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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
AAT
1926
American Assets Trust
AAT
$1.49B
$3.27M ﹤0.01%
85,413
+1,090
+1% +$42.9K
TRS icon
1927
TriMas Corp
TRS
$1.43B
$3.25M ﹤0.01%
121,488
+20,013
+20% +$533K
SLCA
1928
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.25M ﹤0.01%
99,808
+9,446
+10% +$301K
NTUS
1929
DELISTED
Natus Medical Inc
NTUS
$3.25M ﹤0.01%
85,031
+9,161
+12% +$366K
WWE
1930
DELISTED
World Wrestling Entertainment
WWE
$3.24M ﹤0.01%
106,027
+22,837
+27% +$617K
BAK icon
1931
Braskem
BAK
$980M
$3.24M ﹤0.01%
123,341
+9,065
+8% +$259K
RWT
1932
Redwood Trust
RWT
$616M
$3.24M ﹤0.01%
218,586
+2,849
+1% +$44.2K
SXI icon
1933
Standex International
SXI
$3.68B
$3.23M ﹤0.01%
31,759
+6,110
+24% +$630K
MMYT icon
1934
MakeMyTrip
MMYT
$4.67B
$3.23M ﹤0.01%
+108,157
New +$2.99M
ATHN
1935
DELISTED
Athenahealth, Inc.
ATHN
$3.23M ﹤0.01%
24,262
-2,398
-9% -$306K
GCP
1936
DELISTED
GCP Applied Technologies Inc.
GCP
$3.22M ﹤0.01%
101,024
+1,797
+2% +$55.2K
LABL
1937
DELISTED
Multi-Color Corp
LABL
$3.21M ﹤0.01%
42,935
+6,012
+16% +$466K
GLNG icon
1938
Golar LNG
GLNG
$4.95B
$3.2M ﹤0.01%
107,448
+12,337
+13% +$297K
CROX icon
1939
Crocs
CROX
$6.69B
$3.2M ﹤0.01%
253,234
+1,187
+0.5% +$12.7K
STE icon
1940
Steris
STE
$20.9B
$3.2M ﹤0.01%
36,562
+9,449
+35% +$843K
MCY icon
1941
Mercury Insurance
MCY
$5.94B
$3.19M ﹤0.01%
59,732
-2,349
-4% -$129K
MOD icon
1942
Modine Manufacturing
MOD
$12.8B
$3.19M ﹤0.01%
158,038
-5,990
-4% -$129K
CUB
1943
DELISTED
Cubic Corporation
CUB
$3.19M ﹤0.01%
54,127
+16,589
+44% +$934K
HOMB icon
1944
Home BancShares
HOMB
$6.21B
$3.19M ﹤0.01%
137,138
+39,262
+40% +$917K
KRA
1945
DELISTED
Kraton Corporation
KRA
$3.18M ﹤0.01%
66,026
-7,775
-11% -$360K
GWRE icon
1946
Guidewire Software
GWRE
$11.5B
$3.17M ﹤0.01%
42,736
-15,945
-27% -$1.23M
HTO
1947
H2O America
HTO
$2.67B
$3.17M ﹤0.01%
49,731
-5,812
-10% -$368K
MTX icon
1948
Minerals Technologies
MTX
$2.31B
$3.16M ﹤0.01%
45,962
+2,450
+6% +$174K
NOVT icon
1949
Novanta
NOVT
$5.04B
$3.16M ﹤0.01%
63,202
+7,993
+14% +$390K
STAG icon
1950
STAG Industrial
STAG
$7.86B
$3.16M ﹤0.01%
115,517
-61,498
-35% -$1.72M
76 77
78
79 80

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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.