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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
WFC.PRR
2351
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.25M ﹤0.01%
46,271
-8,082
-15% -$228K
JBSS icon
2352
John B. Sanfilippo & Son
JBSS
$985M
$1.25M ﹤0.01%
17,759
-18,105
-50% -$1.11M
PKD
2353
DELISTED
Parker Drilling Company
PKD
$1.25M ﹤0.01%
32,021
-8,652
-21% -$296K
LNN icon
2354
Lindsay Corp
LNN
$1.16B
$1.24M ﹤0.01%
16,609
-910
-5% -$72.1K
TILE icon
2355
Interface
TILE
$1.95B
$1.24M ﹤0.01%
66,802
-20,845
-24% -$359K
IRS
2356
IRSA Inversiones y Representaciones
IRS
$1.29B
$1.24M ﹤0.01%
+69,681
New +$1.24M
RRGB icon
2357
Red Robin
RRGB
$135M
$1.23M ﹤0.01%
21,823
-4,341
-17% -$217K
RAVN
2358
DELISTED
Raven Industries Inc
RAVN
$1.23M ﹤0.01%
48,806
-1,268
-3% -$30.1K
THD icon
2359
iShares MSCI Thailand ETF
THD
$363M
$1.23M ﹤0.01%
17,042
-3,622
-18% -$259K
ACRE
2360
Ares Commercial Real Estate
ACRE
$256M
$1.23M ﹤0.01%
89,431
-7,057
-7% -$93.8K
WUBA
2361
DELISTED
58.com Inc
WUBA
$1.22M ﹤0.01%
+43,719
New +$1.62M
LSCC icon
2362
Lattice Semiconductor
LSCC
$16.5B
$1.21M ﹤0.01%
164,434
-46,630
-22% -$324K
RGEN icon
2363
Repligen
RGEN
$7.44B
$1.21M ﹤0.01%
39,127
-6,164
-14% -$191K
SHI
2364
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.21M ﹤0.01%
22,269
-6,716
-23% -$349K
AVAL icon
2365
Grupo Aval
AVAL
$5.72B
$1.2M ﹤0.01%
151,617
-6,059
-4% -$48.4K
CHEF icon
2366
Chefs' Warehouse
CHEF
$3.85B
$1.2M ﹤0.01%
76,050
-10,008
-12% -$132K
RUTH
2367
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.2M ﹤0.01%
65,683
-42,567
-39% -$701K
TVPT
2368
DELISTED
Travelport Worldwide Limited
TVPT
$1.2M ﹤0.01%
85,133
+67,063
+371% +$934K
GG
2369
DELISTED
Goldcorp Inc
GG
$1.2M ﹤0.01%
88,244
+6,401
+8% +$89.2K
SND icon
2370
Smart Sand
SND
$201M
$1.2M ﹤0.01%
+72,440
New +$963K
CHFN
2371
DELISTED
Charter Financial Corp
CHFN
$1.2M ﹤0.01%
71,936
-72,007
-50% -$1.01M
CCC
2372
DELISTED
Calgon Carbon Corp
CCC
$1.2M ﹤0.01%
70,370
-12,179
-15% -$204K
CFNL
2373
DELISTED
Cardinal Financial Corp
CFNL
$1.2M ﹤0.01%
36,487
-5,106
-12% -$151K
VRN
2374
DELISTED
Veren
VRN
$1.19M ﹤0.01%
87,886
+23,634
+37% +$303K
SPNC
2375
DELISTED
Spectranetics Corp
SPNC
$1.19M ﹤0.01%
48,661
+108
+0.2% +$2.54K
93 94
95
96 97

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BAM
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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.