN
3329
DELISTED
Acceleron Pharma
XLRN
– –
-8,401
Closed -$304K
XONE
3330
DELISTED
The ExOne Company
XONE
– –
-10,913
Closed -$166K
JAX
3331
DELISTED
J. Alexander's Holdings, Inc.
JAX
– –
-11,837
Closed -$120K
GLUU
3332
DELISTED
Glu Mobile Inc.
GLUU
– –
-31,085
Closed -$70K
ACIA
3333
DELISTED
Acacia Communications Inc
ACIA
– –
-3,199
Closed -$330K
WRB.PRC
3334
DELISTED
W.R. Berkley Corporation 5.900% Subordinated Debentures due 2056
WRB.PRC
– –
-9,262
Closed -$245K
TNAV
3335
DELISTED
Telenav Inc.
TNAV
– –
-76,509
Closed -$438K
EIGI
3336
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-10,087
Closed -$88K
PSV
3337
DELISTED
Hermitage Offshore Services Ltd.
PSV
– –
-5,822
Closed -$218K
KIM.PRJ.CL
3338
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
– –
-8,851
Closed -$228K
PSB.PRV.CL
3339
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.70% Cumulative P
PSB.PRV.CL
– –
-7,868
Closed -$202K
PCMI
3340
DELISTED
PCM, Inc
PCMI
– –
-10,150
Closed -$219K
PSA.PRZ.CL
3341
DELISTED
Public Storage
PSA.PRZ.CL
– –
-8,112
Closed -$223K
PSA.PRY.CL
3342
DELISTED
Public Storage
PSA.PRY.CL
– –
-7,785
Closed -$218K
CIVI
3343
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-25,173
Closed -$460K
XRM
3344
DELISTED
Xerium Technologies Inc (new)
XRM
– –
-95,475
Closed -$759K
COTV
3345
DELISTED
Cotiviti Holdings, Inc.
COTV
– –
-29,551
Closed -$991K
BBRG
3346
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
– –
-49,591
Closed -$237K
PLPM
3347
DELISTED
Planet Payment, Inc
PLPM
– –
-13,464
Closed -$50K
BONT
3348
DELISTED
Bon-Ton Stores Inc/The
BONT
– –
-18,562
Closed -$32K
CEMP
3349
DELISTED
Cempra, Inc.
CEMP
– –
-16,775
Closed -$406K
DGAS
3350
DELISTED
Delta Natural Gas Co Inc
DGAS
– –
-8,940
Closed -$213K
132 133
134
135 136

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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.