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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
RSTI
3376
DELISTED
Rofin-Sinar Technologies Inc
RSTI
– –
-52,741
Closed -$1.7M
CPHD
3377
DELISTED
Cepheid Inc
CPHD
– –
-55,178
Closed -$2.91M
N
3378
DELISTED
Netsuite Inc
N
– –
-120,120
Closed -$13.3M
RAX
3379
DELISTED
Rackspace Hosting Inc
RAX
– –
-322,381
Closed -$10.2M
SGI
3380
DELISTED
Silicon Graphics Intl.
SGI
– –
-305,019
Closed -$2.35M
COB
3381
DELISTED
CommunityOne Bancorp
COB
– –
-30,857
Closed -$427K
PGND
3382
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
– –
-51,325
Closed -$2.07M
ITC
3383
DELISTED
ITC HOLDINGS CORP
ITC
– –
-324,902
Closed -$15.1M
EPIQ
3384
DELISTED
EPIQ SYSTEMS INC
EPIQ
– –
-82,190
Closed -$1.35M
ESI
3385
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
– –
-12,257
Closed -$1K
SUNE
3386
DELISTED
SUNEDISON, INC COM
SUNE
– –
-14,797
Closed -$1K
STRZA
3387
DELISTED
Starz - Series A
STRZA
– –
-141,589
Closed -$4.42M
SPP
3388
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
– –
-63,138
Closed -$328K
TSRX
3389
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
$0 ﹤0.01%
55,243
-710
-1% –
EMKR
3390
DELISTED
Emcore Corp
EMKR
– –
-1,822
Closed -$104K
MESA
3391
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ADVNB
3392
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
MNC
3393
DELISTED
MONACO COACH CORP
MNC
– –
-1
Closed –
DTSI
3394
DELISTED
DTS, Inc.
DTSI
– –
-38,599
Closed -$1.64M
BDSI
3395
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-802,603
Closed -$2.17M
BAS
3396
DELISTED
Basis Energy Services, Inc.
BAS
– –
-325
Closed -$154K
OMED
3397
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
– –
-12,567
Closed -$144K
OSIR
3398
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
– –
-12,618
Closed -$63K
RTK
3399
DELISTED
Rentech, Inc.
RTK
– –
-21,902
Closed -$64K
DLR.PRF.CL
3400
DELISTED
Digital Realty Trust Inc
DLR.PRF.CL
– –
-9,052
Closed -$234K
133 134 135
136
137

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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.