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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
UNVR
2376
DELISTED
Univar Solutions Inc.
UNVR
$1.62M ﹤0.01%
52,427
-66,553
-56% -$1.98M
AXGN icon
2377
Axogen
AXGN
$2.1B
$1.62M ﹤0.01%
57,311
-25,191
-31% -$594K
DNOW icon
2378
DNOW Inc
DNOW
$2.63B
$1.62M ﹤0.01%
147,016
-34,503
-19% -$394K
MOV icon
2379
Movado Group
MOV
$812M
$1.62M ﹤0.01%
50,359
+2,764
+6% +$80.1K
WIRE
2380
DELISTED
Encore Wire Corp
WIRE
$1.62M ﹤0.01%
33,288
-1,082
-3% -$50K
FARO
2381
DELISTED
Faro Technologies
FARO
$1.62M ﹤0.01%
34,385
-172
-0.5% -$8.06K
CUDA
2382
DELISTED
Barracuda Networks, Inc.
CUDA
$1.62M ﹤0.01%
58,755
+1,367
+2% +$33.9K
RGR icon
2383
Sturm, Ruger & Co
RGR
$610M
$1.61M ﹤0.01%
28,894
-3,078
-10% -$161K
BOKF icon
2384
BOK Financial
BOKF
$8.64B
$1.6M ﹤0.01%
17,353
-2,393
-12% -$211K
SBSI icon
2385
Southside Bancshares
SBSI
$1.02B
$1.6M ﹤0.01%
47,502
+2,217
+5% +$78.4K
NPKI
2386
NPK International
NPKI
$1.21B
$1.6M ﹤0.01%
186,090
-72,566
-28% -$657K
VECO icon
2387
Veeco
VECO
$3.15B
$1.59M ﹤0.01%
107,418
-27,015
-20% -$465K
OPB
2388
DELISTED
Opus Bank Common Stock
OPB
$1.59M ﹤0.01%
58,316
-5,380
-8% -$139K
LE icon
2389
Lands' End
LE
$361M
$1.59M ﹤0.01%
81,301
+3,773
+5% +$52.1K
ZVO
2390
DELISTED
Zovio Inc. Common Stock
ZVO
$1.59M ﹤0.01%
191,443
+104,975
+121% +$972K
BW icon
2391
Babcock & Wilcox
BW
$1.43B
$1.59M ﹤0.01%
27,935
+8,399
+43% +$381K
EEMS icon
2392
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$354M
$1.58M ﹤0.01%
29,807
-562
-2% -$28.8K
SPNT icon
2393
SiriusPoint
SPNT
$2.98B
$1.57M ﹤0.01%
107,539
+35,406
+49% +$570K
LORL
2394
DELISTED
Loral Space and Communications, Inc.
LORL
$1.57M ﹤0.01%
35,718
+3,938
+12% +$184K
DS
2395
DELISTED
Drive Shack Inc.
DS
$1.57M ﹤0.01%
283,733
+22,074
+8% +$105K
SPOK icon
2396
Spok Holdings
SPOK
$221M
$1.57M ﹤0.01%
100,052
-4,942
-5% -$82.8K
TWI icon
2397
Titan International
TWI
$516M
$1.56M ﹤0.01%
120,828
-18,712
-13% -$208K
LNN icon
2398
Lindsay Corp
LNN
$1.16B
$1.55M ﹤0.01%
17,588
-316
-2% -$28.7K
FBNC icon
2399
First Bancorp
FBNC
$2.6B
$1.55M ﹤0.01%
43,892
+10,095
+30% +$366K
GTN icon
2400
Gray Television
GTN
$407M
$1.55M ﹤0.01%
92,491
+31,321
+51% +$489K
94 95
96
97 98

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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.