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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
AKBA icon
2451
Akebia Therapeutics
AKBA
$327M
$1.42M ﹤0.01%
95,464
-9,734
-9% -$161K
BEL
2452
DELISTED
Belmond Ltd.
BEL
$1.42M ﹤0.01%
115,837
+1,473
+1% +$18.9K
THFF icon
2453
First Financial Corp
THFF
$922M
$1.42M ﹤0.01%
31,258
+787
+3% +$37.3K
MCRI icon
2454
Monarch Casino & Resort
MCRI
$2.14B
$1.42M ﹤0.01%
31,623
+2,745
+10% +$122K
CRR
2455
DELISTED
Carbo Ceramics Inc.
CRR
$1.42M ﹤0.01%
139,069
-6,841
-5% -$60.5K
SCHX icon
2456
Schwab US Large- Cap ETF
SCHX
$70.9B
$1.42M ﹤0.01%
+133,068
New +$1.38M
P
2457
Everpure Inc
P
$24.8B
$1.41M ﹤0.01%
89,172
+31,918
+56% +$532K
ACV
2458
Virtus Diversified Income & Convertible Fund
ACV
$278M
$1.41M ﹤0.01%
64,650
-1,685
-3% -$37K
FCB
2459
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.41M ﹤0.01%
27,755
+4,015
+17% +$197K
GOOD
2460
Gladstone Commercial Corp
GOOD
$627M
$1.41M ﹤0.01%
66,910
-3,682
-5% -$81.6K
TERP
2461
DELISTED
TerraForm Power, Inc
TERP
$1.41M ﹤0.01%
117,588
+10,667
+10% +$133K
MDGL icon
2462
Madrigal Pharmaceuticals
MDGL
$12.6B
$1.4M ﹤0.01%
+15,272
New +$872K
CSS
2463
DELISTED
CSS Industries, Inc.
CSS
$1.4M ﹤0.01%
50,365
+8,195
+19% +$232K
MXL icon
2464
MaxLinear
MXL
$6.49B
$1.4M ﹤0.01%
53,021
-5,119
-9% -$128K
ASNA
2465
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.4M ﹤0.01%
29,817
-15,056
-34% -$634K
HK
2466
DELISTED
Halcon Resources Corporation
HK
$1.4M ﹤0.01%
184,880
+46,194
+33% +$317K
ENTA icon
2467
Enanta Pharmaceuticals
ENTA
$372M
$1.4M ﹤0.01%
23,786
+7,163
+43% +$359K
TTI icon
2468
TETRA Technologies
TTI
$1.23B
$1.39M ﹤0.01%
325,000
-369,679
-53% -$1.27M
BOOT icon
2469
Boot Barn
BOOT
$4.55B
$1.38M ﹤0.01%
83,301
+39,168
+89% +$469K
BEAT
2470
DELISTED
BioTelemetry, Inc.
BEAT
$1.38M ﹤0.01%
46,259
-501
-1% -$14.5K
ONTO icon
2471
Onto Innovation
ONTO
$13.6B
$1.38M ﹤0.01%
55,361
+27,788
+101% +$740K
BFS
2472
Saul Centers
BFS
$875M
$1.38M ﹤0.01%
22,336
-176
-0.8% -$11K
CORR
2473
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.38M ﹤0.01%
35,990
-3,002
-8% -$109K
HNP
2474
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.37M ﹤0.01%
54,939
+5,045
+10% +$131K
AMPH icon
2475
Amphastar Pharmaceuticals
AMPH
$825M
$1.37M ﹤0.01%
71,182
+22,391
+46% +$418K
97 98
99
100 101

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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.