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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
+6.55%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$100B
AUM Growth
+$8.17B
Cap. Flow
+$2.84B
Cap. Flow %
2.83%
Top 10 Hldgs %
14.86%
Holding
4,211
New
173
Increased
2,323
Reduced
1,382
Closed
308

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$417M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$124M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
4
WFC icon
Wells Fargo
WFC
+$115M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$99.8M

Top Sells

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$71.9M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$71.8M
3
BCR
CR Bard Inc.
BCR
+$60.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$49.3M
5
CVS icon
CVS Health
CVS
+$42.9M

Sector Composition

Rank Sector Weight
1 Financials 15.26%
2 Technology 13.25%
3 Healthcare 11.09%
4 Industrials 8.97%
5 Consumer Discretionary 8.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NETI
2476
DELISTED
Eneti Inc.
NETI
$1.37M ﹤0.01%
19,879
-3,624
-15% -$252K
ACRE
2477
Ares Commercial Real Estate
ACRE
$252M
$1.36M ﹤0.01%
105,801
+17,218
+19% +$229K
TR icon
2478
Tootsie Roll Industries
TR
$2.82B
$1.36M ﹤0.01%
48,921
+1,048
+2% +$29.3K
TI.A
2479
DELISTED
Telecom Italia 10 Svg
TI.A
$1.36M ﹤0.01%
188,842
+9,926
+6% +$70.7K
PEBO icon
2480
Peoples Bancorp
PEBO
$1.45B
$1.36M ﹤0.01%
41,691
+19,665
+89% +$655K
BSFT
2481
DELISTED
BroadSoft, Inc.
BSFT
$1.36M ﹤0.01%
24,776
-19,356
-44% -$1.05M
EHTH icon
2482
eHealth
EHTH
$42.5M
$1.35M ﹤0.01%
77,900
+19,011
+32% +$425K
CJ
2483
DELISTED
C&J Energy Services, Inc.
CJ
$1.35M ﹤0.01%
40,427
+25,550
+172% +$769K
IWO icon
2484
iShares Russell 2000 Growth ETF
IWO
$14.5B
$1.35M ﹤0.01%
7,225
-1,677
-19% -$306K
HSII
2485
DELISTED
Heidrick & Struggles
HSII
$1.35M ﹤0.01%
54,881
+1,571
+3% +$36.8K
TK icon
2486
Teekay
TK
$975M
$1.34M ﹤0.01%
144,302
+24,096
+20% +$209K
HMHC
2487
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.34M ﹤0.01%
144,492
+22,109
+18% +$221K
IBCP icon
2488
Independent Bank Corp
IBCP
$776M
$1.34M ﹤0.01%
59,772
+22,386
+60% +$504K
AMBA icon
2489
Ambarella
AMBA
$2.99B
$1.33M ﹤0.01%
22,692
+5,503
+32% +$306K
TDAY
2490
USA Today Co
TDAY
$1.23B
$1.32M ﹤0.01%
78,889
+16,841
+27% +$273K
TFIN icon
2491
Triumph Financial Inc
TFIN
$1.84B
$1.32M ﹤0.01%
41,851
+31,483
+304% +$994K
EGL
2492
DELISTED
Engility Holdings, Inc.
EGL
$1.31M ﹤0.01%
46,363
-520
-1% -$15.8K
CENT icon
2493
Central Garden & Pet Co
CENT
$2.74B
$1.3M ﹤0.01%
41,778
-13,848
-25% -$424K
SHOE
2494
Shoe Station Group
SHOE
$395M
$1.3M ﹤0.01%
96,996
-2,460
-2% -$28.5K
LILAK icon
2495
Liberty Latin America Class C
LILAK
$1.5B
$1.3M ﹤0.01%
76,128
-21,390
-22% -$402K
HOME
2496
DELISTED
At Home Group Inc.
HOME
$1.29M ﹤0.01%
+42,586
New +$1.04M
AGIO icon
2497
Agios Pharmaceuticals
AGIO
$2.16B
$1.29M ﹤0.01%
22,580
+1,015
+5% +$63.9K
VIA
2498
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.29M ﹤0.01%
20,805
+1,710
+9% +$112K
AFI
2499
DELISTED
Armstrong Flooring, Inc.
AFI
$1.29M ﹤0.01%
76,042
+29,791
+64% +$483K
SPWR
2500
DELISTED
SunPower Corporation Common Stock
SPWR
$1.28M ﹤0.01%
232,719
-26,584
-10% -$138K
98 99
100
101 102

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q4 2017 Portfolio in Review

As of Q4 2017, Parametric Portfolio Associates held 4,211 positions worth $100B, up 8.9% from $92.1B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q4 2017 filing shows 173 new, 2,323 increased, 1,382 reduced and 308 closed positions. Its largest new stake was Arcos Dorados Holdings: 1,731,459 shares worth $17.4M. The largest sale was GE Aerospace, an estimated $71.9M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2017 buy was Arcos Dorados Holdings: 1,731,459 shares worth $17.4M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2017, an estimated $417M increase.
  • Parametric Portfolio Associates's biggest Q4 2017 reduction was GE Aerospace, cutting an estimated $71.9M.
  • Parametric Portfolio Associates fully exited Level 3 Communications Inc in Q4 2017, selling an estimated $32.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $100B portfolio in Q4 2017.
  • Parametric Portfolio Associates opened 173 new positions and closed 308 in Q4 2017.
  • Parametric Portfolio Associates's portfolio value rose 8.9% quarter-over-quarter to $100B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2017, filed 14 Feb 2018.