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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
SGY
2426
DELISTED
Stone Energy
SGY
$1.49M ﹤0.01%
46,368
+8,545
+23% +$249K
ANGO icon
2427
AngioDynamics
ANGO
$562M
$1.49M ﹤0.01%
89,445
+8,693
+11% +$148K
NX icon
2428
Quanex
NX
$854M
$1.49M ﹤0.01%
63,477
+4,182
+7% +$92.7K
VDE icon
2429
Vanguard Energy ETF
VDE
$10.1B
$1.48M ﹤0.01%
+14,997
New +$1.41M
ENTL
2430
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$1.48M ﹤0.01%
60,769
+16,333
+37% +$314K
BNED icon
2431
Barnes & Noble Education
BNED
$412M
$1.48M ﹤0.01%
1,797
+287
+19% +$190K
DENN
2432
DELISTED
Denny's
DENN
$1.48M ﹤0.01%
111,733
+15,996
+17% +$208K
CTWS
2433
DELISTED
Connecticut Water Service Inc
CTWS
$1.48M ﹤0.01%
25,743
+945
+4% +$57.7K
CEVA icon
2434
CEVA Inc
CEVA
$1.01B
$1.48M ﹤0.01%
32,003
+1,562
+5% +$71.7K
RGEN icon
2435
Repligen
RGEN
$7.44B
$1.48M ﹤0.01%
40,676
+2,158
+6% +$78.1K
PTLA
2436
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.48M ﹤0.01%
30,313
-8,351
-22% -$422K
AGD
2437
abrdn Global Dynamic Dividend Fund
AGD
$315M
$1.47M ﹤0.01%
136,451
+9,418
+7% +$100K
TBX icon
2438
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.47M ﹤0.01%
52,043
-4,673
-8% -$132K
OCFC icon
2439
OceanFirst Financial
OCFC
$1.7B
$1.47M ﹤0.01%
56,076
+24,005
+75% +$654K
EMB icon
2440
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$1.47M ﹤0.01%
12,665
-462
-4% -$53.4K
TVPT
2441
DELISTED
Travelport Worldwide Limited
TVPT
$1.47M ﹤0.01%
112,471
-16,638
-13% -$237K
GPRE icon
2442
Green Plains
GPRE
$1.19B
$1.46M ﹤0.01%
86,732
-5,277
-6% -$92.8K
AFSI
2443
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.46M ﹤0.01%
144,755
+57,035
+65% +$646K
INST
2444
DELISTED
Instructure, Inc.
INST
$1.46M ﹤0.01%
44,005
+2,454
+6% +$83.6K
ZGNX
2445
DELISTED
Zogenix, Inc.
ZGNX
$1.46M ﹤0.01%
+36,384
New +$1.4M
RMAX icon
2446
RE/MAX Holdings
RMAX
$200M
$1.46M ﹤0.01%
30,007
-4,711
-14% -$269K
EXAC
2447
DELISTED
Exactech Inc
EXAC
$1.45M ﹤0.01%
29,392
-5,219
-15% -$220K
STGW icon
2448
Stagwell
STGW
$1.84B
$1.44M ﹤0.01%
147,310
-90,450
-38% -$993K
RESI
2449
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.43M ﹤0.01%
120,701
+29,582
+32% +$327K
XCRA
2450
DELISTED
Xcerra Corporation
XCRA
$1.42M ﹤0.01%
145,416
+79,034
+119% +$780K
96 97
98
99 100

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AF
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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.