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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
CENX icon
1876
Century Aluminum
CENX
$4.57B
$3.5M ﹤0.01%
178,389
-52,772
-23% -$808K
PLUS icon
1877
ePlus
PLUS
$2.33B
$3.5M ﹤0.01%
93,040
-910
-1% -$38.3K
KN icon
1878
Knowles
KN
$3.22B
$3.49M ﹤0.01%
238,213
-23,515
-9% -$367K
FRME icon
1879
First Merchants
FRME
$2.72B
$3.48M ﹤0.01%
82,717
+10,407
+14% +$444K
TTMI icon
1880
TTM Technologies
TTMI
$13.6B
$3.47M ﹤0.01%
221,274
-14,407
-6% -$232K
CNMD icon
1881
CONMED
CNMD
$1.29B
$3.46M ﹤0.01%
67,936
+1,581
+2% +$82.3K
PIR
1882
DELISTED
Pier 1 Imports, Inc.
PIR
$3.45M ﹤0.01%
41,709
+625
+2% +$55.6K
VCRA
1883
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$3.44M ﹤0.01%
113,975
-38,426
-25% -$1.1M
COWN
1884
DELISTED
Cowen Inc. Class A Common Stock
COWN
$3.44M ﹤0.01%
252,289
+94,871
+60% +$1.42M
ESND
1885
DELISTED
Essendant Inc.
ESND
$3.43M ﹤0.01%
369,770
+55,057
+17% +$566K
ZWS icon
1886
Zurn Elkay Water Solutions
ZWS
$8.07B
$3.42M ﹤0.01%
273,044
-147,136
-35% -$1.77M
ANDE icon
1887
Andersons Inc
ANDE
$2.65B
$3.42M ﹤0.01%
109,712
+11,987
+12% +$400K
AZTA icon
1888
Azenta
AZTA
$1.26B
$3.42M ﹤0.01%
143,211
-62,387
-30% -$1.77M
EPAM icon
1889
EPAM Systems
EPAM
$4.69B
$3.42M ﹤0.01%
31,791
+2,529
+9% +$250K
UNT
1890
DELISTED
UNIT Corporation
UNT
$3.41M ﹤0.01%
155,039
-46,391
-23% -$938K
BANC icon
1891
Banc of California
BANC
$3.28B
$3.41M ﹤0.01%
165,104
+8,272
+5% +$173K
WT icon
1892
WisdomTree
WT
$2.97B
$3.41M ﹤0.01%
271,610
+26,041
+11% +$299K
SAH icon
1893
Sonic Automotive
SAH
$3.15B
$3.41M ﹤0.01%
184,693
+7,965
+5% +$162K
CNSL
1894
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$3.41M ﹤0.01%
279,500
+574
+0.2% +$9.02K
ORBK
1895
DELISTED
Orbotech Ltd
ORBK
$3.4M ﹤0.01%
67,695
+11,935
+21% +$581K
FCPT icon
1896
Four Corners Property Trust
FCPT
$2.86B
$3.4M ﹤0.01%
132,231
-6,538
-5% -$168K
CPL
1897
DELISTED
CPFL Energia S.A.
CPL
$3.4M ﹤0.01%
295,307
-60,127
-17% -$905K
SRCI
1898
DELISTED
SRC Energy Inc
SRCI
$3.39M ﹤0.01%
397,557
+95,688
+32% +$844K
MSTR icon
1899
Strategy Inc
MSTR
$33.5B
$3.39M ﹤0.01%
258,060
+118,640
+85% +$1.59M
PBYI icon
1900
Puma Biotechnology
PBYI
$406M
$3.39M ﹤0.01%
34,274
+19,246
+128% +$2.15M
74 75
76
77 78

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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.