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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
SCHL icon
1726
Scholastic
SCHL
$796M
$4.34M ﹤0.01%
108,311
+5,157
+5% +$200K
CRUS icon
1727
Cirrus Logic
CRUS
$6.74B
$4.34M ﹤0.01%
83,699
+752
+0.9% +$40.6K
MMT
1728
Aberdeen Multi-Market Income Fund
MMT
$237M
$4.34M ﹤0.01%
714,382
+163,791
+30% +$1M
SOHU
1729
Sohu.com
SOHU
$336M
$4.34M ﹤0.01%
100,033
+61,513
+160% +$3.3M
UNF icon
1730
Unifirst Corp
UNF
$5.32B
$4.33M ﹤0.01%
26,244
+740
+3% +$118K
TBBK icon
1731
The Bancorp
TBBK
$2.79B
$4.32M ﹤0.01%
437,568
+82,906
+23% +$760K
UE icon
1732
Urban Edge Properties
UE
$2.94B
$4.31M ﹤0.01%
168,976
-214
-0.1% -$5.32K
CALY
1733
Callaway Golf Company
CALY
$3.26B
$4.3M ﹤0.01%
308,563
+80,168
+35% +$1.15M
IPHS
1734
DELISTED
Innophos Holdings, Inc.
IPHS
$4.29M ﹤0.01%
91,916
-6,437
-7% -$301K
CUBE icon
1735
CubeSmart
CUBE
$9.53B
$4.29M ﹤0.01%
148,345
-17,624
-11% -$492K
FCE.A
1736
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.28M ﹤0.01%
177,778
-21,923
-11% -$543K
INVX
1737
Innovex International
INVX
$1.87B
$4.28M ﹤0.01%
89,697
+6,204
+7% +$277K
UGP icon
1738
Ultrapar
UGP
$6.87B
$4.28M ﹤0.01%
376,382
+16,150
+4% +$186K
IMKTA icon
1739
Ingles Markets
IMKTA
$1.63B
$4.27M ﹤0.01%
123,467
+29,293
+31% +$798K
TRST
1740
Trustco Bank Corp NY
TRST
$977M
$4.27M ﹤0.01%
92,842
+30,375
+49% +$1.39M
BGG
1741
DELISTED
Briggs & Stratton Corp.
BGG
$4.27M ﹤0.01%
168,264
+9,543
+6% +$235K
STRA icon
1742
Strategic Education
STRA
$1.71B
$4.26M ﹤0.01%
47,604
-4,545
-9% -$420K
BMCH
1743
DELISTED
BMC Stock Holdings, Inc
BMCH
$4.26M ﹤0.01%
168,553
-3,597
-2% -$80.6K
FLO icon
1744
Flowers Foods
FLO
$1.64B
$4.24M ﹤0.01%
219,540
+2,316
+1% +$44.5K
UCB
1745
United Community Banks
UCB
$4.22B
$4.24M ﹤0.01%
150,510
-7,435
-5% -$207K
PUMP icon
1746
ProPetro Holding
PUMP
$1.45B
$4.22M ﹤0.01%
209,338
+192,031
+1,110% +$3.26M
HUBS icon
1747
HubSpot
HUBS
$10.5B
$4.22M ﹤0.01%
47,695
+16,459
+53% +$1.38M
ARRS
1748
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$4.21M ﹤0.01%
163,982
+2,627
+2% +$73.9K
CHCO icon
1749
City Holding Co
CHCO
$1.97B
$4.21M ﹤0.01%
62,327
+13,822
+28% +$964K
BRSS
1750
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$4.2M ﹤0.01%
127,024
+10,708
+9% +$364K
68 69
70
71 72

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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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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.