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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
ORC
2826
Orchid Island Capital
ORC
$1.37B
$574K ﹤0.01%
12,363
-1,123
-8% -$55.3K
COF.PRD.CL
2827
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$572K ﹤0.01%
21,317
-3,464
-14% -$93.4K
TIP icon
2828
iShares TIPS Bond ETF
TIP
$14.5B
$569K ﹤0.01%
4,992
– –
CIGI icon
2829
Colliers International
CIGI
$5.21B
$568K ﹤0.01%
9,411
-1,236
-12% -$71.3K
SPSC icon
2830
SPS Commerce
SPSC
$2.41B
$563K ﹤0.01%
23,168
-5,570
-19% -$143K
SCID
2831
DELISTED
Global X Scientific Beta Europe ETF
SCID
$563K ﹤0.01%
20,322
+10,593
+109% +$301K
C.PRC.CL
2832
DELISTED
Citigroup Inc.
C.PRC.CL
$563K ﹤0.01%
22,113
-3,512
-14% -$89.7K
CCRN icon
2833
Cross Country Healthcare
CCRN
$428M
$562K ﹤0.01%
44,062
-8,888
-17% -$117K
VATE icon
2834
INNOVATE Corp
VATE
$123M
$561K ﹤0.01%
9,429
+2,162
+30% +$116K
MGPI icon
2835
MGP Ingredients
MGPI
$382M
$559K ﹤0.01%
7,267
-363
-5% -$25.6K
EMLP icon
2836
First Trust North American Energy Infrastructure Fund
EMLP
$4.12B
$552K ﹤0.01%
22,463
+347
+2% +$8.54K
BOX icon
2837
Box
BOX
$4.22B
$551K ﹤0.01%
26,093
-829
-3% -$17.5K
VNDA icon
2838
Vanda Pharmaceuticals
VNDA
$327M
$551K ﹤0.01%
36,241
-29,335
-45% -$435K
NPTN
2839
DELISTED
NEOPHOTONICS CORP
NPTN
$548K ﹤0.01%
83,297
+19,841
+31% +$121K
CHUBA
2840
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$548K ﹤0.01%
24,922
+3,935
+19% +$88.2K
HWKN icon
2841
Hawkins
HWKN
$3.02B
$546K ﹤0.01%
31,006
+11,120
+56% +$213K
OEF icon
2842
PUT
iShares S&P 100 ETF
OEF
$20.1B
$546K ﹤0.01%
16,542
-2,976
-15% -$343K
SCHW.PRD
2843
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$729M
$545K ﹤0.01%
20,173
-881
-4% -$24K
CWEN.A
2844
DELISTED
Clearway Energy Class A
CWEN.A
$544K ﹤0.01%
28,865
+9,688
+51% +$182K
TBPH icon
2845
Theravance Biopharma
TBPH
$877M
$542K ﹤0.01%
19,434
+4,642
+31% +$137K
RF.PRB
2846
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$541K ﹤0.01%
19,030
-196
-1% -$5.63K
MBWM icon
2847
Mercantile Bank Corp
MBWM
$998M
$540K ﹤0.01%
15,275
-287
-2% -$10.3K
WATT icon
2848
Energous
WATT
$83.1M
$540K ﹤0.01%
46
+6
+15% +$37.7K
RDUS
2849
DELISTED
Radius Health, Inc.
RDUS
$540K ﹤0.01%
16,989
+9,262
+120% +$291K
LBY
2850
DELISTED
Libbey, Inc.
LBY
$539K ﹤0.01%
71,618
-207,866
-74% -$1.62M
112 113
114
115 116

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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.