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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
IWN icon
2051
iShares Russell 2000 Value ETF
IWN
$14.4B
$2.77M ﹤0.01%
22,063
-37,745
-63% -$4.72M
AVP
2052
DELISTED
Avon Products, Inc.
AVP
$2.77M ﹤0.01%
1,289,732
-297,371
-19% -$639K
AUB icon
2053
Atlantic Union Bankshares
AUB
$5.99B
$2.77M ﹤0.01%
76,496
-4,714
-6% -$168K
UNIT
2054
Uniti Group
UNIT
$2.63B
$2.76M ﹤0.01%
155,068
+66,763
+76% +$1.1M
SMI
2055
DELISTED
Semiconductor Manufacturing Intl
SMI
$2.75M ﹤0.01%
321,547
-1,832
-0.6% -$13.2K
WOR icon
2056
Worthington Enterprises
WOR
$2.76B
$2.75M ﹤0.01%
101,265
-31,314
-24% -$836K
SODA
2057
DELISTED
SodaStream International Ltd
SODA
$2.75M ﹤0.01%
39,117
+12,816
+49% +$848K
TRQ
2058
DELISTED
Turquoise Hill Resources Ltd
TRQ
$2.75M ﹤0.01%
80,091
+23,420
+41% +$737K
EXTR icon
2059
Extreme Networks
EXTR
$3.86B
$2.73M ﹤0.01%
218,404
+13,517
+7% +$167K
MATW icon
2060
Matthews International
MATW
$864M
$2.71M ﹤0.01%
51,355
+10,528
+26% +$614K
ETD icon
2061
Ethan Allen Interiors
ETD
$581M
$2.71M ﹤0.01%
94,693
+31,297
+49% +$918K
HNI icon
2062
HNI Corp
HNI
$3B
$2.7M ﹤0.01%
70,031
-27,377
-28% -$1M
TSRO
2063
DELISTED
TESARO, Inc.
TSRO
$2.7M ﹤0.01%
32,587
+2,954
+10% +$290K
WNS
2064
DELISTED
WNS Holdings
WNS
$2.7M ﹤0.01%
67,237
-13,178
-16% -$518K
JQC icon
2065
Nuveen Credit Strategies Income Fund
JQC
$702M
$2.7M ﹤0.01%
328,150
+68,117
+26% +$563K
RMR icon
2066
The RMR Group
RMR
$342M
$2.69M ﹤0.01%
45,273
+4,843
+12% +$272K
SASR
2067
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.68M ﹤0.01%
68,754
+13,663
+25% +$549K
LMNX
2068
DELISTED
Luminex Corp
LMNX
$2.68M ﹤0.01%
135,982
+18,928
+16% +$394K
PETS icon
2069
PetMed Express
PETS
$42.5M
$2.68M ﹤0.01%
58,828
+1,079
+2% +$42.5K
BPFH
2070
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.65M ﹤0.01%
171,845
+7,035
+4% +$112K
EFV icon
2071
iShares MSCI EAFE Value ETF
EFV
$27.6B
$2.65M ﹤0.01%
47,977
-3,793
-7% -$208K
AXON
2072
Axon Enterprise
AXON
$40.5B
$2.65M ﹤0.01%
99,857
+15,803
+19% +$380K
REX icon
2073
REX American Resources
REX
$1.46B
$2.65M ﹤0.01%
191,736
-8,352
-4% -$122K
AMC icon
2074
AMC Entertainment Holdings
AMC
$2.03B
$2.65M ﹤0.01%
17,516
-15,410
-47% -$2.16M
VVX icon
2075
V2X
VVX
$2.62B
$2.64M ﹤0.01%
85,680
+191
+0.2% +$6.11K
81 82
83
84 85

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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.