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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
SHI
1951
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$3.16M ﹤0.01%
55,385
+12,030
+28% +$715K
REXR icon
1952
Rexford Industrial Realty
REXR
$8.7B
$3.15M ﹤0.01%
108,154
+42,395
+64% +$1.28M
WPM icon
1953
Wheaton Precious Metals
WPM
$50.6B
$3.15M ﹤0.01%
142,477
-10,183
-7% -$212K
AHT
1954
Ashford Hospitality Trust
AHT
$21M
$3.15M ﹤0.01%
474
+53
+13% +$351K
QQQ icon
1955
Invesco QQQ Trust
QQQ
$455B
$3.14M ﹤0.01%
20,183
-14,749
-42% -$2.25M
OFIX icon
1956
Orthofix Medical
OFIX
$455M
$3.14M ﹤0.01%
57,435
+2,669
+5% +$138K
BZH icon
1957
Beazer Homes USA
BZH
$907M
$3.14M ﹤0.01%
163,521
+18,823
+13% +$378K
ARGO
1958
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.14M ﹤0.01%
58,596
-101,793
-63% -$5.45M
CRESY
1959
Cresud
CRESY
$794M
$3.14M ﹤0.01%
+158,384
New +$2.96M
PRSU
1960
Pursuit Attractions and Hospitality Inc
PRSU
$1.43B
$3.13M ﹤0.01%
56,580
+24,276
+75% +$1.41M
ECPG icon
1961
Encore Capital Group
ECPG
$1.93B
$3.13M ﹤0.01%
74,396
+11,777
+19% +$538K
GDDY icon
1962
GoDaddy
GDDY
$12.3B
$3.13M ﹤0.01%
62,240
+6,529
+12% +$310K
NTNX icon
1963
Nutanix
NTNX
$14.9B
$3.13M ﹤0.01%
88,698
+68,213
+333% +$2.07M
UVE icon
1964
Universal Insurance Holdings
UVE
$1.16B
$3.11M ﹤0.01%
113,847
+56,736
+99% +$1.42M
SYNH
1965
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$3.11M ﹤0.01%
71,243
+13,525
+23% +$632K
PNFP icon
1966
Pinnacle Financial Partners Inc
PNFP
$15.5B
$3.1M ﹤0.01%
46,833
-7,209
-13% -$479K
BB icon
1967
BlackBerry
BB
$5.01B
$3.1M ﹤0.01%
+277,150
New +$3.02M
SXC icon
1968
SunCoke Energy
SXC
$757M
$3.09M ﹤0.01%
257,677
+6,363
+3% +$68.6K
MDCO
1969
DELISTED
Medicines Co
MDCO
$3.09M ﹤0.01%
113,010
-23,818
-17% -$734K
PR
1970
Permian Resources
PR
$17.9B
$3.09M ﹤0.01%
156,027
+132,416
+561% +$2.57M
FFIN icon
1971
First Financial Bankshares
FFIN
$4.97B
$3.08M ﹤0.01%
136,832
+5,308
+4% +$121K
BRFS
1972
DELISTED
BRF SA
BRFS
$3.07M ﹤0.01%
272,782
+135,216
+98% +$1.73M
BUSE icon
1973
First Busey Corp
BUSE
$2.52B
$3.07M ﹤0.01%
102,419
+32,491
+46% +$1.01M
VIVO
1974
DELISTED
Meridian Bioscience Inc
VIVO
$3.05M ﹤0.01%
217,896
+25,708
+13% +$376K
INWK
1975
DELISTED
InnerWorkings, Inc.
INWK
$3.04M ﹤0.01%
303,609
-92,760
-23% -$995K
77 78
79
80 81

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AF
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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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ACI
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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.