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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
FUEL
3351
DELISTED
Rocket Fuel Inc.
FUEL
– –
-11,476
Closed -$30K
GSOL
3352
DELISTED
Global Sources Ltd
GSOL
– –
-11,959
Closed -$101K
TVIA
3353
DELISTED
TerraVia Holdings, Inc. Common Stock
TVIA
– –
-23,608
Closed -$65K
COVS
3354
DELISTED
Covisint Corporation
COVS
– –
-12,559
Closed -$27K
PWE
3355
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-19,862
Closed -$36K
ADPT
3356
DELISTED
Adeptus Health Inc
ADPT
– –
-11,018
Closed -$474K
MPG
3357
DELISTED
Metaldyne Performance Group Inc.
MPG
– –
-24,680
Closed -$391K
HGG
3358
DELISTED
hhgregg Inc.
HGG
– –
-17,585
Closed -$32K
EMG
3359
DELISTED
Emergent Capital, Inc.
EMG
– –
-17,116
Closed -$50K
VA
3360
DELISTED
Virgin America Inc.
VA
– –
-59,113
Closed -$3.16M
LGF
3361
DELISTED
Lions Gate Entertainment
LGF
– –
-46,019
Closed -$920K
TLN
3362
DELISTED
Talen Energy Corporation
TLN
– –
-207,246
Closed -$2.87M
EVDY
3363
DELISTED
Everyday Health, Inc.
EVDY
– –
-23,341
Closed -$179K
IM
3364
DELISTED
Ingram Micro
IM
– –
-1,043,890
Closed -$37.2M
SEMI
3365
DELISTED
SunEdison Semiconductor Limited
SEMI
– –
-192,528
Closed -$2.19M
AMSG
3366
DELISTED
Amsurg Corp
AMSG
– –
-153,953
Closed -$10.3M
MHGC
3367
DELISTED
Morgans Hotel Group Co.
MHGC
– –
-14,098
Closed -$28K
ININ
3368
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-24,025
Closed -$1.45M
PPS
3369
DELISTED
Post Properties
PPS
– –
-181,382
Closed -$12M
CVT
3370
DELISTED
CVENT, INC.
CVT
– –
-8,203
Closed -$260K
ACW
3371
DELISTED
Accuride Corp
ACW
– –
-26,731
Closed -$68K
SAAS
3372
DELISTED
inContact, Inc.
SAAS
– –
-31,110
Closed -$435K
AVG
3373
DELISTED
AVG Technologies N.V.
AVG
– –
-56,723
Closed -$1.42M
BLOX
3374
DELISTED
Infoblox Inc
BLOX
– –
-39,398
Closed -$1.04M
FLTX
3375
DELISTED
Fleetmatics Group PLC
FLTX
– –
-59,747
Closed -$3.58M
133 134
135
136 137

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PSUF
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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.