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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
PENN icon
1251
PENN Entertainment
PENN
$2.75B
$8.1M 0.01%
258,463
+19,848
+8% +$536K
GES
1252
DELISTED
Guess Inc
GES
$8.1M 0.01%
479,559
+64,411
+16% +$1.07M
CMD
1253
DELISTED
Cantel Medical Corporation
CMD
$8.08M 0.01%
78,564
+15,016
+24% +$1.5M
POT
1254
DELISTED
Potash Corp Of Saskatchewan
POT
$8.08M 0.01%
391,251
-35,202
-8% -$682K
VMI icon
1255
Valmont Industries
VMI
$10.3B
$8.08M 0.01%
48,708
+5,676
+13% +$923K
PINC
1256
DELISTED
Premier
PINC
$8.05M 0.01%
275,700
+64,671
+31% +$1.99M
ALSN icon
1257
Allison Transmission
ALSN
$9.42B
$8.05M 0.01%
186,822
+24,520
+15% +$999K
SVU
1258
DELISTED
SUPERVALU Inc.
SVU
$8.02M 0.01%
371,388
+88,157
+31% +$1.61M
RP
1259
DELISTED
RealPage, Inc.
RP
$8M 0.01%
180,581
+34,742
+24% +$1.52M
SHO icon
1260
Sunstone Hotel Investors
SHO
$2.19B
$7.99M 0.01%
483,612
+100,180
+26% +$1.66M
H icon
1261
Hyatt Hotels
H
$18B
$7.98M 0.01%
108,520
+221
+0.2% +$14.9K
NBR icon
1262
Nabors Industries
NBR
$1.24B
$7.97M 0.01%
23,343
+1,808
+8% +$576K
KLXI
1263
DELISTED
KLX Inc.
KLXI
$7.97M 0.01%
138,488
-14,066
-9% -$675K
QEP
1264
DELISTED
QEP RESOURCES, INC.
QEP
$7.96M 0.01%
832,059
+220,961
+36% +$2M
JGH icon
1265
Nuveen Global High Income Fund
JGH
$348M
$7.96M 0.01%
470,659
+18,448
+4% +$312K
HEI icon
1266
HEICO Corp
HEI
$47.9B
$7.96M 0.01%
164,713
+57,559
+54% +$2.68M
ALKS icon
1267
Alkermes
ALKS
$8.79B
$7.95M 0.01%
145,212
+15,190
+12% +$775K
CRZO
1268
DELISTED
Carrizo Oil & Gas Inc
CRZO
$7.94M 0.01%
373,229
+110,656
+42% +$2.04M
MASI
1269
DELISTED
Masimo
MASI
$7.94M 0.01%
93,628
-5,229
-5% -$454K
NHY
1270
DELISTED
NORSK HYDRO A. S. ADR
NHY
$7.94M 0.01%
1,044,358
-34,779
-3% -$264K
CMP icon
1271
Compass Minerals
CMP
$1.24B
$7.94M 0.01%
109,846
+4,898
+5% +$330K
ELS icon
1272
Equity Lifestyle Properties
ELS
$12.8B
$7.93M 0.01%
178,228
-1,348
-0.8% -$60K
GPOR
1273
DELISTED
Gulfport Energy Corp.
GPOR
$7.89M 0.01%
618,446
-14,223
-2% -$189K
RSPP
1274
DELISTED
RSP Permian, Inc.
RSPP
$7.89M 0.01%
193,952
-21,877
-10% -$786K
PRLB icon
1275
Protolabs
PRLB
$1.85B
$7.87M 0.01%
76,399
+16,791
+28% +$1.51M
49 50
51
52 53

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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.