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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
COHR icon
1376
Coherent
COHR
$55.2B
$6.81M 0.01%
144,969
-50,764
-26% -$2.28M
NGHC
1377
DELISTED
National General Holdings Corp
NGHC
$6.81M 0.01%
346,544
+290,477
+518% +$5.95M
PTC icon
1378
PTC
PTC
$13.7B
$6.79M 0.01%
111,816
-19,022
-15% -$1.18M
IWR icon
1379
iShares Russell Mid-Cap ETF
IWR
$56.8B
$6.79M 0.01%
130,536
-2,560
-2% -$130K
GPI icon
1380
Group 1 Automotive
GPI
$3.94B
$6.78M 0.01%
95,572
-1,746
-2% -$133K
SYKE
1381
DELISTED
SYKES Enterprises Inc
SYKE
$6.78M 0.01%
215,640
+35,882
+20% +$1.08M
YELP icon
1382
Yelp
YELP
$1.38B
$6.76M 0.01%
161,211
+22,251
+16% +$990K
SAIA icon
1383
Saia
SAIA
$11.3B
$6.75M 0.01%
95,427
-39,038
-29% -$2.5M
ITGR icon
1384
Integer Holdings
ITGR
$3.35B
$6.73M 0.01%
148,627
+15,778
+12% +$769K
HA
1385
DELISTED
Hawaiian Holdings, Inc.
HA
$6.71M 0.01%
168,406
-6,306
-4% -$242K
CBRL icon
1386
Cracker Barrel
CBRL
$1.2B
$6.7M 0.01%
42,161
+5,069
+14% +$796K
THS
1387
DELISTED
Treehouse Foods
THS
$6.69M 0.01%
135,321
+67,676
+100% +$3.62M
BKH icon
1388
Black Hills Corp
BKH
$5.73B
$6.68M 0.01%
111,118
+20,405
+22% +$1.26M
SMTC icon
1389
Semtech
SMTC
$11.7B
$6.68M 0.01%
195,233
+66,174
+51% +$2.48M
MTRN icon
1390
Materion
MTRN
$5.01B
$6.65M 0.01%
136,878
+45,303
+49% +$2.15M
ICUI icon
1391
ICU Medical
ICUI
$3.93B
$6.65M 0.01%
30,779
+1,947
+7% +$394K
LNW
1392
DELISTED
Light & Wonder
LNW
$6.64M 0.01%
129,512
+5,875
+5% +$286K
LITE icon
1393
Lumentum
LITE
$59.4B
$6.64M 0.01%
135,776
-18,652
-12% -$1.04M
OGS icon
1394
ONE Gas
OGS
$5.05B
$6.62M 0.01%
90,397
-28,845
-24% -$2.19M
VT icon
1395
Vanguard Total World Stock ETF
VT
$76.3B
$6.6M 0.01%
88,821
+72,571
+447% +$5.27M
PIPR icon
1396
Piper Sandler
PIPR
$5.14B
$6.59M 0.01%
305,760
+41,224
+16% +$743K
DPG
1397
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$6.59M 0.01%
424,673
+75,941
+22% +$1.2M
ACC
1398
DELISTED
American Campus Communities, Inc.
ACC
$6.58M 0.01%
160,452
+3,752
+2% +$160K
UAA icon
1399
Under Armour
UAA
$3B
$6.58M 0.01%
455,930
-127,874
-22% -$1.85M
CZR icon
1400
Caesars Entertainment
CZR
$6.1B
$6.57M 0.01%
198,295
+58,584
+42% +$1.7M
54 55
56
57 58

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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.