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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
MMI icon
2726
Marcus & Millichap
MMI
$1.15B
$751K ﹤0.01%
23,033
+11,715
+104% +$349K
HCOM
2727
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$745K ﹤0.01%
24,144
+3,941
+20% +$120K
NEE.PRK
2728
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$741K ﹤0.01%
28,978
-4,659
-14% -$120K
SNCR
2729
DELISTED
Synchronoss Technologies
SNCR
$739K ﹤0.01%
9,184
+1,566
+21% +$151K
CNCE
2730
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$739K ﹤0.01%
28,563
+17,947
+169% +$361K
SWBI icon
2731
Smith & Wesson
SWBI
$655M
$726K ﹤0.01%
73,581
-6,699
-8% -$72.4K
OSG
2732
DELISTED
Overseas Shipholding Group Inc.
OSG
$724K ﹤0.01%
264,340
+43,954
+20% +$114K
MS.PRG.CL
2733
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$720K ﹤0.01%
26,958
-4,401
-14% -$118K
PRTY
2734
DELISTED
Party City Holdco Inc.
PRTY
$719K ﹤0.01%
51,508
-78,301
-60% -$963K
C.PRK
2735
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$716K ﹤0.01%
25,112
-4,026
-14% -$116K
EVH icon
2736
Evolent Health
EVH
$475M
$714K ﹤0.01%
58,020
+2,871
+5% +$40.5K
AT
2737
DELISTED
Atlantic Power Corporation
AT
$712K ﹤0.01%
303,040
-27,619
-8% -$67.8K
IBTX
2738
DELISTED
Independent Bank Group, Inc.
IBTX
$712K ﹤0.01%
10,526
-15,859
-60% -$1.03M
AXIA
2739
AXIA Energia
AXIA
$22.6B
$709K ﹤0.01%
157,069
+35,379
+29% +$173K
GEOS icon
2740
Geospace Technologies
GEOS
$91.6M
$708K ﹤0.01%
54,594
-11,238
-17% -$174K
MOMO
2741
Hello Group
MOMO
$869M
$706K ﹤0.01%
28,825
+4,572
+19% +$132K
XLY icon
2742
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
$706K ﹤0.01%
14,316
+2,490
+21% +$117K
CNBKA
2743
DELISTED
Century Bancorp Inc/Mass
CNBKA
$705K ﹤0.01%
9,013
-391
-4% -$32.9K
TVTX icon
2744
Travere Therapeutics
TVTX
$5.33B
$703K ﹤0.01%
33,387
-2,611
-7% -$59.7K
OIBR
2745
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$702K ﹤0.01%
+702,076
New +$702K
LMAT icon
2746
LeMaitre Vascular
LMAT
$2.18B
$701K ﹤0.01%
22,029
-4,714
-18% -$161K
WVE icon
2747
Wave Life Sciences
WVE
$1.12B
$701K ﹤0.01%
19,975
-3,641
-15% -$106K
BK.PRC
2748
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$701K ﹤0.01%
27,887
-4,613
-14% -$117K
BMTC
2749
DELISTED
Bryn Mawr Bank Corp
BMTC
$698K ﹤0.01%
15,789
-35
-0.2% -$1.55K
CZZ
2750
DELISTED
Cosan Limited
CZZ
$697K ﹤0.01%
71,843
-74,155
-51% -$670K
108 109
110
111 112

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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.