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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
ICPT
2751
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$694K ﹤0.01%
11,885
+6,683
+128% +$421K
BOLD
2752
DELISTED
Audentes Therapeutics, Inc
BOLD
$693K ﹤0.01%
22,171
+919
+4% +$25.2K
SRDX
2753
DELISTED
Surmodics
SRDX
$687K ﹤0.01%
24,543
+3,092
+14% +$94.4K
XLV icon
2754
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$687K ﹤0.01%
8,315
+1,692
+26% +$140K
RNET
2755
DELISTED
RigNet, Inc.
RNET
$681K ﹤0.01%
45,585
+8,322
+22% +$135K
AGX icon
2756
Argan
AGX
$7.98B
$680K ﹤0.01%
15,118
+4,071
+37% +$242K
SPWH icon
2757
Sportsman's Warehouse
SPWH
$43.7M
$679K ﹤0.01%
102,703
+26,638
+35% +$128K
ELF icon
2758
e.l.f. Beauty
ELF
$4.56B
$678K ﹤0.01%
30,407
+434
+1% +$9.26K
AKO.A icon
2759
Embotelladora Andina Series A
AKO.A
$675K ﹤0.01%
+25,458
New +$650K
TPGE.U
2760
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
$675K ﹤0.01%
65,828
– –
FTD
2761
DELISTED
FTD Companies, Inc. Common Stock
FTD
$674K ﹤0.01%
93,676
+38,565
+70% +$358K
ROCC
2762
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$672K ﹤0.01%
17,174
+717
+4% +$27.3K
WSR
2763
DELISTED
Whitestone REIT
WSR
$671K ﹤0.01%
46,573
+12,277
+36% +$173K
FLWS icon
2764
1-800-Flowers.com
FLWS
$245M
$670K ﹤0.01%
62,632
+31,814
+103% +$318K
VLGEA icon
2765
Village Super Market
VLGEA
$631M
$670K ﹤0.01%
29,240
+3,145
+12% +$75.9K
QHC
2766
DELISTED
Quorum Health Corporation
QHC
$670K ﹤0.01%
107,369
+7,256
+7% +$36.4K
GEK.CL
2767
DELISTED
General Electric Capital Corp.
GEK.CL
$670K ﹤0.01%
26,843
-4,685
-15% -$118K
MIN
2768
Aberdeen Intermediate Income Fund
MIN
$273M
$663K ﹤0.01%
159,714
+23,122
+17% +$96.9K
TRUE
2769
DELISTED
TrueCar
TRUE
$663K ﹤0.01%
59,194
-6,383
-10% -$84K
AROW icon
2770
Arrow Financial
AROW
$652M
$662K ﹤0.01%
23,283
+824
+4% +$24.3K
MHF
2771
Western Asset Municipal High Income Fund
MHF
$151M
$662K ﹤0.01%
89,496
-14,454
-14% -$109K
HZO icon
2772
MarineMax
HZO
$800M
$660K ﹤0.01%
34,899
+3,845
+12% +$74K
CTRL
2773
DELISTED
Control4 Corporation
CTRL
$660K ﹤0.01%
+22,166
New +$688K
EDIT icon
2774
Editas Medicine
EDIT
$399M
$654K ﹤0.01%
21,276
+35
+0.2% +$881
FF icon
2775
Future Fuel
FF
$204M
$653K ﹤0.01%
46,324
+184
+0.4% +$2.74K
109 110
111
112 113

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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.