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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
LL
2076
DELISTED
LL Flooring Holdings, Inc.
LL
$2.64M ﹤0.01%
84,181
-23,533
-22% -$745K
TILE icon
2077
Interface
TILE
$1.91B
$2.64M ﹤0.01%
105,029
+9,170
+10% +$215K
SSYS icon
2078
Stratasys
SSYS
$697M
$2.63M ﹤0.01%
131,962
+8,931
+7% +$195K
CII icon
2079
BlackRock Enhanced Captial and Income Fund
CII
$1B
$2.63M ﹤0.01%
160,738
-7,062
-4% -$112K
UHT
2080
Universal Health Realty Income Trust
UHT
$608M
$2.63M ﹤0.01%
35,028
+1,040
+3% +$77.9K
ANH
2081
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.63M ﹤0.01%
483,296
-18,685
-4% -$107K
KRO icon
2082
KRONOS Worldwide
KRO
$761M
$2.63M ﹤0.01%
101,859
-2,373
-2% -$62.2K
BBT
2083
Beacon Financial Corp
BBT
$2.53B
$2.62M ﹤0.01%
71,690
+5,722
+9% +$218K
CAC icon
2084
Camden National
CAC
$924M
$2.62M ﹤0.01%
62,243
+15,364
+33% +$669K
KGC icon
2085
Kinross Gold
KGC
$28.5B
$2.61M ﹤0.01%
604,834
+99,227
+20% +$413K
QDEL icon
2086
QuidelOrtho
QDEL
$1.09B
$2.61M ﹤0.01%
60,204
+15,184
+34% +$621K
CATO icon
2087
Cato Corp
CATO
$65.9M
$2.61M ﹤0.01%
163,901
+58,914
+56% +$854K
RVNC
2088
DELISTED
Revance Therapeutics, Inc.
RVNC
$2.6M ﹤0.01%
72,855
+37,808
+108% +$1.09M
HT
2089
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$2.6M ﹤0.01%
149,656
-88,552
-37% -$1.58M
TRNO icon
2090
Terreno Realty
TRNO
$7.68B
$2.59M ﹤0.01%
73,997
-740
-1% -$27.2K
LTC
2091
LTC Properties
LTC
$2.16B
$2.59M ﹤0.01%
59,537
-4,329
-7% -$200K
STC icon
2092
Stewart Information Services
STC
$2.05B
$2.59M ﹤0.01%
61,196
+26,913
+79% +$1.06M
VONG icon
2093
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
$2.59M ﹤0.01%
74,968
-42,248
-36% -$1.42M
CHU
2094
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.59M ﹤0.01%
191,107
-17,686
-8% -$253K
ECHO
2095
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.58M ﹤0.01%
92,041
-12,550
-12% -$301K
AR icon
2096
Antero Resources
AR
$10.9B
$2.57M ﹤0.01%
135,442
-26,406
-16% -$506K
OEF icon
2097
CALL
iShares S&P 100 ETF
OEF
$19.8B
$2.57M ﹤0.01%
3,300
– –
SAFE
2098
Safehold
SAFE
$1.19B
$2.57M ﹤0.01%
46,750
+4,834
+12% +$272K
AXTA icon
2099
Axalta
AXTA
$7.01B
$2.57M ﹤0.01%
79,337
+25,561
+48% +$810K
IRTC icon
2100
iRhythm Holdings
IRTC
$3.59B
$2.56M ﹤0.01%
45,585
-11,738
-20% -$613K
82 83
84
85 86

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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.