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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
MHG
1976
DELISTED
Marine Harvest ASA
MHG
$3.04M ﹤0.01%
179,454
+16,247
+10% +$275K
ALG icon
1977
Alamo Group
ALG
$2.01B
$3.04M ﹤0.01%
26,925
+3,542
+15% +$396K
PRFT
1978
DELISTED
Perficient Inc
PRFT
$3.04M ﹤0.01%
159,360
-22,630
-12% -$438K
EXTN
1979
DELISTED
Exterran Corporation
EXTN
$3.04M ﹤0.01%
96,666
+18,222
+23% +$564K
SAVE
1980
DELISTED
Spirit Airlines, Inc.
SAVE
$3.04M ﹤0.01%
67,735
-4,924
-7% -$189K
IPHI
1981
DELISTED
INPHI CORPORATION
IPHI
$3.04M ﹤0.01%
83,015
+1,474
+2% +$57.8K
AJRD
1982
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$3.03M ﹤0.01%
97,095
-35,111
-27% -$1.11M
FELE icon
1983
Franklin Electric
FELE
$4.67B
$3.03M ﹤0.01%
65,948
-6,706
-9% -$303K
TPC
1984
Tutor Perini Cor
TPC
$4.57B
$3.03M ﹤0.01%
119,392
-20,942
-15% -$557K
ESE icon
1985
ESCO Technologies
ESE
$8.49B
$3.02M ﹤0.01%
50,144
+2,727
+6% +$166K
DOC
1986
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.02M ﹤0.01%
167,705
-47,906
-22% -$859K
CHRD icon
1987
Chord Energy
CHRD
$7.79B
$3.01M ﹤0.01%
357,846
-67,681
-16% -$624K
TGH
1988
DELISTED
Textainer Group Holdings limited
TGH
$3.01M ﹤0.01%
139,795
+451
+0.3% +$9.31K
CDR
1989
DELISTED
Cedar Realty Trust, Inc
CDR
$3M ﹤0.01%
74,870
-14,522
-16% -$563K
ESIO
1990
DELISTED
Electro Scientific Industries
ESIO
$3M ﹤0.01%
140,109
+45,335
+48% +$910K
CAI
1991
DELISTED
CAI International, Inc.
CAI
$2.99M ﹤0.01%
105,687
+42,044
+66% +$1.39M
AVX
1992
DELISTED
AVX Corporation
AVX
$2.99M ﹤0.01%
172,871
+33,761
+24% +$617K
BRS
1993
DELISTED
Bristow Group, Inc.
BRS
$2.99M ﹤0.01%
221,947
-9,409
-4% -$111K
VIPS icon
1994
Vipshop
VIPS
$6.84B
$2.97M ﹤0.01%
253,513
+100,520
+66% +$889K
MRC
1995
DELISTED
MRC Global
MRC
$2.96M ﹤0.01%
175,167
-202,488
-54% -$3.35M
ESPR
1996
DELISTED
Esperion Therapeutics
ESPR
$2.96M ﹤0.01%
44,943
-4,392
-9% -$236K
HPP
1997
Hudson Pacific Properties
HPP
$834M
$2.96M ﹤0.01%
12,344
+1,696
+16% +$408K
UA icon
1998
Under Armour Class C
UA
$2.92B
$2.95M ﹤0.01%
221,571
+98,858
+81% +$1.29M
APTS
1999
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.95M ﹤0.01%
145,666
-2,089
-1% -$43K
LAZ icon
2000
Lazard
LAZ
$4.37B
$2.95M ﹤0.01%
56,123
-1,770
-3% -$84.8K
78 79
80
81 82

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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.