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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
LSXMA
1451
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.12M 0.01%
213,424
+144
+0.1% +$4.34K
VEEV icon
1452
Veeva Systems
VEEV
$30.3B
$6.11M 0.01%
110,536
+18,039
+20% +$1.06M
DEI icon
1453
Douglas Emmett
DEI
$2.06B
$6.11M 0.01%
148,782
-1,249
-0.8% -$50.4K
NEU icon
1454
NewMarket
NEU
$7.17B
$6.11M 0.01%
15,364
+255
+2% +$103K
TEN
1455
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$6.1M 0.01%
104,200
+9,023
+9% +$533K
DBI icon
1456
Designer Brands
DBI
$277M
$6.08M 0.01%
283,992
+46,192
+19% +$949K
KFY icon
1457
Korn Ferry
KFY
$3.98B
$6.08M 0.01%
146,851
+17,183
+13% +$713K
RLI icon
1458
RLI Corp
RLI
$5.68B
$6.06M 0.01%
199,896
+9,358
+5% +$275K
EEFT icon
1459
Euronet Worldwide
EEFT
$3.02B
$6.06M 0.01%
71,885
-11,545
-14% -$1.07M
AHL
1460
DELISTED
ASPEN Insurance Holding Limited
AHL
$6.05M 0.01%
149,049
-16,022
-10% -$663K
EGN
1461
DELISTED
Energen
EGN
$6.05M 0.01%
105,048
+6,565
+7% +$357K
NSP icon
1462
Insperity
NSP
$1.85B
$6.05M 0.01%
105,442
+8,050
+8% +$426K
UPBD icon
1463
Upbound Group
UPBD
$1.19B
$6.03M 0.01%
543,633
-5,232
-1% -$57.3K
CZR
1464
DELISTED
Caesars Entertainment Corporation
CZR
$6.03M 0.01%
476,357
+55,988
+13% +$710K
PFGC icon
1465
Performance Food Group
PFGC
$17.5B
$6.02M 0.01%
181,881
+37,061
+26% +$1.09M
FTR
1466
DELISTED
Frontier Communications Corp.
FTR
$6.01M 0.01%
889,727
+314,109
+55% +$2.93M
APOG icon
1467
Apogee Enterprises
APOG
$850M
$6.01M 0.01%
131,451
-17,209
-12% -$821K
IDCC icon
1468
InterDigital
IDCC
$6.68B
$6M 0.01%
78,787
+11,780
+18% +$880K
CWT icon
1469
California Water Service
CWT
$3.04B
$6M 0.01%
132,261
-89
-0.1% -$3.83K
MGEE icon
1470
MGE Energy Inc
MGEE
$3.11B
$5.99M 0.01%
94,860
+12,164
+15% +$791K
INGN icon
1471
Inogen
INGN
$167M
$5.98M 0.01%
50,231
+6,978
+16% +$768K
AIT icon
1472
Applied Industrial Technologies
AIT
$12.8B
$5.98M 0.01%
87,798
-10,093
-10% -$642K
MDP
1473
DELISTED
Meredith Corporation
MDP
$5.98M 0.01%
90,519
+3,209
+4% +$194K
NVRI icon
1474
Enviri
NVRI
$621M
$5.98M 0.01%
320,421
-45,257
-12% -$872K
PBA icon
1475
Pembina Pipeline
PBA
$29.9B
$5.97M 0.01%
164,997
+15,090
+10% +$522K
57 58
59
60 61

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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.