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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
MSEX icon
2576
Middlesex Water
MSEX
$1.05B
$1.12M ﹤0.01%
28,099
-14,054
-33% -$606K
LDL
2577
DELISTED
Lydall, Inc.
LDL
$1.12M ﹤0.01%
22,010
-7,019
-24% -$384K
TG icon
2578
Tredegar Corp
TG
$268M
$1.12M ﹤0.01%
58,114
-2,171
-4% -$41.6K
PLYA
2579
DELISTED
Playa Hotels & Resorts
PLYA
$1.11M ﹤0.01%
103,343
+22,483
+28% +$239K
HZN
2580
DELISTED
Horizon Global Corporation
HZN
$1.11M ﹤0.01%
79,495
+31,759
+67% +$481K
ATRI
2581
DELISTED
Atrion Corp
ATRI
$1.11M ﹤0.01%
1,764
+2
+0.1% +$1.31K
CRMT icon
2582
America's Car Mart
CRMT
$25.3M
$1.11M ﹤0.01%
24,879
+2,261
+10% +$99.2K
DEA
2583
Easterly Government Properties
DEA
$1.18B
$1.11M ﹤0.01%
20,818
+7,009
+51% +$366K
RYZ
2584
Ryerson Holding Corp
RYZ
$1.6B
$1.11M ﹤0.01%
106,545
-20,201
-16% -$188K
AAOI icon
2585
Applied Optoelectronics
AAOI
$8.04B
$1.11M ﹤0.01%
29,279
+15,057
+106% +$664K
SHOP icon
2586
Shopify
SHOP
$148B
$1.1M ﹤0.01%
109,430
+12,730
+13% +$130K
CBF
2587
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$1.1M ﹤0.01%
26,388
-24,758
-48% -$1.01M
SEDG icon
2588
SolarEdge
SEDG
$2.59B
$1.1M ﹤0.01%
29,310
-6,640
-18% -$229K
DCO icon
2589
Ducommun
DCO
$2.68B
$1.1M ﹤0.01%
38,601
+26,110
+209% +$781K
FOLD
2590
DELISTED
Amicus Therapeutics
FOLD
$1.1M ﹤0.01%
76,189
+3,266
+4% +$44.9K
CHGG icon
2591
Chegg
CHGG
$108M
$1.09M ﹤0.01%
66,760
+22,484
+51% +$344K
SUP
2592
DELISTED
Superior Industries International
SUP
$1.09M ﹤0.01%
73,422
+10,738
+17% +$171K
ITG
2593
DELISTED
Investment Technology Group Inc
ITG
$1.08M ﹤0.01%
56,363
-3,734
-6% -$75.6K
IPI icon
2594
Intrepid Potash
IPI
$460M
$1.08M ﹤0.01%
22,737
+5,985
+36% +$233K
LBAI
2595
DELISTED
Lakeland Bancorp Inc
LBAI
$1.08M ﹤0.01%
56,076
+3,459
+7% +$70.1K
EWA icon
2596
iShares MSCI Australia ETF
EWA
$1.34B
$1.08M ﹤0.01%
46,462
-2,011
-4% -$45.9K
CNOB icon
2597
Center Bancorp
CNOB
$1.63B
$1.07M ﹤0.01%
41,643
+2,264
+6% +$59.4K
IR icon
2598
Ingersoll Rand
IR
$33B
$1.07M ﹤0.01%
31,590
+9,622
+44% +$287K
INF
2599
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$1.07M ﹤0.01%
82,802
+23,413
+39% +$305K
HSTM icon
2600
HealthStream
HSTM
$793M
$1.07M ﹤0.01%
46,166
-3,888
-8% -$91.5K
102 103
104
105 106

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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.