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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
HRTX icon
2626
Heron Therapeutics
HRTX
$86.3M
$1.01M ﹤0.01%
55,839
+10,749
+24% +$175K
STRP
2627
DELISTED
Straight Path Communications Inc.
STRP
$1.01M ﹤0.01%
5,561
-616
-10% -$112K
KBAL
2628
DELISTED
Kimball International
KBAL
$1.01M ﹤0.01%
53,982
+2,408
+5% +$45.5K
NXQ
2629
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$1.01M ﹤0.01%
72,271
-5,891
-8% -$83K
TIS
2630
DELISTED
Orchids Paper Products, Inc.
TIS
$1.01M ﹤0.01%
78,701
+11,568
+17% +$153K
ANIP icon
2631
ANI Pharmaceuticals
ANIP
$1.77B
$990K ﹤0.01%
15,360
-408
-3% -$25.4K
VCO
2632
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$988K ﹤0.01%
+26,701
New +$943K
PFBC icon
2633
Preferred Bank
PFBC
$1.22B
$977K ﹤0.01%
16,626
+4,996
+43% +$303K
TBB
2634
AT&T 5.350% Global Notes due 2066
TBB
$1.05B
$975K ﹤0.01%
+37,388
New +$968K
BAC.PRW.CL
2635
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$972K ﹤0.01%
35,795
-5,558
-13% -$150K
TLYS icon
2636
Tilly's
TLYS
$115M
$969K ﹤0.01%
65,652
+25,141
+62% +$337K
GPRO icon
2637
GoPro
GPRO
$116M
$966K ﹤0.01%
127,591
+1,904
+2% +$16.9K
BAC.PRY.CL
2638
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$965K ﹤0.01%
35,714
-5,662
-14% -$152K
REV
2639
DELISTED
Revlon, Inc.
REV
$964K ﹤0.01%
44,238
+7,053
+19% +$156K
FN icon
2640
Fabrinet
FN
$17.1B
$960K ﹤0.01%
33,448
-10,246
-23% -$339K
SRG
2641
Seritage Growth Properties
SRG
$130M
$957K ﹤0.01%
23,663
-3,549
-13% -$148K
CTT
2642
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$957K ﹤0.01%
72,901
+2,773
+4% +$35.9K
ECOL
2643
DELISTED
US Ecology, Inc.
ECOL
$952K ﹤0.01%
18,659
-347
-2% -$17.5K
VRTS icon
2644
Virtus Investment Partners
VRTS
$1.11B
$951K ﹤0.01%
8,270
+997
+14% +$117K
MNTA
2645
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$951K ﹤0.01%
68,184
-3,391
-5% -$45.8K
VMO icon
2646
Invesco Municipal Opportunity Trust
VMO
$647M
$945K ﹤0.01%
+76,214
New +$957K
ACET
2647
DELISTED
Aceto Corp
ACET
$943K ﹤0.01%
91,297
+78,350
+605% +$823K
CBI
2648
DELISTED
Chicago Bridge & Iron Nv
CBI
$942K ﹤0.01%
58,356
+22,303
+62% +$363K
ACLS icon
2649
Axcelis
ACLS
$4.12B
$940K ﹤0.01%
32,754
-28,617
-47% -$900K
ERF
2650
DELISTED
Enerplus Corporation
ERF
$939K ﹤0.01%
95,915
-123,904
-56% -$1.13M
104 105
106
107 108

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MCM
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PSUF
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SCC
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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.