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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
STT.PRD
2951
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$433K ﹤0.01%
15,784
-2,600
-14% -$72.2K
COF.PRC.CL
2952
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$433K ﹤0.01%
16,537
-2,703
-14% -$71.5K
BKN
2953
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$431K ﹤0.01%
+28,886
New +$427K
PGEN icon
2954
Precigen
PGEN
$1.79B
$431K ﹤0.01%
37,440
+15,487
+71% +$231K
ENO
2955
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$93.7M
$430K ﹤0.01%
16,767
-2,828
-14% -$73.3K
EVN
2956
Eaton Vance Municipal Income Trust
EVN
$441M
$430K ﹤0.01%
+34,693
New +$436K
TY icon
2957
TRI-Continental Corp
TY
$1.85B
$430K ﹤0.01%
15,953
+1,113
+8% +$29.2K
VOXX
2958
DELISTED
VOXX International Corporation Class A
VOXX
$430K ﹤0.01%
76,768
+12,275
+19% +$80.2K
NL icon
2959
NLI Holdings
NL
$289M
$428K ﹤0.01%
30,030
-1,072
-3% -$13.6K
NXTM
2960
DELISTED
NxStage Medical Inc.
NXTM
$427K ﹤0.01%
17,621
-28,306
-62% -$746K
EPE
2961
DELISTED
EP Energy Corporation
EPE
$425K ﹤0.01%
180,158
-543,057
-75% -$1.3M
FFWM
2962
DELISTED
First Foundation Inc
FFWM
$424K ﹤0.01%
22,883
-54,532
-70% -$1.01M
CASS icon
2963
Cass Information Systems
CASS
$682M
$423K ﹤0.01%
8,725
+1,171
+16% +$58.5K
GKOS icon
2964
Glaukos
GKOS
$9.16B
$423K ﹤0.01%
16,506
-11,305
-41% -$336K
JRVR icon
2965
James River Group Holdings
JRVR
$212M
$423K ﹤0.01%
10,562
-7,373
-41% -$299K
VIRT icon
2966
Virtu Financial
VIRT
$4.9B
$422K ﹤0.01%
23,044
+2,190
+11% +$35.5K
KRNT icon
2967
Kornit Digital
KRNT
$701M
$420K ﹤0.01%
25,997
-20,081
-44% -$316K
PGZ
2968
Principal Real Estate Income Fund
PGZ
$69.6M
$417K ﹤0.01%
24,274
+2,099
+9% +$36.4K
POWL icon
2969
Powell Industries
POWL
$8.54B
$416K ﹤0.01%
43,566
-5,931
-12% -$56.7K
WHG icon
2970
Westwood Holdings Group
WHG
$189M
$412K ﹤0.01%
6,217
+482
+8% +$32K
IXYS
2971
DELISTED
IXYS Corp
IXYS
$411K ﹤0.01%
17,172
+2,883
+20% +$69.5K
BFX
2972
DELISTED
BowFlex Inc.
BFX
$410K ﹤0.01%
30,724
-19,015
-38% -$275K
CNR
2973
DELISTED
Cornerstone Building Brands, Inc.
CNR
$410K ﹤0.01%
21,219
+1,651
+8% +$27.8K
FRAN
2974
DELISTED
Francesca's Holdings Corporation
FRAN
$409K ﹤0.01%
4,667
-517
-10% -$43.4K
IWP icon
2975
iShares Russell Mid-Cap Growth ETF
IWP
$20.2B
$408K ﹤0.01%
6,768
-30
-0.4% -$1.76K
117 118
119
120 121

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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.