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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
FLXN
2926
DELISTED
Flexion Therapeutics, Inc.
FLXN
$455K ﹤0.01%
18,176
+1,106
+6% +$27.1K
TWLO icon
2927
Twilio
TWLO
$31.4B
$454K ﹤0.01%
19,248
-2,949
-13% -$82.8K
TTD icon
2928
Trade Desk
TTD
$8.74B
$453K ﹤0.01%
99,030
-445,240
-82% -$2.46M
IHC
2929
DELISTED
Independence Holding Company
IHC
$453K ﹤0.01%
16,503
-169
-1% -$4.7K
PLUG icon
2930
Plug Power
PLUG
$3.03B
$452K ﹤0.01%
191,614
-203,311
-51% -$521K
PTCT icon
2931
PTC Therapeutics
PTCT
$6.52B
$452K ﹤0.01%
27,120
+381
+1% +$6.45K
TDW icon
2932
Tidewater
TDW
$3.77B
$449K ﹤0.01%
+18,412
New +$482K
P
2933
DELISTED
Pandora Media Inc
P
$449K ﹤0.01%
93,152
-23,533
-20% -$141K
USB.PRM
2934
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$449K ﹤0.01%
15,924
-2,740
-15% -$79K
GWPH
2935
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$448K ﹤0.01%
3,393
-41
-1% -$4.82K
FRO icon
2936
Frontline
FRO
$8.12B
$447K ﹤0.01%
97,349
+26,293
+37% +$147K
GLUU
2937
DELISTED
Glu Mobile Inc.
GLUU
$445K ﹤0.01%
122,215
+24,927
+26% +$100K
TVRD
2938
Tvardi Therapeutics
TVRD
$30M
$443K ﹤0.01%
1,006
+75
+8% +$34.2K
EVC icon
2939
Entravision Communication
EVC
$984M
$441K ﹤0.01%
61,688
+46,929
+318% +$294K
HOLI
2940
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$440K ﹤0.01%
19,741
-9,207
-32% -$212K
PGH
2941
DELISTED
Pengrowth Energy Corporation
PGH
$439K ﹤0.01%
552,976
-9,804
-2% -$9.11K
KNSL icon
2942
Kinsale Capital Group
KNSL
$7.93B
$438K ﹤0.01%
+9,728
New +$424K
SBOW
2943
DELISTED
SilverBow Resources, Inc.
SBOW
$438K ﹤0.01%
14,729
+2,925
+25% +$68.3K
CRCM
2944
DELISTED
CARE.COM, INC.
CRCM
$438K ﹤0.01%
24,257
-1,522
-6% -$26.6K
SPP
2945
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$438K ﹤0.01%
63,126
-79
-0.1% -$548
HASI icon
2946
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.91B
$436K ﹤0.01%
18,118
-16,309
-47% -$391K
PRTA icon
2947
Prothena Corp
PRTA
$453M
$435K ﹤0.01%
11,608
-14,220
-55% -$724K
ESSA
2948
DELISTED
ESSA Bancorp
ESSA
$434K ﹤0.01%
27,710
+534
+2% +$8.43K
BATRK icon
2949
Atlanta Braves Holdings Series B
BATRK
$3.31B
$433K ﹤0.01%
19,468
+1,797
+10% +$42.1K
LGTY
2950
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$433K ﹤0.01%
37,211
-437
-1% -$5.28K
116 117
118
119 120

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.