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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
VRTU
2301
DELISTED
Virtusa Corporation
VRTU
$1.36M ﹤0.01%
53,975
+13,279
+33% +$293K
FCB
2302
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.35M ﹤0.01%
28,375
+1,816
+7% +$75.2K
GOVT icon
2303
iShares US Treasury Bond ETF
GOVT
$43.7B
$1.35M ﹤0.01%
54,050
-3,430
-6% -$86.9K
MOV icon
2304
Movado Group
MOV
$831M
$1.35M ﹤0.01%
46,800
-19,054
-29% -$491K
RNET
2305
DELISTED
RigNet, Inc.
RNET
$1.35M ﹤0.01%
58,138
-7,074
-11% -$125K
STC icon
2306
Stewart Information Services
STC
$2.04B
$1.34M ﹤0.01%
29,108
+4,979
+21% +$223K
ALJ
2307
DELISTED
Alon USA Energy Inc
ALJ
$1.34M ﹤0.01%
117,774
-5,870
-5% -$55.1K
CRD.B icon
2308
Crawford & Co Class B
CRD.B
$496M
$1.34M ﹤0.01%
106,497
+15,927
+18% +$197K
DFRG
2309
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.34M ﹤0.01%
78,734
+20,256
+35% +$318K
STE icon
2310
Steris
STE
$21.3B
$1.34M ﹤0.01%
19,830
-844
-4% -$57.2K
ECHO
2311
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.34M ﹤0.01%
53,332
-13,539
-20% -$330K
BAC.PRW.CL
2312
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.34M ﹤0.01%
51,979
-8,675
-14% -$227K
ACAD icon
2313
Acadia Pharmaceuticals
ACAD
$4.39B
$1.33M ﹤0.01%
46,235
-8,470
-15% -$224K
IIIN icon
2314
Insteel Industries
IIIN
$622M
$1.33M ﹤0.01%
37,366
+3,754
+11% +$127K
CZZ
2315
DELISTED
Cosan Limited
CZZ
$1.33M ﹤0.01%
177,148
-715
-0.4% -$5.62K
AEPI
2316
DELISTED
AEP Industries Inc
AEPI
$1.33M ﹤0.01%
11,439
-6,824
-37% -$774K
PRTA icon
2317
Prothena Corp
PRTA
$458M
$1.33M ﹤0.01%
26,970
+14,703
+120% +$811K
ELP
2318
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.32M ﹤0.01%
390,210
+315,202
+420% +$1.21M
Z icon
2319
Zillow
Z
$7.45B
$1.32M ﹤0.01%
36,233
+998
+3% +$35.2K
EGRX
2320
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.32M ﹤0.01%
16,635
+12,592
+311% +$915K
BZH icon
2321
Beazer Homes USA
BZH
$908M
$1.31M ﹤0.01%
98,781
-90,790
-48% -$1.12M
ALNY icon
2322
Alnylam Pharmaceuticals
ALNY
$37.7B
$1.31M ﹤0.01%
35,063
-10,912
-24% -$457K
FIZZ icon
2323
National Beverage
FIZZ
$2.94B
$1.31M ﹤0.01%
51,310
-9,664
-16% -$237K
LTXB
2324
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1.31M ﹤0.01%
30,425
+5,972
+24% +$223K
KRO icon
2325
KRONOS Worldwide
KRO
$701M
$1.31M ﹤0.01%
109,531
+8,464
+8% +$85.8K
91 92
93
94 95

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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.