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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
CTBB
2826
DELISTED
Qwest Corp 6.5% Notes due 2056
CTBB
$459K ﹤0.01%
+20,105
New +$491K
AMFW
2827
DELISTED
AMEC Foster Wheeler plc
AMFW
$459K ﹤0.01%
80,444
-94,627
-54% -$570K
HGH
2828
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$458K ﹤0.01%
15,474
+3,132
+25% +$94.8K
AVXS
2829
DELISTED
AveXis, Inc. Common Stock
AVXS
$458K ﹤0.01%
+9,605
New +$513K
GHDX
2830
DELISTED
Genomic Health, Inc.
GHDX
$457K ﹤0.01%
15,560
-426
-3% -$13K
ATKR icon
2831
Atkore
ATKR
$2.59B
$456K ﹤0.01%
+19,065
New +$392K
PACB icon
2832
Pacific Biosciences
PACB
$422M
$452K ﹤0.01%
118,856
-12,166
-9% -$88.4K
PJH
2833
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$452K ﹤0.01%
18,245
+1,829
+11% +$46.4K
VCYT icon
2834
Veracyte
VCYT
$4.52B
$450K ﹤0.01%
+58,179
New +$435K
HIL
2835
DELISTED
Hill International, Inc. Common Stock
HIL
$450K ﹤0.01%
103,560
-15,204
-13% -$60.5K
SOJB
2836
DELISTED
The Southern Company Series 2016A 5.25% Junior Subordinated Notes due October 1, 2076
SOJB
$450K ﹤0.01%
+20,627
New +$483K
KIM.PRI.CL
2837
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$450K ﹤0.01%
18,490
+460
+3% +$11.6K
OIBR
2838
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$449K ﹤0.01%
+707,478
New +$449K
SNHNI
2839
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$448K ﹤0.01%
19,203
-3,228
-14% -$77.6K
DTLK
2840
DELISTED
Datalink Corp
DTLK
$447K ﹤0.01%
39,692
-24,747
-38% -$267K
SCHW.PRD
2841
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$717M
$446K ﹤0.01%
17,841
-3,155
-15% -$81.9K
WHG icon
2842
Westwood Holdings Group
WHG
$182M
$445K ﹤0.01%
7,414
-2,554
-26% -$145K
VGK icon
2843
Vanguard FTSE Europe ETF
VGK
$30B
$441K ﹤0.01%
9,192
-8,654
-48% -$407K
BBT.PRH
2844
DELISTED
BB&T Corporation
BBT.PRH
$441K ﹤0.01%
18,173
-3,204
-15% -$80.4K
FPI
2845
Farmland Partners
FPI
$419M
$439K ﹤0.01%
39,352
+7,797
+25% +$85.2K
ELC
2846
Entergy Louisiana Collateral Trust Mortgage Bonds 4.875 % Series due Sept 1 2066
ELC
$214M
$438K ﹤0.01%
+20,722
New +$476K
EMP
2847
Entergy Mississippi First Mortgage Bonds 4.90% Series due October 1 2066
EMP
$438K ﹤0.01%
+20,745
New +$477K
JPM.PRE.CL
2848
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$438K ﹤0.01%
16,858
-2,854
-14% -$75.7K
DTJ
2849
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
$437K ﹤0.01%
19,371
+3,478
+22% +$83K
NAT icon
2850
Nordic American Tanker
NAT
$1.37B
$436K ﹤0.01%
52,360
+10,373
+25% +$92.2K
112 113
114
115 116

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.