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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
RGP icon
2401
Resources Connection
RGP
$129M
$1.55M ﹤0.01%
100,263
-7,298
-7% -$113K
EPM icon
2402
Evolution Petroleum
EPM
$137M
$1.54M ﹤0.01%
225,467
+27,473
+14% +$193K
TBRG
2403
DELISTED
TruBridge
TBRG
$1.54M ﹤0.01%
51,265
+7,114
+16% +$212K
ABCB icon
2404
Ameris Bancorp
ABCB
$5.89B
$1.54M ﹤0.01%
31,880
-28,658
-47% -$1.39M
LIVN icon
2405
LivaNova
LIVN
$4.3B
$1.53M ﹤0.01%
19,200
+3,449
+22% +$274K
CVGW
2406
DELISTED
Calavo Growers
CVGW
$1.53M ﹤0.01%
18,107
-1,914
-10% -$141K
HLNE icon
2407
Hamilton Lane
HLNE
$3.63B
$1.53M ﹤0.01%
43,135
+10,998
+34% +$339K
PEGI
2408
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.53M ﹤0.01%
71,074
-33,173
-32% -$746K
DFRG
2409
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.53M ﹤0.01%
100,041
+48,204
+93% +$685K
GASS icon
2410
StealthGas
GASS
$328M
$1.52M ﹤0.01%
349,749
+99,437
+40% +$373K
GNL icon
2411
Global Net Lease
GNL
$1.87B
$1.52M ﹤0.01%
74,097
+15,088
+26% +$325K
HTHT icon
2412
Huazhu Hotels Group
HTHT
$12.4B
$1.52M ﹤0.01%
42,248
+1,584
+4% +$50.1K
ORA icon
2413
Ormat Technologies
ORA
$6.11B
$1.52M ﹤0.01%
23,837
-7,148
-23% -$453K
USPH icon
2414
US Physical Therapy
USPH
$1.14B
$1.52M ﹤0.01%
21,079
-2,792
-12% -$190K
APO icon
2415
Apollo Global Management
APO
$70.7B
$1.51M ﹤0.01%
+45,237
New +$1.42M
WING icon
2416
Wingstop
WING
$3.68B
$1.51M ﹤0.01%
38,830
+3,952
+11% +$146K
EGOV
2417
DELISTED
NIC Inc
EGOV
$1.51M ﹤0.01%
91,187
+9,942
+12% +$168K
SHLD
2418
DELISTED
Sears Holding Corporation
SHLD
$1.51M ﹤0.01%
422,921
+10,985
+3% +$54.3K
ROCK icon
2419
Gibraltar Industries
ROCK
$1.34B
$1.51M ﹤0.01%
45,856
-23,634
-34% -$755K
PSDO
2420
DELISTED
Presidio, Inc. Common Stock
PSDO
$1.51M ﹤0.01%
78,920
+22,118
+39% +$348K
KERX
2421
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.51M ﹤0.01%
325,386
+133,536
+70% +$736K
SCIU
2422
DELISTED
Global X Scientific Beta US ETF
SCIU
$1.51M ﹤0.01%
48,828
+25,458
+109% +$776K
AVAV icon
2423
AeroVironment
AVAV
$7.57B
$1.5M ﹤0.01%
26,756
+1,048
+4% +$53.3K
GIC icon
2424
Global Industrial
GIC
$1.34B
$1.5M ﹤0.01%
+44,924
New +$1.32M
ABAX
2425
DELISTED
Abaxis Inc
ABAX
$1.49M ﹤0.01%
30,102
+6,681
+29% +$319K
95 96
97
98 99

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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.