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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
HCKT icon
2326
Hackett Group
HCKT
$257M
$1.31M ﹤0.01%
73,971
-13,320
-15% -$225K
AMSF icon
2327
AMERISAFE
AMSF
$563M
$1.3M ﹤0.01%
20,916
-14,914
-42% -$905K
KLIC icon
2328
Kulicke & Soffa
KLIC
$5.03B
$1.3M ﹤0.01%
81,786
+10,975
+15% +$160K
FSB
2329
DELISTED
Franklin Financial Network, Inc.
FSB
$1.3M ﹤0.01%
31,018
+10,262
+49% +$373K
STOR
2330
DELISTED
STORE Capital Corporation
STOR
$1.3M ﹤0.01%
52,501
+1,443
+3% +$37.2K
NNA
2331
DELISTED
Navios Maritime Acquisition Corporation
NNA
$1.29M ﹤0.01%
+50,496
New +$1.13M
BGFV
2332
DELISTED
Big 5 Sporting Goods
BGFV
$1.28M ﹤0.01%
73,927
-29,026
-28% -$510K
YZC
2333
DELISTED
Yanzhou Coal Mining
YZC
$1.28M ﹤0.01%
191,692
+46,902
+32% +$344K
CWST icon
2334
Casella Waste Systems
CWST
$5.69B
$1.28M ﹤0.01%
102,998
-54,153
-34% -$636K
TGH
2335
DELISTED
Textainer Group Holdings limited
TGH
$1.28M ﹤0.01%
171,526
+90,129
+111% +$749K
BANF icon
2336
BancFirst
BANF
$3.92B
$1.28M ﹤0.01%
27,456
+2,800
+11% +$113K
EWT icon
2337
iShares MSCI Taiwan ETF
EWT
$9.92B
$1.28M ﹤0.01%
43,464
-36,491
-46% -$1.12M
SMCI icon
2338
Super Micro Computer
SMCI
$18.8B
$1.28M ﹤0.01%
455,410
-30,570
-6% -$77K
BAC.PRY.CL
2339
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.27M ﹤0.01%
49,961
-8,343
-14% -$218K
OPB
2340
DELISTED
Opus Bank Common Stock
OPB
$1.27M ﹤0.01%
42,386
+10,719
+34% +$286K
CWEN icon
2341
Clearway Energy Class C
CWEN
$4.96B
$1.27M ﹤0.01%
80,420
+6,923
+9% +$108K
REXR icon
2342
Rexford Industrial Realty
REXR
$8.62B
$1.27M ﹤0.01%
54,766
+2,727
+5% +$59.8K
TESO
2343
DELISTED
Tesco Corp
TESO
$1.27M ﹤0.01%
153,686
-45,441
-23% -$360K
BBAR icon
2344
BBVA Argentina
BBAR
$3.89B
$1.27M ﹤0.01%
72,616
+60,012
+476% +$1.12M
WWE
2345
DELISTED
World Wrestling Entertainment
WWE
$1.26M ﹤0.01%
68,621
-151,843
-69% -$2.88M
ENV
2346
DELISTED
ENVESTNET, INC.
ENV
$1.26M ﹤0.01%
35,819
-42,491
-54% -$1.52M
PNK
2347
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.26M ﹤0.01%
86,949
+47,278
+119% +$632K
TI.A
2348
DELISTED
Telecom Italia 10 Svg
TI.A
$1.26M ﹤0.01%
172,825
-2,919
-2% -$19.5K
BLUE
2349
DELISTED
bluebird bio
BLUE
$1.26M ﹤0.01%
1,575
-342
-18% -$272K
ASC icon
2350
Ardmore Shipping
ASC
$667M
$1.26M ﹤0.01%
169,976
-14,998
-8% -$100K
92 93
94
95 96

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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
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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.