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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
SFM icon
2251
Sprouts Farmers Market
SFM
$7.23B
$1.49M ﹤0.01%
78,697
+9,873
+14% +$207K
PSMT icon
2252
Pricesmart
PSMT
$5.81B
$1.49M ﹤0.01%
17,798
-3,685
-17% -$324K
USNA icon
2253
Usana Health Sciences
USNA
$412M
$1.48M ﹤0.01%
24,256
-4,582
-16% -$299K
ADAM
2254
Adamas Trust
ADAM
$783M
$1.48M ﹤0.01%
56,190
+26,375
+88% +$668K
AEM icon
2255
Agnico Eagle Mines
AEM
$73B
$1.48M ﹤0.01%
35,284
+16,280
+86% +$719K
BSBR icon
2256
Santander
BSBR
$40.7B
$1.48M ﹤0.01%
174,091
+54,820
+46% +$412K
BEAT
2257
DELISTED
BioTelemetry, Inc.
BEAT
$1.48M ﹤0.01%
66,172
-7,313
-10% -$143K
PRMW
2258
DELISTED
Primo Water Corporation
PRMW
$1.48M ﹤0.01%
120,151
+16,071
+15% +$206K
RMAX icon
2259
RE/MAX Holdings
RMAX
$207M
$1.47M ﹤0.01%
26,323
-12,999
-33% -$629K
RH icon
2260
RH
RH
$3.4B
$1.47M ﹤0.01%
47,990
+31,613
+193% +$1.02M
LQ
2261
DELISTED
La Quinta Holdings Inc.
LQ
$1.47M ﹤0.01%
103,651
+17,134
+20% +$203K
SRI icon
2262
Stoneridge
SRI
$210M
$1.47M ﹤0.01%
82,981
-11,575
-12% -$196K
CRR
2263
DELISTED
Carbo Ceramics Inc.
CRR
$1.47M ﹤0.01%
140,162
-357,429
-72% -$3.18M
NC icon
2264
NACCO Industries
NC
$353M
$1.47M ﹤0.01%
70,820
-16,414
-19% -$313K
OFIX icon
2265
Orthofix Medical
OFIX
$481M
$1.47M ﹤0.01%
40,501
-93
-0.2% -$3.53K
WIRE
2266
DELISTED
Encore Wire Corp
WIRE
$1.46M ﹤0.01%
33,778
-1,755
-5% -$69.9K
SCHW.PRC
2267
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.46M ﹤0.01%
57,905
-10,091
-15% -$266K
CSS
2268
DELISTED
CSS Industries, Inc.
CSS
$1.46M ﹤0.01%
54,052
-3,426
-6% -$90.2K
SCOR icon
2269
Comscore
SCOR
$107M
$1.46M ﹤0.01%
2,313
-915
-28% -$551K
AROW icon
2270
Arrow Financial
AROW
$664M
$1.45M ﹤0.01%
44,064
-6,174
-12% -$181K
ENT
2271
DELISTED
Global Eagle Entertainment Inc.
ENT
$1.45M ﹤0.01%
8,960
+3,744
+72% +$704K
RM icon
2272
Regional Management Corp
RM
$386M
$1.44M ﹤0.01%
54,766
-13,309
-20% -$317K
RDUS
2273
DELISTED
Radius Health, Inc.
RDUS
$1.44M ﹤0.01%
37,822
+115
+0.3% +$5.47K
SCNB
2274
DELISTED
Suffolk Bancorp
SCNB
$1.43M ﹤0.01%
33,445
-7,630
-19% -$298K
FCBC icon
2275
First Community Bankshares
FCBC
$909M
$1.43M ﹤0.01%
47,437
-15,408
-25% -$412K
89 90
91
92 93

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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.