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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
GNC
1901
DELISTED
GNC Holdings, Inc.
GNC
$3.39M ﹤0.01%
917,743
+67,455
+8% +$424K
PLAB icon
1902
Photronics
PLAB
$1.79B
$3.38M ﹤0.01%
396,963
+150,394
+61% +$1.37M
MSD
1903
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$3.38M ﹤0.01%
338,845
+31,885
+10% +$319K
GLOB icon
1904
Globant
GLOB
$1.35B
$3.38M ﹤0.01%
72,725
+60,528
+496% +$2.43M
BRKL
1905
DELISTED
Brookline Bancorp
BRKL
$3.38M ﹤0.01%
215,134
-13,167
-6% -$205K
GPK icon
1906
Graphic Packaging
GPK
$3.26B
$3.37M ﹤0.01%
218,149
-7,043
-3% -$106K
FBC
1907
DELISTED
Flagstar Bancorp, Inc. New
FBC
$3.36M ﹤0.01%
89,888
+1,543
+2% +$56.6K
PRDO icon
1908
Perdoceo Education
PRDO
$1.9B
$3.36M ﹤0.01%
278,072
-8,486
-3% -$101K
HY icon
1909
Hyster-Yale Materials Handling
HY
$593M
$3.36M ﹤0.01%
39,421
+4,538
+13% +$373K
MEI icon
1910
Methode Electronics
MEI
$543M
$3.35M ﹤0.01%
83,649
+7,602
+10% +$339K
HF
1911
DELISTED
HFF Inc.
HF
$3.35M ﹤0.01%
68,878
+7,472
+12% +$329K
VRNS icon
1912
Varonis Systems
VRNS
$5.25B
$3.35M ﹤0.01%
206,934
+123,930
+149% +$1.94M
MTGE
1913
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.34M ﹤0.01%
180,531
-4,143
-2% -$77.7K
RDC
1914
DELISTED
Rowan Companies Plc
RDC
$3.33M ﹤0.01%
212,466
-61,314
-22% -$862K
CVE icon
1915
Cenovus Energy
CVE
$54.6B
$3.32M ﹤0.01%
364,103
+16,332
+5% +$159K
SBGI icon
1916
Sinclair Inc
SBGI
$974M
$3.32M ﹤0.01%
87,637
+1,698
+2% +$56.2K
PODD icon
1917
Insulet
PODD
$11.3B
$3.31M ﹤0.01%
47,993
+24,383
+103% +$1.6M
ENOV icon
1918
Enovis
ENOV
$1.56B
$3.31M ﹤0.01%
48,551
-22,272
-31% -$1.5M
INN
1919
Summit Hotel Properties
INN
$761M
$3.31M ﹤0.01%
217,261
-53,006
-20% -$819K
NCMI icon
1920
National CineMedia
NCMI
$354M
$3.31M ﹤0.01%
48,215
+7,378
+18% +$490K
EFII
1921
DELISTED
Electronics for Imaging
EFII
$3.29M ﹤0.01%
111,541
-108,547
-49% -$3.63M
FOE
1922
DELISTED
Ferro Corporation
FOE
$3.28M ﹤0.01%
139,187
-58,519
-30% -$1.39M
MLNX
1923
DELISTED
Mellanox Technologies, Ltd.
MLNX
$3.28M ﹤0.01%
50,748
-23,510
-32% -$1.24M
NUAN
1924
DELISTED
Nuance Communications, Inc.
NUAN
$3.28M ﹤0.01%
231,735
+38,850
+20% +$523K
EWC icon
1925
iShares MSCI Canada ETF
EWC
$6.04B
$3.27M ﹤0.01%
+110,275
New +$3.21M
75 76
77
78 79

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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.