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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
HI
1526
DELISTED
Hillenbrand
HI
$5.68M 0.01%
127,188
+3,845
+3% +$161K
QIWI
1527
DELISTED
QIWI PLC
QIWI
$5.68M 0.01%
327,980
+316,566
+2,773% +$5.06M
RYN icon
1528
Rayonier
RYN
$6.49B
$5.67M 0.01%
197,656
+14,369
+8% +$399K
ENV
1529
DELISTED
ENVESTNET, INC.
ENV
$5.67M 0.01%
113,724
+48,950
+76% +$2.53M
EXPO icon
1530
Exponent
EXPO
$2.98B
$5.66M 0.01%
159,178
+6,076
+4% +$223K
WGO icon
1531
Winnebago Industries
WGO
$870M
$5.66M 0.01%
101,780
+2,959
+3% +$149K
HOUS
1532
DELISTED
Anywhere Real Estate
HOUS
$5.66M 0.01%
213,512
-88,478
-29% -$2.56M
USCR
1533
DELISTED
U S Concrete, Inc.
USCR
$5.66M 0.01%
67,612
-8,480
-11% -$667K
CLGX
1534
DELISTED
Corelogic, Inc.
CLGX
$5.65M 0.01%
122,243
+3,221
+3% +$149K
HQY icon
1535
HealthEquity
HQY
$7.91B
$5.65M 0.01%
121,019
+56,516
+88% +$2.8M
DFIN icon
1536
Donnelley Financial Solutions
DFIN
$1.21B
$5.64M 0.01%
289,324
+46,625
+19% +$953K
TEAM icon
1537
Atlassian
TEAM
$22B
$5.63M 0.01%
123,635
-14,999
-11% -$698K
LNCE
1538
DELISTED
Snyders-Lance, Inc.
LNCE
$5.62M 0.01%
112,118
+31,468
+39% +$1.25M
PRAA icon
1539
PRA Group
PRAA
$648M
$5.61M 0.01%
169,049
+49,728
+42% +$1.58M
ALGT icon
1540
Allegiant Air
ALGT
$2.64B
$5.61M 0.01%
36,219
+12,200
+51% +$1.72M
ARCB icon
1541
ArcBest
ARCB
$3.44B
$5.61M 0.01%
156,771
+2,125
+1% +$72.5K
MSCC
1542
DELISTED
Microsemi Corp
MSCC
$5.61M 0.01%
108,523
-7,053
-6% -$371K
TCBI icon
1543
Texas Capital Bancshares
TCBI
$4.31B
$5.6M 0.01%
63,038
+8,201
+15% +$711K
CTLT
1544
DELISTED
CATALENT, INC.
CTLT
$5.6M 0.01%
136,358
+32,220
+31% +$1.31M
SGEN
1545
DELISTED
Seagen Inc. Common Stock
SGEN
$5.59M 0.01%
104,579
+34,661
+50% +$2.02M
LGF.B
1546
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$5.59M 0.01%
176,029
+89,571
+104% +$2.69M
RBC icon
1547
RBC Bearings
RBC
$18.8B
$5.58M 0.01%
44,175
-1,157
-3% -$145K
CATY icon
1548
Cathay General Bancorp
CATY
$4.2B
$5.58M 0.01%
132,376
+6,487
+5% +$271K
GRPN icon
1549
Groupon
GRPN
$980M
$5.58M 0.01%
54,654
-5,519
-9% -$581K
WABC icon
1550
Westamerica Bancorp
WABC
$1.39B
$5.57M 0.01%
93,483
+175
+0.2% +$10.3K
60 61
62
63 64

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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.