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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
EXLS icon
1751
EXL Service
EXLS
$4.23B
$4.2M ﹤0.01%
347,610
-37,870
-10% -$462K
RSX
1752
DELISTED
VanEck Russia ETF
RSX
$4.19M ﹤0.01%
197,675
+65,725
+50% +$1.44M
TRTN
1753
DELISTED
Triton International Limited
TRTN
$4.19M ﹤0.01%
111,764
+53,498
+92% +$2.06M
WD icon
1754
Walker & Dunlop
WD
$1.65B
$4.18M ﹤0.01%
88,067
-33
-0% -$1.68K
FMBI
1755
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.17M ﹤0.01%
173,817
-5,325
-3% -$126K
NCI
1756
DELISTED
Navigant Consulting, Inc.
NCI
$4.17M ﹤0.01%
214,823
+35,535
+20% +$645K
IRBT
1757
DELISTED
iRobot
IRBT
$4.17M ﹤0.01%
54,319
+1,968
+4% +$142K
CRTO icon
1758
Criteo
CRTO
$1.03B
$4.16M ﹤0.01%
159,872
+65,210
+69% +$2.33M
FINL
1759
DELISTED
Finish Line
FINL
$4.15M ﹤0.01%
285,455
+49,411
+21% +$532K
CKH
1760
DELISTED
Seacor Holdings Inc.
CKH
$4.14M ﹤0.01%
89,579
-9,612
-10% -$442K
BGC
1761
DELISTED
General Cable Corporation
BGC
$4.13M ﹤0.01%
139,518
-26,885
-16% -$635K
SCHB icon
1762
Schwab US Broad Market ETF
SCHB
$42.8B
$4.13M ﹤0.01%
+383,556
New +$4.02M
DMB
1763
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$4.12M ﹤0.01%
317,234
+87,956
+38% +$1.15M
INVA icon
1764
Innoviva
INVA
$1.58B
$4.12M ﹤0.01%
289,981
+91,377
+46% +$1.22M
VRNT
1765
DELISTED
Verint Systems
VRNT
$4.11M ﹤0.01%
192,873
+8,522
+5% +$183K
PDCE
1766
DELISTED
PDC Energy, Inc.
PDCE
$4.11M ﹤0.01%
79,659
+10,431
+15% +$494K
WUBA
1767
DELISTED
58.com Inc
WUBA
$4.1M ﹤0.01%
57,341
+2,535
+5% +$176K
FOSL icon
1768
Fossil Group
FOSL
$239M
$4.1M ﹤0.01%
527,937
+151,035
+40% +$1.17M
CBM
1769
DELISTED
Cambrex Corporation
CBM
$4.1M ﹤0.01%
85,461
+8,409
+11% +$417K
ENS icon
1770
EnerSys
ENS
$6.95B
$4.1M ﹤0.01%
58,848
-10,822
-16% -$741K
Z icon
1771
Zillow
Z
$7.04B
$4.09M ﹤0.01%
100,075
+3,380
+3% +$139K
CSOD
1772
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$4.09M ﹤0.01%
115,904
-21,122
-15% -$788K
TFCF
1773
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$4.09M ﹤0.01%
119,989
+5,671
+5% +$166K
OIS icon
1774
Oil States International
OIS
$522M
$4.09M ﹤0.01%
144,566
+9,357
+7% +$227K
INXN
1775
DELISTED
Interxion Holding N.V.
INXN
$4.09M ﹤0.01%
69,360
+2,976
+4% +$165K
69 70
71
72 73

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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.