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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
LKFN icon
2226
Lakeland Financial Corp
LKFN
$1.52B
$2.09M ﹤0.01%
43,137
+21,378
+98% +$1.05M
PATK icon
2227
Patrick Industries
PATK
$2.8B
$2.09M ﹤0.01%
45,177
+3,637
+9% +$149K
ACH
2228
DELISTED
Alum Corp of China Ltd
ACH
$2.09M ﹤0.01%
116,701
-4,566
-4% -$86.6K
PRK icon
2229
Park National Corp
PRK
$3.41B
$2.09M ﹤0.01%
20,067
+605
+3% +$65.6K
RTEC
2230
DELISTED
Rudolph Technologies Inc
RTEC
$2.09M ﹤0.01%
87,307
-21,713
-20% -$557K
CARB
2231
DELISTED
Carbonite Inc
CARB
$2.07M ﹤0.01%
82,370
-28,208
-26% -$655K
LPSN icon
2232
LivePerson
LPSN
$18.9M
$2.06M ﹤0.01%
11,963
-3,366
-22% -$630K
APEI icon
2233
American Public Education
APEI
$875M
$2.06M ﹤0.01%
82,131
+17,730
+28% +$413K
RGS icon
2234
Regis Corp
RGS
$69.9M
$2.06M ﹤0.01%
6,695
+272
+4% +$83.5K
ISCA
2235
DELISTED
International Speedway Corp
ISCA
$2.06M ﹤0.01%
51,586
+6,334
+14% +$252K
RM icon
2236
Regional Management Corp
RM
$384M
$2.06M ﹤0.01%
78,103
+1,373
+2% +$33.6K
HTH icon
2237
Hilltop Holdings
HTH
$2.29B
$2.05M ﹤0.01%
81,047
-16,980
-17% -$416K
AHRT
2238
AH Realty Trust
AHRT
$534M
$2.05M ﹤0.01%
132,146
+667
+0.5% +$9.9K
GTS
2239
DELISTED
Triple-S Management Corporation
GTS
$2.05M ﹤0.01%
86,806
-20,061
-19% -$489K
SNR
2240
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.04M ﹤0.01%
270,347
-5,767
-2% -$48.1K
RES icon
2241
RPC Inc
RES
$1.24B
$2.04M ﹤0.01%
79,922
+1,289
+2% +$31K
LION
2242
DELISTED
Fidelity Southern Corporation
LION
$2.04M ﹤0.01%
93,456
+12,034
+15% +$266K
NZF icon
2243
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$2.03M ﹤0.01%
133,388
-215,281
-62% -$3.27M
MTSC
2244
DELISTED
MTS Systems Corp
MTSC
$2.03M ﹤0.01%
37,816
+3,345
+10% +$180K
DATA
2245
DELISTED
Tableau Software, Inc.
DATA
$2.03M ﹤0.01%
29,336
-574
-2% -$42.2K
BNCL
2246
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.03M ﹤0.01%
123,251
-46,143
-27% -$767K
REGI
2247
DELISTED
Renewable Energy Group, Inc.
REGI
$2.03M ﹤0.01%
171,726
-34,583
-17% -$400K
ATHM icon
2248
Autohome
ATHM
$2.43B
$2.02M ﹤0.01%
31,285
+11,361
+57% +$686K
NVCR icon
2249
NovoCure
NVCR
$2.04B
$2.02M ﹤0.01%
99,928
+58,074
+139% +$1.12M
CSTM icon
2250
Constellium
CSTM
$3.96B
$2.02M ﹤0.01%
180,797
-4,393
-2% -$46.7K
88 89
90
91 92

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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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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.