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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
RAIL icon
2701
FreightCar America
RAIL
$275M
$825K ﹤0.01%
48,311
-12,255
-20% -$212K
AXAS
2702
DELISTED
Abraxas Petroleum Corp
AXAS
$824K ﹤0.01%
16,746
+795
+5% +$33K
SENEA icon
2703
Seneca Foods Class A
SENEA
$1.13B
$823K ﹤0.01%
26,774
+1,428
+6% +$47.3K
IWV icon
2704
iShares Russell 3000 ETF
IWV
$19.5B
$819K ﹤0.01%
+5,175
New +$798K
HRTG icon
2705
Heritage Insurance Holdings
HRTG
$842M
$809K ﹤0.01%
44,899
+32,252
+255% +$535K
UEIC icon
2706
Universal Electronics
UEIC
$57.2M
$809K ﹤0.01%
17,112
-4,618
-21% -$256K
ZTO icon
2707
ZTO Express
ZTO
$18.2B
$808K ﹤0.01%
50,948
+1,358
+3% +$21.4K
GSBC icon
2708
Great Southern Bancorp
GSBC
$863M
$805K ﹤0.01%
15,594
+455
+3% +$24.5K
SBSW icon
2709
Sibanye-Stillwater
SBSW
$5.92B
$805K ﹤0.01%
165,838
+16,929
+11% +$82.3K
KEY.PRI icon
2710
KeyCorp Series E Preferred Stock
KEY.PRI
$507M
$800K ﹤0.01%
27,662
-554
-2% -$16.1K
ALDR
2711
DELISTED
Alder Biopharmaceuticals
ALDR
$799K ﹤0.01%
69,804
+35,610
+104% +$397K
AXDX
2712
DELISTED
Accelerate Diagnostics
AXDX
$798K ﹤0.01%
3,047
+219
+8% +$51.3K
PRO
2713
DELISTED
PROS Holdings
PRO
$797K ﹤0.01%
30,141
-1,807
-6% -$45.3K
FRGI
2714
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$797K ﹤0.01%
41,969
+415
+1% +$7.47K
SSP icon
2715
E.W. Scripps
SSP
$274M
$795K ﹤0.01%
50,835
-14,207
-22% -$230K
SFUN
2716
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$792K ﹤0.01%
2,839
+228
+9% +$51.4K
INB
2717
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$789K ﹤0.01%
79,905
+23,724
+42% +$231K
SCOR icon
2718
Comscore
SCOR
$788K ﹤0.01%
1,383
+193
+16% +$110K
BSV icon
2719
Vanguard Short-Term Bond ETF
BSV
$44.6B
$785K ﹤0.01%
9,920
– –
MEDP icon
2720
Medpace
MEDP
$16.8B
$782K ﹤0.01%
21,554
+2,297
+12% +$80.5K
BRG
2721
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$778K ﹤0.01%
76,997
+2,521
+3% +$28K
ATRA icon
2722
Atara Biotherapeutics
ATRA
$71.2M
$775K ﹤0.01%
1,712
+474
+38% +$175K
OSBC icon
2723
Old Second Bancorp
OSBC
$1.24B
$768K ﹤0.01%
56,261
-1,464
-3% -$19.4K
OEF icon
2724
iShares S&P 100 ETF
OEF
$19.8B
$761K ﹤0.01%
6,412
+4,018
+168% +$464K
RDNT icon
2725
RadNet
RDNT
$4.84B
$752K ﹤0.01%
74,485
+474
+0.6% +$4.94K
107 108
109
110 111

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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.