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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
HEI.A icon
2301
HEICO Corp Class A
HEI.A
$35.4B
$1.86M ﹤0.01%
36,855
+14,371
+64% +$703K
NPK icon
2302
National Presto Industries
NPK
$891M
$1.86M ﹤0.01%
18,688
-757
-4% -$82.6K
CSR
2303
Centerspace
CSR
$936M
$1.86M ﹤0.01%
32,687
+5,779
+21% +$343K
KNL
2304
DELISTED
Knoll, Inc.
KNL
$1.85M ﹤0.01%
80,524
-12,448
-13% -$259K
AWF
2305
AllianceBernstein Global High Income Fund
AWF
$867M
$1.85M ﹤0.01%
145,143
+66,185
+84% +$847K
NVRO
2306
DELISTED
NEVRO CORP.
NVRO
$1.85M ﹤0.01%
26,781
-20,993
-44% -$1.68M
JPI
2307
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$1.84M ﹤0.01%
74,480
+12,766
+21% +$321K
PLOW icon
2308
Douglas Dynamics
PLOW
$1.07B
$1.84M ﹤0.01%
48,774
-6,955
-12% -$278K
MUB icon
2309
iShares National Muni Bond ETF
MUB
$45.1B
$1.84M ﹤0.01%
16,642
+8,577
+106% +$949K
INSW icon
2310
International Seaways
INSW
$4.57B
$1.84M ﹤0.01%
99,803
+29,213
+41% +$548K
FORM icon
2311
FormFactor
FORM
$8.11B
$1.84M ﹤0.01%
117,661
-10,269
-8% -$172K
WMK icon
2312
Weis Markets
WMK
$1.82B
$1.84M ﹤0.01%
44,399
-5,956
-12% -$240K
MTUS icon
2313
Metallus
MTUS
$873M
$1.84M ﹤0.01%
120,858
-45,921
-28% -$698K
MCHB
2314
Mechanics Bancorp
MCHB
$3.47B
$1.83M ﹤0.01%
63,212
-2,668
-4% -$77.4K
PHH
2315
DELISTED
PHH Corporation
PHH
$1.83M ﹤0.01%
177,526
-8,731
-5% -$106K
BANF icon
2316
BancFirst
BANF
$3.92B
$1.82M ﹤0.01%
35,547
-5,154
-13% -$284K
CRAY
2317
DELISTED
Cray, Inc.
CRAY
$1.82M ﹤0.01%
75,091
+20,609
+38% +$437K
BWG
2318
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.82M ﹤0.01%
142,207
+27,237
+24% +$353K
ARCH
2319
DELISTED
Arch Resources, Inc.
ARCH
$1.81M ﹤0.01%
19,419
+1,513
+8% +$121K
RVT icon
2320
Royce Value Trust
RVT
$2.21B
$1.8M ﹤0.01%
111,519
+2,006
+2% +$31.8K
TDOC icon
2321
Teladoc Health
TDOC
$1.58B
$1.8M ﹤0.01%
51,711
-9,172
-15% -$305K
VRS
2322
DELISTED
Verso Corporation
VRS
$1.8M ﹤0.01%
102,478
+47,025
+85% +$450K
SCD
2323
LMP Capital and Income Fund
SCD
$353M
$1.8M ﹤0.01%
128,755
+2,672
+2% +$37.6K
VRTV
2324
DELISTED
VERITIV CORPORATION
VRTV
$1.79M ﹤0.01%
62,107
+4,648
+8% +$135K
FSS icon
2325
Federal Signal
FSS
$7.25B
$1.79M ﹤0.01%
89,251
+4,963
+6% +$104K
91 92
93
94 95

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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.