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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
EPOL icon
2601
iShares MSCI Poland ETF
EPOL
$669M
$772K ﹤0.01%
42,593
+5,109
+14% +$91.2K
MG icon
2602
Mistras Group
MG
$492M
$770K ﹤0.01%
29,995
-12,409
-29% -$283K
OSUR icon
2603
OraSure Technologies
OSUR
$273M
$770K ﹤0.01%
87,674
+5,246
+6% +$43.3K
BUFF
2604
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$770K ﹤0.01%
32,038
+14,302
+81% +$346K
ANIP icon
2605
ANI Pharmaceuticals
ANIP
$1.77B
$768K ﹤0.01%
12,666
+1,010
+9% +$61.8K
PKE icon
2606
Park Aerospace
PKE
$745M
$767K ﹤0.01%
41,106
-15,588
-27% -$266K
VZA.CL
2607
DELISTED
Verizon Communications Inc.
VZA.CL
$767K ﹤0.01%
29,408
-4,817
-14% -$128K
NNBR icon
2608
NN Inc
NNBR
$272M
$765K ﹤0.01%
40,133
+834
+2% +$14.8K
LMOS
2609
DELISTED
Lumos Networks Corp
LMOS
$762K ﹤0.01%
48,772
+3,058
+7% +$44.5K
TERP
2610
DELISTED
TerraForm Power, Inc
TERP
$761K ﹤0.01%
59,391
+14,406
+32% +$187K
BOOT icon
2611
Boot Barn
BOOT
$4.55B
$756K ﹤0.01%
60,396
+5,324
+10% +$71.7K
HSTM icon
2612
HealthStream
HSTM
$793M
$755K ﹤0.01%
30,146
+18,864
+167% +$486K
GORO icon
2613
Goldgroup Mining Inc.
GORO
$151M
$753K ﹤0.01%
173,203
+30,537
+21% +$151K
AAIC
2614
DELISTED
Arlington Asset Investment Corp.
AAIC
$753K ﹤0.01%
50,809
+6,697
+15% +$102K
OKSB
2615
DELISTED
Southwest Bancorp Inc/OK
OKSB
$753K ﹤0.01%
25,950
-200
-0.8% -$4.4K
AY
2616
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$752K ﹤0.01%
38,875
+5,040
+15% +$92K
BFX
2617
DELISTED
BowFlex Inc.
BFX
$751K ﹤0.01%
40,605
-38,345
-49% -$713K
CRAI icon
2618
CRA International
CRAI
$1.1B
$749K ﹤0.01%
20,451
-5,859
-22% -$185K
CVGW
2619
DELISTED
Calavo Growers
CVGW
$749K ﹤0.01%
12,197
-726
-6% -$44.2K
STN icon
2620
Stantec
STN
$7.69B
$748K ﹤0.01%
29,631
+5,706
+24% +$141K
ADMS
2621
DELISTED
Adamas Pharmaceuticals
ADMS
$746K ﹤0.01%
44,134
-30,965
-41% -$479K
JCAP
2622
DELISTED
Jernigan Capital, Inc.
JCAP
$745K ﹤0.01%
35,379
+11
+0% +$210
FF icon
2623
Future Fuel
FF
$204M
$743K ﹤0.01%
53,431
-33,610
-39% -$435K
WIX icon
2624
WIX.com
WIX
$2.15B
$735K ﹤0.01%
16,504
+484
+3% +$21.8K
SPWR
2625
DELISTED
SunPower Corporation Common Stock
SPWR
$728K ﹤0.01%
168,289
-18,869
-10% -$92.3K
103 104
105
106 107

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AF
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MCM
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PSUF
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IA
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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.