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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

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

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

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
CONN
1201
DELISTED
Conn's Inc.
CONN
$8.64M 0.01%
243,145
-4,839
-2% -$148K
AMD icon
1202
Advanced Micro Devices
AMD
$808B
$8.64M 0.01%
840,518
-331,757
-28% -$3.88M
VLY icon
1203
Valley National Bancorp
VLY
$8.28B
$8.63M 0.01%
768,702
+17,399
+2% +$202K
GFI icon
1204
Gold Fields
GFI
$28.6B
$8.62M 0.01%
2,004,047
-96,792
-5% -$390K
WDAY icon
1205
Workday
WDAY
$35.8B
$8.6M 0.01%
84,564
+2,970
+4% +$317K
MNK
1206
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$8.58M 0.01%
380,286
+72,893
+24% +$1.95M
CMG icon
1207
Chipotle Mexican Grill
CMG
$44.2B
$8.58M 0.01%
1,483,950
-476,350
-24% -$2.84M
MOH icon
1208
Molina Healthcare
MOH
$11.7B
$8.55M 0.01%
111,530
-5,139
-4% -$371K
CLH icon
1209
Clean Harbors
CLH
$16.4B
$8.55M 0.01%
157,764
+9,802
+7% +$531K
VSM
1210
DELISTED
Versum Materials, Inc.
VSM
$8.55M 0.01%
225,804
+9,357
+4% +$365K
CAMP
1211
DELISTED
CalAmp Corp.
CAMP
$8.54M 0.01%
17,320
+1,793
+12% +$926K
WCN
1212
Waste Connections
WCN
$43.7B
$8.52M 0.01%
120,081
+4,368
+4% +$305K
NEOG icon
1213
Neogen
NEOG
$2.24B
$8.5M 0.01%
275,653
+49,549
+22% +$1.5M
HIW icon
1214
Highwoods Properties
HIW
$3.67B
$8.49M 0.01%
166,847
-6,634
-4% -$342K
SRPT icon
1215
Sarepta Therapeutics
SRPT
$1.82B
$8.48M 0.01%
152,386
+16,288
+12% +$863K
NSIT icon
1216
Insight Enterprises
NSIT
$3.48B
$8.47M 0.01%
221,322
+4,221
+2% +$173K
AUO
1217
DELISTED
AU Optronics Corp
AUO
$8.46M 0.01%
2,033,970
+94,353
+5% +$392K
TARO
1218
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$8.43M 0.01%
80,476
-13,503
-14% -$1.48M
GGAL icon
1219
Galicia Financial Group
GGAL
$8.02B
$8.4M 0.01%
+127,538
New +$7.31M
ASB icon
1220
Associated Banc-Corp
ASB
$5.92B
$8.39M 0.01%
330,465
+17,390
+6% +$435K
ENR icon
1221
Energizer
ENR
$1.39B
$8.37M 0.01%
174,488
+3,232
+2% +$149K
ACCO icon
1222
Acco Brands
ACCO
$376M
$8.37M 0.01%
685,664
+48,538
+8% +$624K
EXPR
1223
DELISTED
Express, Inc.
EXPR
$8.36M 0.01%
41,194
+8,145
+25% +$1.34M
CPE
1224
DELISTED
Callon Petroleum Company
CPE
$8.36M 0.01%
68,809
+2,333
+4% +$258K
YPF icon
1225
YPF
YPF
$19.5B
$8.36M 0.01%
364,873
+342,725
+1,547% +$7.86M
47 48
49
50 51

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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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ACI
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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.