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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
ZEN
1676
DELISTED
ZENDESK INC
ZEN
$4.69M ﹤0.01%
138,722
-131,669
-49% -$4.31M
KELYA icon
1677
Kelly Services Class A
KELYA
$526M
$4.69M ﹤0.01%
172,011
+10,197
+6% +$281K
FWRD icon
1678
Forward Air
FWRD
$482M
$4.67M ﹤0.01%
81,231
+4,058
+5% +$232K
UFPI icon
1679
UFP Industries
UFPI
$4.97B
$4.66M ﹤0.01%
123,959
-4,801
-4% -$176K
ARCC icon
1680
Ares Capital
ARCC
$13.5B
$4.65M ﹤0.01%
296,068
-19,311
-6% -$314K
DSX icon
1681
Diana Shipping
DSX
$280M
$4.65M ﹤0.01%
1,634,758
+1,580,832
+2,931% +$4.47M
RA
1682
Brookfield Real Assets Income Fund
RA
$703M
$4.63M ﹤0.01%
198,299
-188,985
-49% -$4.47M
UBSI icon
1683
United Bankshares
UBSI
$6.55B
$4.63M ﹤0.01%
133,184
+13,319
+11% +$480K
DLB icon
1684
Dolby
DLB
$4.72B
$4.62M ﹤0.01%
74,538
+1,146
+2% +$69.2K
CABO icon
1685
Cable One
CABO
$213M
$4.6M ﹤0.01%
6,545
+294
+5% +$207K
NE
1686
DELISTED
Noble Corporation
NE
$4.59M ﹤0.01%
1,016,538
+30,866
+3% +$128K
MSA icon
1687
Mine Safety
MSA
$6.74B
$4.59M ﹤0.01%
59,240
+1,733
+3% +$138K
VIAV icon
1688
Viavi Solutions
VIAV
$9.75B
$4.59M ﹤0.01%
525,201
+93,699
+22% +$849K
VISN
1689
Vistance Networks Inc
VISN
$2.66B
$4.59M ﹤0.01%
121,277
+7,083
+6% +$247K
PEI
1690
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.59M ﹤0.01%
25,711
+6,958
+37% +$1.13M
HOPE icon
1691
Hope Bancorp
HOPE
$1.72B
$4.58M ﹤0.01%
250,697
+54,700
+28% +$992K
PFS icon
1692
Provident Financial Services
PFS
$3.11B
$4.57M ﹤0.01%
169,366
+8,765
+5% +$238K
HSNI
1693
DELISTED
HSN, Inc.
HSNI
$4.55M ﹤0.01%
112,892
-547
-0.5% -$21.6K
HUBG icon
1694
HUB Group
HUBG
$3.01B
$4.54M ﹤0.01%
189,680
+12,964
+7% +$285K
RPT
1695
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$4.53M ﹤0.01%
307,817
+17,446
+6% +$241K
CCOI icon
1696
Cogent Communications
CCOI
$594M
$4.52M ﹤0.01%
99,758
+15,355
+18% +$731K
NHI icon
1697
National Health Investors
NHI
$3.9B
$4.51M ﹤0.01%
59,798
+3,505
+6% +$272K
CHSP
1698
DELISTED
Chesapeake Lodging Trust
CHSP
$4.5M ﹤0.01%
165,999
-109,691
-40% -$3.08M
NTCT icon
1699
NETSCOUT
NTCT
$2.86B
$4.49M ﹤0.01%
147,531
+37,492
+34% +$1.15M
SSTK icon
1700
Shutterstock
SSTK
$205M
$4.49M ﹤0.01%
104,280
+30,632
+42% +$1.19M
66 67
68
69 70

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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.