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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
TUES
2701
DELISTED
Tuesday Morning Corp
TUES
$605K ﹤0.01%
112,007
-21,874
-16% -$118K
PRH
2702
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$605K ﹤0.01%
24,466
-4,334
-15% -$110K
SGYP
2703
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$604K ﹤0.01%
99,146
+23,800
+32% +$124K
GLIN icon
2704
VanEck India Growth Leaders ETF
GLIN
$93.7M
$603K ﹤0.01%
14,800
– –
RF.PRB
2705
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$601K ﹤0.01%
22,655
+3,012
+15% +$82.8K
HOLI
2706
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$601K ﹤0.01%
32,807
+7,363
+29% +$146K
NEE.PRK
2707
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$601K ﹤0.01%
27,236
-4,615
-14% -$109K
PFC
2708
DELISTED
Premier Financial Corp. Common Stock
PFC
$600K ﹤0.01%
23,668
-13,482
-36% -$305K
MRLN
2709
DELISTED
Marlin Business Services Corp
MRLN
$599K ﹤0.01%
28,682
-2,812
-9% -$55.8K
MTCH icon
2710
Match Group
MTCH
$8.84B
$597K ﹤0.01%
34,902
+23,589
+209% +$418K
TRUP icon
2711
Trupanion
TRUP
$1.05B
$596K ﹤0.01%
38,434
+683
+2% +$11K
STT.PRD
2712
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$596K ﹤0.01%
23,047
-4,018
-15% -$107K
EMWP
2713
DELISTED
Eros Media World PLC
EMWP
$596K ﹤0.01%
2,284
-1,246
-35% -$387K
FBNK
2714
DELISTED
First Connecticut Bancorp, Inc
FBNK
$596K ﹤0.01%
26,298
-3,549
-12% -$71.5K
CNOB icon
2715
Center Bancorp
CNOB
$1.63B
$589K ﹤0.01%
+22,709
New +$492K
EAI
2716
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$327M
$589K ﹤0.01%
+27,829
New +$638K
EMD
2717
Western Asset Emerging Markets Debt Fund
EMD
$609M
$589K ﹤0.01%
40,030
– –
FLIC
2718
DELISTED
First of Long Island Corp
FLIC
$586K ﹤0.01%
20,542
+1,616
+9% +$39.9K
NXRT
2719
NexPoint Residential Trust
NXRT
$665M
$586K ﹤0.01%
26,243
+2,569
+11% +$50.4K
AVAV icon
2720
AeroVironment
AVAV
$7.57B
$585K ﹤0.01%
21,801
-18,655
-46% -$484K
CEVA icon
2721
CEVA Inc
CEVA
$1.01B
$585K ﹤0.01%
17,423
-4,268
-20% -$136K
FLWS icon
2722
1-800-Flowers.com
FLWS
$245M
$585K ﹤0.01%
54,664
+310
+0.6% +$3.12K
DEA
2723
Easterly Government Properties
DEA
$1.18B
$584K ﹤0.01%
11,677
+1,093
+10% +$52.2K
WSR
2724
DELISTED
Whitestone REIT
WSR
$584K ﹤0.01%
40,592
+8,874
+28% +$119K
CNBKA
2725
DELISTED
Century Bancorp Inc/Mass
CNBKA
$581K ﹤0.01%
9,676
+160
+2% +$8.32K
107 108
109
110 111

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.