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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
PJT icon
2526
PJT Partners
PJT
$4.37B
$1.23M ﹤0.01%
26,904
-3,359
-11% -$137K
PNNT
2527
Pennant Park Investment Corp
PNNT
$215M
$1.23M ﹤0.01%
177,495
+23,908
+16% +$177K
SDY icon
2528
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$1.22M ﹤0.01%
12,940
+9,718
+302% +$911K
SHEN icon
2529
Shenandoah Telecom
SHEN
$632M
$1.22M ﹤0.01%
36,019
-16,900
-32% -$622K
CVEO icon
2530
Civeo
CVEO
$379M
$1.21M ﹤0.01%
36,967
+11,168
+43% +$307K
MB
2531
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$1.21M ﹤0.01%
39,709
+30,601
+336% +$942K
OCLR
2532
DELISTED
Oclaro Inc.
OCLR
$1.21M ﹤0.01%
179,032
+32,408
+22% +$239K
RBCAA icon
2533
Republic Bancorp
RBCAA
$1.84B
$1.2M ﹤0.01%
31,666
+4,816
+18% +$194K
MYE icon
2534
Myers Industries
MYE
$1.18B
$1.2M ﹤0.01%
61,705
+940
+2% +$19.7K
PNC.PRP
2535
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.2M ﹤0.01%
42,412
-7,238
-15% -$206K
SILC icon
2536
Silicom
SILC
$228M
$1.2M ﹤0.01%
17,104
-3,334
-16% -$228K
PES
2537
DELISTED
Pioneer Energy Services Corp.
PES
$1.2M ﹤0.01%
393,178
-71,802
-15% -$157K
DRUA
2538
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$1.19M ﹤0.01%
46,653
-7,400
-14% -$189K
IRT icon
2539
Independence Realty Trust
IRT
$3.92B
$1.19M ﹤0.01%
118,115
+11,503
+11% +$119K
LOXO
2540
DELISTED
Loxo Oncology, Inc
LOXO
$1.19M ﹤0.01%
14,144
-12,193
-46% -$1.02M
KG
2541
Kestrel Group
KG
$71.3M
$1.19M ﹤0.01%
9,014
-1,028
-10% -$154K
XENT
2542
DELISTED
Intersect ENT, Inc
XENT
$1.19M ﹤0.01%
36,679
-70,636
-66% -$2.12M
MBUU icon
2543
Malibu Boats
MBUU
$544M
$1.19M ﹤0.01%
39,853
-1,818
-4% -$55.4K
SFS
2544
DELISTED
Smart & Final Stores, Inc.
SFS
$1.18M ﹤0.01%
138,535
+64,357
+87% +$497K
ONC
2545
BeOne Medicines Ltd
ONC
$33.8B
$1.18M ﹤0.01%
12,088
+9,339
+340% +$855K
GBT
2546
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.18M ﹤0.01%
29,868
-6,059
-17% -$226K
EWM icon
2547
iShares MSCI Malaysia ETF
EWM
$305M
$1.17M ﹤0.01%
35,609
+12,088
+51% +$392K
MYRG icon
2548
MYR Group
MYRG
$5.9B
$1.17M ﹤0.01%
32,757
-1,720
-5% -$57.1K
BKT icon
2549
BlackRock Income Trust
BKT
$330M
$1.17M ﹤0.01%
63,149
+2,279
+4% +$42.4K
BMI icon
2550
Badger Meter
BMI
$3.66B
$1.17M ﹤0.01%
24,395
-3,286
-12% -$152K
100 101
102
103 104

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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 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.