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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
AOSL icon
2551
Alpha and Omega Semiconductor
AOSL
$923M
$1.17M ﹤0.01%
71,189
+621
+0.9% +$10.9K
KTOS icon
2552
Kratos Defense & Security Solutions
KTOS
$8.88B
$1.17M ﹤0.01%
109,987
-83,519
-43% -$953K
GS.PRJ
2553
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.17M ﹤0.01%
43,950
-6,814
-13% -$185K
SEB icon
2554
Seaboard Corp
SEB
$4.52B
$1.16M ﹤0.01%
264
-255
-49% -$1.11M
PCTY icon
2555
Paylocity
PCTY
$6.71B
$1.16M ﹤0.01%
24,661
-14,743
-37% -$715K
KYNB
2556
Kyntra Bio
KYNB
$28.5M
$1.16M ﹤0.01%
978
-798
-45% -$1M
KW
2557
DELISTED
Kennedy-Wilson Holdings
KW
$1.16M ﹤0.01%
66,760
-35,757
-35% -$673K
CRAI icon
2558
CRA International
CRAI
$1.1B
$1.16M ﹤0.01%
25,722
-113
-0.4% -$4.96K
VIG icon
2559
Vanguard Dividend Appreciation ETF
VIG
$111B
$1.16M ﹤0.01%
11,321
+8,018
+243% +$789K
PGNX
2560
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$1.15M ﹤0.01%
194,031
+74,465
+62% +$452K
IRWD icon
2561
Ironwood Pharmaceuticals
IRWD
$611M
$1.15M ﹤0.01%
91,863
+14,337
+18% +$187K
GDO
2562
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.15M ﹤0.01%
63,961
-13,521
-17% -$245K
CBIO
2563
Crescent Biopharma
CBIO
$602M
$1.15M ﹤0.01%
684
-87
-11% -$115K
AXTI icon
2564
AXT Inc
AXTI
$3.09B
$1.15M ﹤0.01%
131,707
-32,900
-20% -$301K
WAIR
2565
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.15M ﹤0.01%
154,806
+51,497
+50% +$426K
PRTK
2566
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$1.14M ﹤0.01%
63,565
+9,988
+19% +$208K
CHFN
2567
DELISTED
Charter Financial Corp
CHFN
$1.14M ﹤0.01%
64,888
+25,968
+67% +$478K
ALRM icon
2568
Alarm.com
ALRM
$2.56B
$1.14M ﹤0.01%
30,129
-16,140
-35% -$697K
TBHC
2569
DELISTED
The Brand House Collective
TBHC
$1.14M ﹤0.01%
94,926
-2,374
-2% -$29.1K
OMN
2570
DELISTED
OMNOVA Solutions Inc.
OMN
$1.14M ﹤0.01%
113,471
+21,450
+23% +$229K
CRVL icon
2571
CorVel
CRVL
$3.05B
$1.13M ﹤0.01%
64,251
+5,229
+9% +$98.5K
MX
2572
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.13M ﹤0.01%
134,833
-26,524
-16% -$223K
VRA icon
2573
Vera Bradley
VRA
$105M
$1.13M ﹤0.01%
92,963
+14,211
+18% +$128K
MC icon
2574
Moelis & Co
MC
$4.98B
$1.13M ﹤0.01%
23,238
-27,239
-54% -$1.23M
VRAY
2575
DELISTED
ViewRay, Inc.
VRAY
$1.12M ﹤0.01%
+121,308
New +$971K
101 102
103
104 105

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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.