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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
ENO
2726
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92M
$578K ﹤0.01%
24,765
-4,378
-15% -$110K
THR
2727
DELISTED
Thermon Group Holdings
THR
$578K ﹤0.01%
30,264
+437
+1% +$8.57K
PTVCB
2728
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$576K ﹤0.01%
22,855
-2,712
-11% -$68.8K
POWL icon
2729
Powell Industries
POWL
$8.46B
$575K ﹤0.01%
44,199
-11,796
-21% -$156K
LYTS icon
2730
LSI Industries
LYTS
$853M
$573K ﹤0.01%
58,862
-12,016
-17% -$118K
JOE icon
2731
St. Joe Company
JOE
$3.57B
$572K ﹤0.01%
30,095
+12,087
+67% +$231K
SBY
2732
DELISTED
Silver Bay Realty Trust Corp.
SBY
$572K ﹤0.01%
33,401
-23,646
-41% -$406K
ACGLP
2733
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
$571K ﹤0.01%
+27,043
New +$613K
ALDR
2734
DELISTED
Alder Biopharmaceuticals
ALDR
$570K ﹤0.01%
27,382
-38,987
-59% -$1.01M
AFSD
2735
DELISTED
AFLAC Inc
AFSD
$569K ﹤0.01%
23,512
+1,830
+8% +$46.1K
AIVI icon
2736
WisdomTree International AI Enhanced Value Fund
AIVI
$60.2M
$568K ﹤0.01%
+15,200
New +$568K
INOV
2737
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$566K ﹤0.01%
54,941
-867,990
-94% -$11.8M
AORT icon
2738
Artivion
AORT
$1.23B
$564K ﹤0.01%
29,428
+7,849
+36% +$143K
TLYS icon
2739
Tilly's
TLYS
$115M
$561K ﹤0.01%
42,561
-57,973
-58% -$646K
SPCB icon
2740
SuperCom
SPCB
$67.3M
$560K ﹤0.01%
826
– –
SRDX
2741
DELISTED
Surmodics
SRDX
$554K ﹤0.01%
21,799
-10,642
-33% -$280K
CACQ
2742
DELISTED
Caesars Acquisition Company
CACQ
$554K ﹤0.01%
+41,065
New +$500K
IWO icon
2743
iShares Russell 2000 Growth ETF
IWO
$14.5B
$553K ﹤0.01%
3,595
-6,077
-63% -$907K
TIP icon
2744
iShares TIPS Bond ETF
TIP
$14.5B
$553K ﹤0.01%
4,884
+8
+0.2% +$913
LAYN
2745
DELISTED
Layne Christensen Co
LAYN
$553K ﹤0.01%
50,850
-12,277
-19% -$119K
CRVL icon
2746
CorVel
CRVL
$3.05B
$550K ﹤0.01%
45,090
+459
+1% +$5.25K
BKCC
2747
DELISTED
BlackRock Capital Investment Corporation
BKCC
$550K ﹤0.01%
78,963
-18
-0% -$135
CNH
2748
CNH Industrial
CNH
$13.8B
$549K ﹤0.01%
72,580
+60,489
+500% +$424K
EMCI
2749
DELISTED
EMC INS Group Inc
EMCI
$549K ﹤0.01%
18,287
-2,617
-13% -$72K
CHUBA
2750
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$548K ﹤0.01%
36,527
-7,444
-17% -$112K
108 109
110
111 112

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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.