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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
BOBE
1476
DELISTED
Bob Evans Farms, Inc.
BOBE
$5.97M 0.01%
75,703
-40,550
-35% -$3.15M
WRI
1477
DELISTED
Weingarten Realty Investors
WRI
$5.96M 0.01%
181,436
+25,406
+16% +$822K
AZPN
1478
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$5.96M 0.01%
90,088
-3,843
-4% -$254K
PTEN icon
1479
Patterson-UTI
PTEN
$3.87B
$5.96M 0.01%
258,993
-134,739
-34% -$2.79M
ICL icon
1480
ICL Group
ICL
$6.81B
$5.96M 0.01%
1,473,973
+22,722
+2% +$94.3K
PRI icon
1481
Primerica
PRI
$9.81B
$5.96M 0.01%
58,640
-29,176
-33% -$2.78M
WRLD icon
1482
World Acceptance Corp
WRLD
$950M
$5.95M 0.01%
73,711
+11,319
+18% +$911K
CYH icon
1483
Community Health Systems
CYH
$385M
$5.94M 0.01%
1,395,228
-109,078
-7% -$548K
EDP
1484
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$5.94M 0.01%
171,336
-20,581
-11% -$713K
ESL
1485
DELISTED
Esterline Technologies
ESL
$5.93M 0.01%
79,450
-3,354
-4% -$276K
RAD
1486
DELISTED
Rite Aid Corporation
RAD
$5.93M 0.01%
150,443
-19,462
-11% -$695K
DMC
1487
Del Monte Corp
DMC
$1.35B
$5.92M 0.01%
124,297
-11,393
-8% -$537K
RPAI
1488
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$5.92M 0.01%
440,611
+123,379
+39% +$1.6M
SYNA icon
1489
Synaptics
SYNA
$4.41B
$5.92M 0.01%
148,256
+55,288
+59% +$2.12M
SCS
1490
DELISTED
Steelcase
SCS
$5.92M 0.01%
389,360
+114,523
+42% +$1.68M
IRDM icon
1491
Iridium Communications
IRDM
$4.85B
$5.91M 0.01%
501,141
+33,255
+7% +$384K
AKO.B icon
1492
Embotelladora Andina Series B
AKO.B
$5.91M 0.01%
201,841
+56,545
+39% +$1.59M
NTGR icon
1493
NETGEAR
NTGR
$669M
$5.9M 0.01%
100,435
-5,011
-5% -$257K
JPC icon
1494
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$5.9M 0.01%
570,400
+10,926
+2% +$114K
SCSC icon
1495
Scansource
SCSC
$1.12B
$5.9M 0.01%
164,705
+2,334
+1% +$91.2K
STAY
1496
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$5.88M 0.01%
309,720
-47,437
-13% -$884K
MDR
1497
DELISTED
McDermott International
MDR
$5.86M 0.01%
297,017
-16,791
-5% -$355K
HELE icon
1498
Helen of Troy
HELE
$663M
$5.86M 0.01%
60,833
+19,421
+47% +$1.79M
BID
1499
DELISTED
Sotheby's
BID
$5.85M 0.01%
113,389
-12,618
-10% -$630K
LDP icon
1500
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$5.85M 0.01%
224,409
+21,975
+11% +$581K
58 59
60
61 62

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MCM
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PSUF
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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.