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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
VTLE
2176
DELISTED
Vital Energy
VTLE
$2.28M ﹤0.01%
10,738
+923
+9% +$203K
BF.A icon
2177
Brown-Forman Class A
BF.A
$12.3B
$2.28M ﹤0.01%
42,310
-18,713
-31% -$895K
HMSY
2178
DELISTED
HMS Holdings Corp.
HMSY
$2.27M ﹤0.01%
133,933
-10,949
-8% -$192K
UPL
2179
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$2.27M ﹤0.01%
250,397
+186,950
+295% +$1.63M
IPAR icon
2180
Interparfums
IPAR
$3.92B
$2.27M ﹤0.01%
52,131
+3,742
+8% +$163K
LNTH icon
2181
Lantheus
LNTH
$6.82B
$2.26M ﹤0.01%
110,463
+31,623
+40% +$644K
ELLI
2182
DELISTED
Ellie Mae Inc
ELLI
$2.26M ﹤0.01%
25,273
-13,061
-34% -$1.15M
TAHO
2183
DELISTED
Tahoe Resources Inc
TAHO
$2.25M ﹤0.01%
469,570
+104,550
+29% +$492K
SGMO
2184
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$2.24M ﹤0.01%
136,789
+108,202
+379% +$1.61M
VRN
2185
DELISTED
Veren
VRN
$2.24M ﹤0.01%
294,343
+131,190
+80% +$988K
DX
2186
Dynex Capital
DX
$2.99B
$2.24M ﹤0.01%
106,620
+27,449
+35% +$588K
SPN
2187
DELISTED
Superior Energy Services, Inc.
SPN
$2.24M ﹤0.01%
23,284
-11,749
-34% -$1.09M
AEGN
2188
DELISTED
Aegion Corp
AEGN
$2.24M ﹤0.01%
88,014
+3,239
+4% +$81.3K
HIFR
2189
DELISTED
InfraREIT, Inc.
HIFR
$2.24M ﹤0.01%
120,354
+25,082
+26% +$533K
WMC
2190
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.23M ﹤0.01%
22,435
+4,653
+26% +$474K
HVT icon
2191
Haverty Furniture Companies
HVT
$401M
$2.23M ﹤0.01%
98,227
-1,779
-2% -$42.8K
AMPY icon
2192
Amplify Energy
AMPY
$163M
$2.22M ﹤0.01%
133,827
+66,455
+99% +$1.07M
CCJ icon
2193
Cameco
CCJ
$38.3B
$2.21M ﹤0.01%
239,313
-60,327
-20% -$566K
KOS icon
2194
Kosmos Energy
KOS
$1.56B
$2.21M ﹤0.01%
322,370
+3,122
+1% +$23.8K
FFG
2195
DELISTED
FBL Financial Group
FFG
$2.2M ﹤0.01%
31,643
-1,543
-5% -$115K
ORIT
2196
DELISTED
Oritani Financial Corp. New
ORIT
$2.2M ﹤0.01%
134,420
+18,922
+16% +$318K
ASTE icon
2197
Astec Industries
ASTE
$1.3B
$2.2M ﹤0.01%
37,664
-22,432
-37% -$1.2M
PZZA icon
2198
Papa John's
PZZA
$999M
$2.2M ﹤0.01%
39,215
-9,755
-20% -$607K
STBZ
2199
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$2.2M ﹤0.01%
73,742
-74,518
-50% -$2.19M
LTXB
2200
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.19M ﹤0.01%
52,003
+6,543
+14% +$262K
86 87
88
89 90

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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.