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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
DNR
2651
DELISTED
Denbury Resources, Inc.
DNR
$938K ﹤0.01%
424,636
+143,629
+51% +$226K
ARTNA icon
2652
Artesian Resources
ARTNA
$356M
$937K ﹤0.01%
24,310
-287
-1% -$11.5K
ROKU icon
2653
Roku
ROKU
$21.1B
$930K ﹤0.01%
+17,963
New +$619K
INO icon
2654
Inovio Pharmaceuticals
INO
$79.8M
$929K ﹤0.01%
18,750
+3,008
+19% +$186K
FND icon
2655
Floor & Decor
FND
$5.81B
$928K ﹤0.01%
19,064
-29,029
-60% -$1.17M
CHEF icon
2656
Chefs' Warehouse
CHEF
$3.87B
$926K ﹤0.01%
45,154
-58,871
-57% -$1.18M
PARR icon
2657
Par Pacific Holdings
PARR
$3.88B
$925K ﹤0.01%
+47,962
New +$972K
OLP
2658
One Liberty Properties
OLP
$548M
$924K ﹤0.01%
35,633
+1,321
+4% +$33.8K
ABEO icon
2659
Abeona Therapeutics
ABEO
$345M
$921K ﹤0.01%
+2,325
New +$962K
ETSY icon
2660
Etsy
ETSY
$7.65B
$914K ﹤0.01%
44,703
+2,581
+6% +$45.5K
ELGX
2661
DELISTED
Endologix Inc
ELGX
$914K ﹤0.01%
17,087
+4,092
+31% +$216K
WASH icon
2662
Washington Trust Bancorp
WASH
$732M
$913K ﹤0.01%
17,153
+26
+0.2% +$1.44K
PGTI
2663
DELISTED
PGT, Inc.
PGTI
$910K ﹤0.01%
53,984
+5,155
+11% +$79.2K
MS.PRE icon
2664
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$908K ﹤0.01%
31,339
-1,840
-6% -$53.8K
PRMW
2665
DELISTED
Primo Water Corporation
PRMW
$908K ﹤0.01%
72,249
-34,186
-32% -$410K
UMH
2666
UMH Properties
UMH
$1.32B
$902K ﹤0.01%
60,528
-2,941
-5% -$44.8K
BGFV
2667
DELISTED
Big 5 Sporting Goods
BGFV
$899K ﹤0.01%
118,231
+20,484
+21% +$148K
WFC.PRR
2668
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$897K ﹤0.01%
31,329
-5,389
-15% -$155K
CTRE icon
2669
CareTrust REIT
CTRE
$10.2B
$895K ﹤0.01%
53,417
+6,845
+15% +$127K
TRHC
2670
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$895K ﹤0.01%
+31,899
New +$935K
DEL
2671
DELISTED
Deltic Timber
DEL
$895K ﹤0.01%
9,776
+279
+3% +$25.5K
HDSN
2672
Hudson Technologies
HDSN
$267M
$890K ﹤0.01%
146,581
+12,666
+9% +$77.1K
AIVL icon
2673
WisdomTree US AI Enhanced Value Fund
AIVL
$426M
$886K ﹤0.01%
+10,029
New +$867K
INFN
2674
DELISTED
Infinera Corporation Common Stock
INFN
$884K ﹤0.01%
139,721
-29,566
-17% -$225K
GBDC icon
2675
Golub Capital BDC
GBDC
$3.33B
$880K ﹤0.01%
49,359
-236
-0.5% -$4.37K
105 106
107
108 109

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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.