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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
WAC
2876
DELISTED
Walter Investment Mgt Corp
WAC
$411K ﹤0.01%
86,521
+16,971
+24% +$91.9K
BLDR icon
2877
Builders FirstSource
BLDR
$7.84B
$410K ﹤0.01%
37,345
-29,287
-44% -$318K
IMMU
2878
DELISTED
Immunomedics Inc
IMMU
$410K ﹤0.01%
111,685
+85,636
+329% +$253K
VNDA icon
2879
Vanda Pharmaceuticals
VNDA
$312M
$409K ﹤0.01%
+25,650
New +$412K
JPM.PRB.CL
2880
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$409K ﹤0.01%
15,236
-2,607
-15% -$71.2K
YDKN
2881
DELISTED
Yadkin Financial Corporation
YDKN
$407K ﹤0.01%
11,882
-11,326
-49% -$344K
VTWV icon
2882
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$405K ﹤0.01%
+3,925
New +$376K
VNCE icon
2883
Vince Holding Corp
VNCE
$76.2M
$401K ﹤0.01%
9,906
-5,912
-37% -$282K
JUNO
2884
DELISTED
Juno Therapeutics, Inc.
JUNO
$398K ﹤0.01%
21,113
+6,109
+41% +$149K
MLR icon
2885
Miller Industries
MLR
$586M
$397K ﹤0.01%
14,999
-4,962
-25% -$121K
ELGX
2886
DELISTED
Endologix Inc
ELGX
$395K ﹤0.01%
6,906
+53
+0.8% +$4.86K
MBB icon
2887
iShares MBS ETF
MBB
$39B
$394K ﹤0.01%
3,701
– –
ARRY
2888
DELISTED
Array Biopharma Inc
ARRY
$394K ﹤0.01%
44,798
-25,090
-36% -$185K
VOE icon
2889
Vanguard Mid-Cap Value ETF
VOE
$23.7B
$389K ﹤0.01%
4,000
-61
-2% -$5.79K
NEE.PRH.CL
2890
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$389K ﹤0.01%
16,325
-2,959
-15% -$73.3K
LGTY
2891
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$387K ﹤0.01%
37,467
+3,605
+11% +$38.5K
CHUY
2892
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$385K ﹤0.01%
11,853
+1,138
+11% +$34.4K
OSBC icon
2893
Old Second Bancorp
OSBC
$1.24B
$383K ﹤0.01%
34,678
+5,807
+20% +$52.6K
HALO icon
2894
Halozyme
HALO
$9.72B
$380K ﹤0.01%
38,476
+2,615
+7% +$28.6K
VTRB
2895
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$380K ﹤0.01%
15,847
+1,477
+10% +$37.5K
FXO icon
2896
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$377K ﹤0.01%
13,958
-803
-5% -$20.5K
MODV
2897
DELISTED
ModivCare
MODV
$377K ﹤0.01%
9,916
-6,573
-40% -$266K
TCBK icon
2898
TriCo Bancshares
TCBK
$1.85B
$377K ﹤0.01%
11,040
-1,243
-10% -$36.9K
PI icon
2899
Impinj
PI
$3.89B
$375K ﹤0.01%
+10,599
New +$325K
LGIH icon
2900
LGI Homes
LGIH
$1.4B
$374K ﹤0.01%
13,002
-33,677
-72% -$1.06M
114 115
116
117 118

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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.