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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
PDLI
1601
DELISTED
PDL BioPharma, Inc.
PDLI
$5.21M 0.01%
1,900,871
+176,927
+10% +$543K
IPCC
1602
DELISTED
Infinity Property & Casualty C
IPCC
$5.21M 0.01%
49,125
+5,897
+14% +$599K
NWBI icon
1603
Northwest Bancshares
NWBI
$2.25B
$5.2M 0.01%
310,988
+7,125
+2% +$120K
EDR
1604
DELISTED
Education Realty Trust Inc
EDR
$5.2M 0.01%
148,866
+8,740
+6% +$315K
CAL icon
1605
Caleres
CAL
$396M
$5.2M 0.01%
155,236
+2,440
+2% +$74.1K
OLN icon
1606
Olin
OLN
$2.64B
$5.2M 0.01%
146,026
+24,915
+21% +$886K
ESNT icon
1607
Essent Group
ESNT
$6.06B
$5.19M 0.01%
119,480
+19,272
+19% +$840K
MDSO
1608
DELISTED
Medidata Solutions, Inc.
MDSO
$5.19M 0.01%
81,857
-13,808
-14% -$984K
FIBK icon
1609
First Interstate BancSystem
FIBK
$3.7B
$5.16M 0.01%
128,885
+25,527
+25% +$992K
FDC
1610
DELISTED
First Data Corporation
FDC
$5.16M 0.01%
308,728
+64,710
+27% +$1.11M
OMF icon
1611
OneMain Financial
OMF
$6.9B
$5.15M 0.01%
198,108
+27,790
+16% +$768K
AMCX icon
1612
AMC Global Media
AMCX
$430M
$5.14M 0.01%
95,137
-30,793
-24% -$1.64M
GIB icon
1613
CGI
GIB
$13.9B
$5.13M 0.01%
94,513
+2,262
+2% +$120K
IONS icon
1614
Ionis Pharmaceuticals
IONS
$9.35B
$5.13M 0.01%
102,036
+9,764
+11% +$535K
GVA icon
1615
Granite Construction
GVA
$5.45B
$5.13M 0.01%
80,814
-25,387
-24% -$1.59M
HRI icon
1616
Herc Holdings
HRI
$5.43B
$5.12M 0.01%
81,795
-25,595
-24% -$1.41M
LXFT
1617
DELISTED
Luxoft Holding, Inc.
LXFT
$5.12M 0.01%
91,892
+86,652
+1,654% +$4.34M
BKI
1618
DELISTED
Black Knight, Inc. Common Stock
BKI
$5.12M 0.01%
115,881
+98,847
+580% +$4.47M
JAZZ icon
1619
Jazz Pharmaceuticals
JAZZ
$15.9B
$5.09M 0.01%
37,802
+3,846
+11% +$533K
KAI icon
1620
Kadant
KAI
$3.69B
$5.09M 0.01%
50,676
-5,096
-9% -$517K
SFLY
1621
DELISTED
Shutterfly, Inc.
SFLY
$5.09M 0.01%
102,259
-16,236
-14% -$735K
PAYC icon
1622
Paycom
PAYC
$6.78B
$5.08M 0.01%
63,250
+8,388
+15% +$671K
AGM icon
1623
Federal Agricultural Mortgage
AGM
$2.27B
$5.07M 0.01%
64,745
+3,819
+6% +$283K
FBP icon
1624
First Bancorp
FBP
$4.4B
$5.06M 0.01%
991,659
-237,765
-19% -$1.19M
ENIC icon
1625
Enel Chile
ENIC
$5.96B
$5.05M 0.01%
888,892
+624,832
+237% +$3.57M
63 64
65
66 67

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AF
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MCM
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PSUF
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IA
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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.