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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
VTI icon
2126
Vanguard Total Stock Market ETF
VTI
$654B
$2.47M ﹤0.01%
18,026
-2,245
-11% -$300K
MRTN icon
2127
Marten Transport
MRTN
$1.33B
$2.47M ﹤0.01%
182,724
+5,877
+3% +$76.9K
MGP
2128
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.47M ﹤0.01%
84,706
+14,738
+21% +$432K
UFCS icon
2129
United Fire Group
UFCS
$1.32B
$2.46M ﹤0.01%
53,978
-7,127
-12% -$333K
SRI icon
2130
Stoneridge
SRI
$209M
$2.46M ﹤0.01%
107,469
+24,230
+29% +$541K
HURN icon
2131
Huron Consulting
HURN
$1.82B
$2.46M ﹤0.01%
60,717
-709
-1% -$27.2K
RRR icon
2132
Red Rock Resorts
RRR
$3.74B
$2.46M ﹤0.01%
72,775
+38,299
+111% +$1.07M
NRE
2133
DELISTED
NorthStar Realty Europe Corp.
NRE
$2.46M ﹤0.01%
182,784
+76,180
+71% +$1.05M
VKQ icon
2134
Invesco Municipal Trust
VKQ
$536M
$2.45M ﹤0.01%
196,039
+57,158
+41% +$714K
AVTA
2135
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.45M ﹤0.01%
110,851
-40,783
-27% -$909K
ANDX
2136
DELISTED
Andeavor Logistics LP
ANDX
$2.45M ﹤0.01%
52,995
+1,158
+2% +$53.5K
AMWD
2137
DELISTED
American Woodmark
AMWD
$2.44M ﹤0.01%
18,733
-12,411
-40% -$1.3M
IOSP icon
2138
Innospec
IOSP
$2.09B
$2.44M ﹤0.01%
34,510
-3,579
-9% -$238K
HEDJ icon
2139
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$2.42M ﹤0.01%
76,092
-18,702
-20% -$608K
SYBT icon
2140
Stock Yards Bancorp
SYBT
$2.41B
$2.42M ﹤0.01%
64,220
+4,153
+7% +$159K
UBA
2141
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.42M ﹤0.01%
111,359
+2,479
+2% +$55.4K
LRN icon
2142
Stride
LRN
$3.69B
$2.42M ﹤0.01%
152,134
+2,845
+2% +$47.3K
KMG
2143
DELISTED
KMG Chemicals Inc
KMG
$2.42M ﹤0.01%
36,609
+12,777
+54% +$723K
MEOH icon
2144
Methanex
MEOH
$4.32B
$2.41M ﹤0.01%
39,819
+1,697
+4% +$89.4K
RXDX
2145
DELISTED
Ignyta, Inc.
RXDX
$2.41M ﹤0.01%
90,261
+39,458
+78% +$641K
RPXC
2146
DELISTED
RPX Corporation
RPXC
$2.4M ﹤0.01%
178,497
-9,696
-5% -$128K
SNEX icon
2147
StoneX
SNEX
$8.83B
$2.4M ﹤0.01%
285,459
-52,498
-16% -$432K
AAON icon
2148
Aaon
AAON
$8.41B
$2.4M ﹤0.01%
97,967
-20,959
-18% -$492K
CLDT
2149
Chatham Lodging
CLDT
$630M
$2.39M ﹤0.01%
104,902
+13,314
+15% +$298K
ATNI icon
2150
ATN International
ATNI
$361M
$2.38M ﹤0.01%
43,155
+19,278
+81% +$1.05M
84 85
86
87 88

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MCM
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PSUF
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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.