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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
CCS icon
1826
Century Communities
CCS
$2B
$3.79M ﹤0.01%
122,026
-9,137
-7% -$261K
MTSI icon
1827
MACOM Technology Solutions
MTSI
$20.4B
$3.79M ﹤0.01%
116,334
+70,108
+152% +$2.54M
CNR
1828
Core Natural Resources Inc
CNR
$4.19B
$3.78M ﹤0.01%
+95,702
New +$2.79M
TMHC icon
1829
Taylor Morrison
TMHC
$3.78M ﹤0.01%
154,481
+91,452
+145% +$2.14M
RRGB icon
1830
Red Robin
RRGB
$134M
$3.77M ﹤0.01%
66,922
-6,130
-8% -$353K
FFBC icon
1831
First Financial Bancorp
FFBC
$3.55B
$3.75M ﹤0.01%
142,464
+5,852
+4% +$159K
LN
1832
DELISTED
LINE Corporation
LN
$3.74M ﹤0.01%
91,297
+12,103
+15% +$496K
MANT
1833
DELISTED
Mantech International Corp
MANT
$3.73M ﹤0.01%
74,342
+910
+1% +$44.2K
WDFC icon
1834
WD-40
WDFC
$3.1B
$3.73M ﹤0.01%
31,599
+2,628
+9% +$301K
TIER
1835
DELISTED
TIER REIT, Inc.
TIER
$3.72M ﹤0.01%
182,328
+68,254
+60% +$1.35M
BRC icon
1836
Brady Corp
BRC
$4.45B
$3.71M ﹤0.01%
97,785
-11,079
-10% -$426K
SFNC icon
1837
Simmons First National
SFNC
$3.35B
$3.71M ﹤0.01%
129,790
-12,146
-9% -$349K
HAFC icon
1838
Hanmi Financial
HAFC
$943M
$3.7M ﹤0.01%
121,892
+21,128
+21% +$652K
CLW icon
1839
Clearwater Paper
CLW
$271M
$3.69M ﹤0.01%
81,281
+3,626
+5% +$165K
JNK icon
1840
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$3.69M ﹤0.01%
33,500
-3,562
-10% -$395K
PGRE
1841
DELISTED
Paramount Group
PGRE
$3.69M ﹤0.01%
232,750
+93,358
+67% +$1.5M
EVBG
1842
DELISTED
Everbridge, Inc. Common Stock
EVBG
$3.69M ﹤0.01%
124,115
+58,566
+89% +$1.6M
FM
1843
DELISTED
iShares Frontier and Select EM ETF
FM
$3.68M ﹤0.01%
111,201
-15,992
-13% -$516K
CRC
1844
DELISTED
California Resources Corporation
CRC
$3.68M ﹤0.01%
189,272
-137,926
-42% -$1.94M
FIX icon
1845
Comfort Systems
FIX
$61B
$3.67M ﹤0.01%
84,192
-8,893
-10% -$364K
EPC icon
1846
Edgewell Personal Care
EPC
$1.27B
$3.67M ﹤0.01%
61,794
-15,511
-20% -$976K
SNDA icon
1847
Sonida Senior Living
SNDA
$1.97B
$3.67M ﹤0.01%
18,126
-2,130
-11% -$456K
MHO icon
1848
M/I Homes
MHO
$3.83B
$3.67M ﹤0.01%
106,550
+32,590
+44% +$1.06M
SAM icon
1849
Boston Beer
SAM
$1.88B
$3.66M ﹤0.01%
19,164
+682
+4% +$122K
FSP
1850
Franklin Street Properties
FSP
$44.8M
$3.63M ﹤0.01%
338,125
+40,246
+14% +$423K
72 73
74
75 76

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MCM
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PSUF
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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.