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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
BHBK
2951
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$331K ﹤0.01%
17,669
+364
+2% +$6.08K
ENTA icon
2952
Enanta Pharmaceuticals
ENTA
$372M
$330K ﹤0.01%
9,865
-1,764
-15% -$50.6K
DPLO
2953
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$329K ﹤0.01%
26,080
-63,116
-71% -$1.18M
GABC icon
2954
German American Bancorp
GABC
$1.82B
$328K ﹤0.01%
9,353
-5,808
-38% -$176K
NGVC icon
2955
Vitamin Cottage Natural Grocers
NGVC
$691M
$328K ﹤0.01%
27,558
+7,228
+36% +$85.8K
KIM.PRK.CL
2956
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$328K ﹤0.01%
13,995
-2,462
-15% -$60.5K
MS.PRF icon
2957
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$327K ﹤0.01%
+12,093
New +$339K
ERUS
2958
DELISTED
iShares MSCI Russia ETF
ERUS
$327K ﹤0.01%
9,757
-2,517
-21% -$76.8K
NNN.PRD.CL
2959
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$327K ﹤0.01%
13,004
-2,259
-15% -$57.3K
AFGH
2960
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$324K ﹤0.01%
12,943
-2,230
-15% -$57.1K
VICR icon
2961
Vicor
VICR
$9.62B
$323K ﹤0.01%
21,400
-1,365
-6% -$18.9K
SPWH icon
2962
Sportsman's Warehouse
SPWH
$43.7M
$321K ﹤0.01%
34,158
-50,701
-60% -$481K
ZAGG
2963
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$320K ﹤0.01%
45,070
-34,521
-43% -$244K
BOLD
2964
DELISTED
Audentes Therapeutics, Inc
BOLD
$319K ﹤0.01%
17,450
-40,966
-70% -$708K
UFI icon
2965
UNIFI
UFI
$117M
$318K ﹤0.01%
9,731
+45
+0.5% +$1.38K
GMTA
2966
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$318K ﹤0.01%
13,664
-2,374
-15% -$57.9K
SIGM
2967
DELISTED
Sigma Designs Inc
SIGM
$317K ﹤0.01%
52,798
-51,609
-49% -$371K
C.PRJ
2968
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$317K ﹤0.01%
11,339
-1,853
-14% -$52K
ADUS icon
2969
Addus HomeCare
ADUS
$2.14B
$315K ﹤0.01%
9,000
-1,110
-11% -$34.2K
ATRO icon
2970
Astronics
ATRO
$3.45B
$315K ﹤0.01%
12,860
+207
+2% +$5.46K
FTS icon
2971
Fortis
FTS
$30B
$315K ﹤0.01%
+10,209
New +$317K
AVHI
2972
DELISTED
A V Homes, Inc.
AVHI
$315K ﹤0.01%
19,918
+3,830
+24% +$61.8K
GTN icon
2973
Gray Television
GTN
$407M
$314K ﹤0.01%
28,926
-10,196
-26% -$100K
NOAH
2974
Noah Holdings
NOAH
$588M
$314K ﹤0.01%
14,303
+2,741
+24% +$65.9K
BOX icon
2975
Box
BOX
$4.02B
$311K ﹤0.01%
22,433
+9,834
+78% +$146K
117 118
119
120 121

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NIPH
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AF
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MCM
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PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.