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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
WSBC icon
2251
WesBanco
WSBC
$3.95B
$2.02M ﹤0.01%
49,578
+14,427
+41% +$589K
SCMP
2252
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$2.01M ﹤0.01%
112,074
+6,733
+6% +$82.9K
CDE icon
2253
Coeur Mining
CDE
$15.6B
$2.01M ﹤0.01%
268,083
-70,699
-21% -$555K
COKE icon
2254
Coca-Cola Consolidated
COKE
$12.3B
$2.01M ﹤0.01%
93,440
+10,490
+13% +$228K
BUFF
2255
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$2M ﹤0.01%
61,113
+1,164
+2% +$34.5K
FIT
2256
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2M ﹤0.01%
349,970
+87,707
+33% +$558K
AVXS
2257
DELISTED
AveXis, Inc. Common Stock
AVXS
$2M ﹤0.01%
18,033
+1,528
+9% +$153K
THD icon
2258
iShares MSCI Thailand ETF
THD
$361M
$1.99M ﹤0.01%
21,496
-2,249
-9% -$200K
RUTH
2259
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.99M ﹤0.01%
91,804
+28,284
+45% +$594K
KFRC icon
2260
Kforce
KFRC
$983M
$1.99M ﹤0.01%
78,690
+2,400
+3% +$56.4K
AORT icon
2261
Artivion
AORT
$1.23B
$1.98M ﹤0.01%
103,326
-8,454
-8% -$169K
VSTO
2262
DELISTED
Vista Outdoor Inc.
VSTO
$1.98M ﹤0.01%
135,823
-70,512
-34% -$1.23M
IMAX icon
2263
IMAX
IMAX
$2.38B
$1.98M ﹤0.01%
85,430
-22,833
-21% -$538K
BKS
2264
DELISTED
Barnes & Noble
BKS
$1.98M ﹤0.01%
294,716
-17,091
-5% -$121K
XPRO icon
2265
Expro Ltd
XPRO
$1.79B
$1.97M ﹤0.01%
49,407
+6,055
+14% +$241K
FFA
2266
First Trust Enhanced Equity Income Fund
FFA
$447M
$1.97M ﹤0.01%
121,385
-27,423
-18% -$427K
PMM
2267
Franklin Managed Municipal Income Trust
PMM
$275M
$1.96M ﹤0.01%
264,779
-1,277
-0.5% -$9.56K
LAUR icon
2268
Laureate Education
LAUR
$5.18B
$1.96M ﹤0.01%
144,341
+71,240
+97% +$933K
XLI icon
2269
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$1.95M ﹤0.01%
25,820
+1,588
+7% +$116K
MTW icon
2270
Manitowoc
MTW
$516M
$1.95M ﹤0.01%
49,634
-609
-1% -$23.6K
RNST icon
2271
Renasant Corp
RNST
$4.01B
$1.95M ﹤0.01%
47,701
+2,018
+4% +$84.3K
ALX
2272
Alexander's
ALX
$1.4B
$1.95M ﹤0.01%
4,918
+610
+14% +$252K
WTI icon
2273
W&T Offshore
WTI
$545M
$1.94M ﹤0.01%
586,871
+93,133
+19% +$289K
QTS
2274
DELISTED
QTS REALTY TRUST, INC.
QTS
$1.94M ﹤0.01%
35,830
+162
+0.5% +$9.03K
FISI icon
2275
Financial Institutions
FISI
$800M
$1.94M ﹤0.01%
62,293
+28,378
+84% +$892K
89 90
91
92 93

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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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ACI
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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.