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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
IRS
2101
IRSA Inversiones y Representaciones
IRS
$1.26B
$2.55M ﹤0.01%
+89,494
New +$2.42M
CPK icon
2102
Chesapeake Utilities
CPK
$3.26B
$2.55M ﹤0.01%
32,458
-475
-1% -$38.4K
IWB icon
2103
iShares Russell 1000 ETF
IWB
$47.7B
$2.55M ﹤0.01%
17,143
+1,170
+7% +$169K
NSM
2104
DELISTED
Nationstar Mortgage Holdings
NSM
$2.55M ﹤0.01%
137,669
+3,201
+2% +$58.5K
RAVN
2105
DELISTED
Raven Industries Inc
RAVN
$2.54M ﹤0.01%
74,073
+15,402
+26% +$525K
HLX icon
2106
Helix Energy Solutions
HLX
$1.46B
$2.54M ﹤0.01%
336,619
-51,813
-13% -$366K
CUBI icon
2107
Customers Bancorp
CUBI
$2.59B
$2.53M ﹤0.01%
97,371
+53,196
+120% +$1.51M
EWT icon
2108
iShares MSCI Taiwan ETF
EWT
$10B
$2.53M ﹤0.01%
69,878
-10,315
-13% -$383K
GFF icon
2109
Griffon
GFF
$4.16B
$2.53M ﹤0.01%
124,184
-7,081
-5% -$155K
QLYS icon
2110
Qualys
QLYS
$4.84B
$2.52M ﹤0.01%
42,510
+17,591
+71% +$989K
AY
2111
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.52M ﹤0.01%
118,936
-19,290
-14% -$421K
NSA
2112
DELISTED
National Storage Affiliates Trust
NSA
$2.52M ﹤0.01%
92,485
+4,201
+5% +$108K
CALM icon
2113
Cal-Maine
CALM
$4.28B
$2.52M ﹤0.01%
56,580
+3,126
+6% +$139K
NXGN
2114
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.52M ﹤0.01%
185,218
+72,512
+64% +$1.04M
CYOU
2115
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$2.51M ﹤0.01%
68,837
+21,166
+44% +$800K
OSUR icon
2116
OraSure Technologies
OSUR
$273M
$2.5M ﹤0.01%
132,781
-38,550
-23% -$698K
TMP icon
2117
Tompkins Financial
TMP
$1.45B
$2.5M ﹤0.01%
30,776
+666
+2% +$56.6K
RDUS
2118
DELISTED
Radius Recycling
RDUS
$2.5M ﹤0.01%
74,720
+9,873
+15% +$289K
WMS icon
2119
Advanced Drainage Systems
WMS
$10.9B
$2.5M ﹤0.01%
104,623
+40,627
+63% +$875K
IVC
2120
DELISTED
Invacare Corporation
IVC
$2.49M ﹤0.01%
147,783
+2,161
+1% +$35.2K
CVLT icon
2121
Commault Systems
CVLT
$5.89B
$2.49M ﹤0.01%
47,397
+11,236
+31% +$622K
FET icon
2122
Forum Energy Technologies
FET
$654M
$2.49M ﹤0.01%
7,995
-11,072
-58% -$3.15M
GOVT icon
2123
iShares US Treasury Bond ETF
GOVT
$43.6B
$2.48M ﹤0.01%
98,986
+7,621
+8% +$192K
STBA icon
2124
S&T Bancorp
STBA
$1.86B
$2.48M ﹤0.01%
62,342
+917
+1% +$37.1K
MATX icon
2125
Matsons
MATX
$6.37B
$2.48M ﹤0.01%
83,056
+16,323
+24% +$461K
83 84
85
86 87

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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.