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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
LKSD
1576
DELISTED
LSC Communications, Inc.
LKSD
$5.4M 0.01%
356,361
+152,609
+75% +$2.43M
CHS
1577
DELISTED
Chicos FAS, Inc.
CHS
$5.39M 0.01%
611,346
+72,129
+13% +$599K
CSGS
1578
DELISTED
CSG Systems International
CSGS
$5.39M 0.01%
122,972
+13,835
+13% +$597K
PFPT
1579
DELISTED
Proofpoint, Inc.
PFPT
$5.39M 0.01%
60,652
-26,146
-30% -$2.37M
BLUE
1580
DELISTED
bluebird bio
BLUE
$5.38M 0.01%
2,331
+210
+10% +$426K
HIBB
1581
DELISTED
Hibbett, Inc. Common Stock
HIBB
$5.38M 0.01%
263,591
-7,088
-3% -$117K
VREX icon
1582
Varex Imaging
VREX
$460M
$5.37M 0.01%
133,671
-12,025
-8% -$432K
GMED icon
1583
Globus Medical
GMED
$10.4B
$5.37M 0.01%
130,643
+30,541
+31% +$1.07M
ATSG
1584
DELISTED
Air Transport Services Group
ATSG
$5.37M 0.01%
231,949
+6,292
+3% +$150K
OLED icon
1585
Universal Display
OLED
$3.71B
$5.35M 0.01%
31,001
-7,016
-18% -$1.12M
SHOO icon
1586
Steven Madden
SHOO
$3.12B
$5.33M 0.01%
171,198
+16,710
+11% +$468K
FIVN icon
1587
FIVE9
FIVN
$1.77B
$5.32M 0.01%
213,935
-21,956
-9% -$541K
PAC icon
1588
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$5.31M 0.01%
51,693
+10,902
+27% +$1.07M
SID icon
1589
Companhia Siderúrgica Nacional
SID
$1.43B
$5.3M 0.01%
2,164,962
+82,318
+4% +$212K
EVV
1590
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$5.3M 0.01%
388,319
-12,769
-3% -$175K
MDC
1591
DELISTED
M.D.C. Holdings, Inc.
MDC
$5.3M 0.01%
193,893
+5,634
+3% +$155K
GIII icon
1592
G-III Apparel Group
GIII
$1.47B
$5.29M 0.01%
143,300
+44,113
+44% +$1.29M
BRO icon
1593
Brown & Brown
BRO
$22.9B
$5.28M 0.01%
205,134
+15,904
+8% +$399K
BHK icon
1594
BlackRock Core Bond Trust
BHK
$642M
$5.28M 0.01%
375,888
+71,130
+23% +$999K
BRSL
1595
Brightstar Lottery PLC
BRSL
$1.91B
$5.26M 0.01%
198,282
-49,776
-20% -$1.28M
VRTU
1596
DELISTED
Virtusa Corporation
VRTU
$5.25M 0.01%
119,086
-479
-0.4% -$20.3K
SPTN
1597
DELISTED
SpartanNash
SPTN
$5.25M 0.01%
196,718
+40,538
+26% +$1.01M
VEU icon
1598
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$5.24M 0.01%
95,672
+89,564
+1,466% +$4.82M
ASR icon
1599
Grupo Aeroportuario del Sureste
ASR
$8.03B
$5.23M 0.01%
28,647
+46
+0.2% +$8.28K
TLRD
1600
DELISTED
Tailored Brands, Inc.
TLRD
$5.22M 0.01%
239,262
+71,888
+43% +$1.21M
62 63
64
65 66

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MCM
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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.