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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

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

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

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
CO
2901
DELISTED
Global Cord Blood Corporation
CO
$479K ﹤0.01%
48,098
+16,664
+53% +$182K
FLIC
2902
DELISTED
First of Long Island Corp
FLIC
$478K ﹤0.01%
16,762
+968
+6% +$29K
KIM.PRM icon
2903
Kimco Realty Corp 5.25% Class M Preferred Stock
KIM.PRM
$210M
$477K ﹤0.01%
+19,106
New +$475K
WRB.PRD
2904
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$477K ﹤0.01%
18,413
-2,974
-14% -$77.9K
ECOM
2905
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$474K ﹤0.01%
52,674
-13,539
-20% -$134K
TPGH.U
2906
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$474K ﹤0.01%
45,795
– –
EAI
2907
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$328M
$473K ﹤0.01%
18,834
-3,210
-15% -$80.2K
VZA.CL
2908
DELISTED
Verizon Communications Inc.
VZA.CL
$473K ﹤0.01%
17,949
-5,249
-23% -$140K
MDLY
2909
DELISTED
Medley Management Inc
MDLY
$472K ﹤0.01%
7,261
-260
-3% -$16.2K
GMS
2910
DELISTED
GMS Inc
GMS
$471K ﹤0.01%
+12,508
New +$446K
GORO icon
2911
Gold Resource Corp
GORO
$167M
$469K ﹤0.01%
106,483
-43,737
-29% -$171K
OOMA icon
2912
Ooma
OOMA
$567M
$469K ﹤0.01%
39,213
+1,705
+5% +$18.1K
PGC icon
2913
Peapack-Gladstone Financial
PGC
$817M
$469K ﹤0.01%
+13,386
New +$458K
RICK icon
2914
RCI Hospitality Holdings
RICK
$201M
$468K ﹤0.01%
16,727
+2,834
+20% +$81.5K
TA
2915
DELISTED
TravelCenters of America LLC
TA
$467K ﹤0.01%
22,775
– –
EVT icon
2916
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.02B
$464K ﹤0.01%
+19,947
New +$450K
IJK icon
2917
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$464K ﹤0.01%
8,596
-2,272
-21% -$120K
KE
2918
Kimball Electronics
KE
$576M
$464K ﹤0.01%
25,439
+4,414
+21% +$91.1K
HGH
2919
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$463K ﹤0.01%
15,839
-2,686
-14% -$80.6K
ACIC icon
2920
American Coastal Insurance
ACIC
$496M
$461K ﹤0.01%
26,736
+3,719
+16% +$60.3K
FDN icon
2921
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.06B
$461K ﹤0.01%
4,199
-277
-6% -$29.8K
GHDX
2922
DELISTED
Genomic Health, Inc.
GHDX
$461K ﹤0.01%
13,470
+4,768
+55% +$152K
SBCF icon
2923
Seacoast Banking Corp of Florida
SBCF
$3.29B
$458K ﹤0.01%
18,174
+5,158
+40% +$129K
CZNC icon
2924
Citizens & Northern Corp
CZNC
$418M
$456K ﹤0.01%
19,005
+712
+4% +$17.8K
HAYN
2925
DELISTED
Haynes International, Inc.
HAYN
$456K ﹤0.01%
14,236
+629
+5% +$21.4K
115 116
117
118 119

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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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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.