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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
CYBR
2776
DELISTED
CyberArk
CYBR
$652K ﹤0.01%
15,743
+1,339
+9% +$58.6K
JCAP
2777
DELISTED
Jernigan Capital, Inc.
JCAP
$650K ﹤0.01%
34,185
+8,189
+32% +$167K
YRD
2778
Yiren Digital
YRD
$103M
$649K ﹤0.01%
+14,751
New +$638K
PACB icon
2779
Pacific Biosciences
PACB
$422M
$644K ﹤0.01%
243,981
+71,864
+42% +$252K
JTD
2780
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$642K ﹤0.01%
36,499
-46,701
-56% -$793K
DSGX icon
2781
Descartes Systems
DSGX
$5.84B
$639K ﹤0.01%
22,513
-668
-3% -$19.2K
XHB icon
2782
State Street SPDR S&P Homebuilders ETF
XHB
$1.74B
$639K ﹤0.01%
14,435
-365
-2% -$15.3K
HIX
2783
Western Asset High Income Fund II
HIX
$352M
$638K ﹤0.01%
+91,495
New +$645K
YORW icon
2784
York Water
YORW
$505M
$635K ﹤0.01%
18,720
-366
-2% -$12.9K
NXRT
2785
NexPoint Residential Trust
NXRT
$665M
$633K ﹤0.01%
22,657
-5,366
-19% -$142K
TBNK
2786
DELISTED
Territorial Bancorp Inc.
TBNK
$633K ﹤0.01%
20,495
-3,879
-16% -$122K
DAKT icon
2787
Daktronics
DAKT
$941M
$629K ﹤0.01%
68,862
-1,690
-2% -$16.7K
LQDT icon
2788
Liquidity Services
LQDT
$1.17B
$629K ﹤0.01%
129,662
-10,456
-7% -$57K
ANIK icon
2789
Anika Therapeutics
ANIK
$199M
$628K ﹤0.01%
11,651
+249
+2% +$13.8K
EPOL icon
2790
iShares MSCI Poland ETF
EPOL
$669M
$628K ﹤0.01%
23,197
-2,768
-11% -$74.1K
QNST icon
2791
QuinStreet
QNST
$870M
$628K ﹤0.01%
74,962
+3,301
+5% +$28K
STT.PRE.CL
2792
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$627K ﹤0.01%
23,695
-3,836
-14% -$102K
ORN icon
2793
Orion Group Holdings
ORN
$514M
$625K ﹤0.01%
79,802
-100,442
-56% -$746K
NNA
2794
DELISTED
Navios Maritime Acquisition Corporation
NNA
$625K ﹤0.01%
+37,535
New +$706K
AMU
2795
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$624K ﹤0.01%
36,028
+6,462
+22% +$110K
BBT.PRH
2796
DELISTED
BB&T Corporation
BBT.PRH
$622K ﹤0.01%
23,042
-3,731
-14% -$99.9K
DVAX
2797
DELISTED
Dynavax Technologies
DVAX
$621K ﹤0.01%
33,211
-57,276
-63% -$1.15M
XLK icon
2798
State Street Technology Select Sector SPDR ETF
XLK
$115B
$621K ﹤0.01%
19,418
+478
+3% +$15K
CNXN icon
2799
PC Connection
CNXN
$2.05B
$620K ﹤0.01%
23,672
+1,071
+5% +$29K
ACRS icon
2800
Aclaris Therapeutics
ACRS
$730M
$617K ﹤0.01%
25,034
+2,218
+10% +$54K
110 111
112
113 114

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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.