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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
CTRN icon
2276
Citi Trends
CTRN
$524M
$1.93M ﹤0.01%
72,861
+45,925
+170% +$1.07M
SD icon
2277
SandRidge Energy
SD
$510M
$1.93M ﹤0.01%
91,434
-8,116
-8% -$151K
BBBY
2278
Bed Bath & Beyond
BBBY
$473M
$1.92M ﹤0.01%
40,010
+14,143
+55% +$511K
FOXF icon
2279
Fox Factory Holding Corp
FOXF
$776M
$1.92M ﹤0.01%
49,459
+16,261
+49% +$658K
USNA icon
2280
Usana Health Sciences
USNA
$394M
$1.92M ﹤0.01%
25,945
+658
+3% +$44K
ASRT
2281
DELISTED
Assertio
ASRT
$1.92M ﹤0.01%
3,975
+2,330
+142% +$906K
DPLO
2282
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.92M ﹤0.01%
95,684
-10,492
-10% -$206K
BLX icon
2283
Bladex Inc
BLX
$2.24B
$1.91M ﹤0.01%
71,138
+28,349
+66% +$820K
SYNT
2284
DELISTED
Syntel Inc
SYNT
$1.91M ﹤0.01%
83,239
+30,290
+57% +$717K
FIZZ icon
2285
National Beverage
FIZZ
$2.87B
$1.91M ﹤0.01%
39,266
-6,518
-14% -$334K
YZC
2286
DELISTED
Yanzhou Coal Mining
YZC
$1.91M ﹤0.01%
163,223
-46,777
-22% -$547K
UBNK
2287
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.9M ﹤0.01%
107,760
+52,948
+97% +$964K
TOWN icon
2288
Towne Bank
TOWN
$3.35B
$1.9M ﹤0.01%
61,799
+4,877
+9% +$163K
BBAR icon
2289
BBVA Argentina
BBAR
$3.85B
$1.9M ﹤0.01%
75,320
+65,415
+660% +$1.45M
BANR icon
2290
Banner Corp
BANR
$2.39B
$1.89M ﹤0.01%
34,351
+9,810
+40% +$569K
NIE
2291
Virtus Equity & Convertible Income Fund
NIE
$718M
$1.89M ﹤0.01%
89,535
+5,313
+6% +$111K
INSM icon
2292
Insmed
INSM
$23.2B
$1.89M ﹤0.01%
60,585
+6,170
+11% +$182K
AROC icon
2293
Archrock
AROC
$6.33B
$1.89M ﹤0.01%
179,504
-49,118
-21% -$533K
PERY
2294
DELISTED
Perry Ellis International Inc
PERY
$1.88M ﹤0.01%
75,069
+6,289
+9% +$150K
COHU icon
2295
Cohu
COHU
$2.39B
$1.88M ﹤0.01%
85,612
+1,162
+1% +$27.7K
WIFI
2296
DELISTED
Boingo Wireless, Inc.
WIFI
$1.88M ﹤0.01%
83,371
+9,248
+12% +$212K
ACTA
2297
DELISTED
Actua Corp
ACTA
$1.88M ﹤0.01%
120,280
+31,504
+35% +$489K
PAG icon
2298
Penske Automotive Group
PAG
$14.3B
$1.88M ﹤0.01%
39,186
-270
-0.7% -$12.7K
PAHC icon
2299
Phibro Animal Health
PAHC
$1.38B
$1.87M ﹤0.01%
55,820
+3,072
+6% +$109K
ANW
2300
DELISTED
Aegean Marine Petroleum Network
ANW
$1.87M ﹤0.01%
433,994
+390,468
+897% +$1.65M
90 91
92
93 94

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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.