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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
RRTS
2151
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$2.38M ﹤0.01%
12,374
+498
+4% +$106K
CTS icon
2152
CTS Corp
CTS
$1.72B
$2.38M ﹤0.01%
92,601
+6,598
+8% +$174K
AD
2153
Array Digital Infrastructure
AD
$3.02B
$2.38M ﹤0.01%
63,351
-15,897
-20% -$574K
SFL icon
2154
SFL Corp
SFL
$1.59B
$2.38M ﹤0.01%
153,661
+27,770
+22% +$417K
PFSI icon
2155
PennyMac Financial
PFSI
$4.38B
$2.37M ﹤0.01%
106,198
+803
+0.8% +$15.8K
BSBR icon
2156
Santander
BSBR
$39.7B
$2.37M ﹤0.01%
256,138
+48,254
+23% +$427K
LBRDA icon
2157
Liberty Broadband Class A
LBRDA
$4.14B
$2.36M ﹤0.01%
27,730
-408
-1% -$35.9K
UI icon
2158
Ubiquiti
UI
$31.8B
$2.36M ﹤0.01%
33,179
+2,490
+8% +$159K
XOG
2159
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$2.34M ﹤0.01%
163,479
-7,216
-4% -$110K
SONC
2160
DELISTED
Sonic Corp
SONC
$2.33M ﹤0.01%
84,968
+12,440
+17% +$321K
TTEC icon
2161
TTEC Holdings
TTEC
$103M
$2.32M ﹤0.01%
57,742
+17,850
+45% +$735K
STOR
2162
DELISTED
STORE Capital Corporation
STOR
$2.32M ﹤0.01%
89,127
-2,870
-3% -$73.4K
EBF icon
2163
Ennis
EBF
$546M
$2.31M ﹤0.01%
111,552
-14,136
-11% -$283K
HCCI
2164
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.31M ﹤0.01%
106,356
+14,042
+15% +$283K
NWS icon
2165
News Corp Class B
NWS
$16.4B
$2.31M ﹤0.01%
139,291
+79,955
+135% +$1.22M
NHS
2166
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$2.31M ﹤0.01%
196,548
+19,482
+11% +$232K
ACOR
2167
DELISTED
Acorda Therapeutics
ACOR
$2.31M ﹤0.01%
898
+34
+4% +$96.7K
MNR
2168
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.31M ﹤0.01%
129,484
-69
-0.1% -$1.19K
MITT
2169
TPG Mortgage Investment Trust
MITT
$230M
$2.3M ﹤0.01%
40,381
+516
+1% +$29.8K
WFT
2170
DELISTED
Weatherford International plc
WFT
$2.3M ﹤0.01%
552,170
-311,587
-36% -$1.15M
CSFL
2171
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$2.3M ﹤0.01%
89,383
+40,928
+84% +$1.09M
ARRY
2172
DELISTED
Array Biopharma Inc
ARRY
$2.29M ﹤0.01%
179,166
+13,798
+8% +$157K
EFSC icon
2173
Enterprise Financial Services Corp
EFSC
$2.41B
$2.29M ﹤0.01%
50,603
+3,126
+7% +$137K
WSBF icon
2174
Waterstone Financial
WSBF
$362M
$2.29M ﹤0.01%
133,995
+62,771
+88% +$1.18M
CVNA icon
2175
Carvana
CVNA
$43.3B
$2.28M ﹤0.01%
597,250
-212,265
-26% -$703K
85 86
87
88 89

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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.