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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
VUG icon
2326
Vanguard Growth ETF
VUG
$216B
$1.79M ﹤0.01%
76,488
+24
+0% +$551
CWST icon
2327
Casella Waste Systems
CWST
$5.69B
$1.79M ﹤0.01%
77,741
-1,465
-2% -$28.8K
GOOS
2328
Canada Goose Holdings
GOOS
$868M
$1.79M ﹤0.01%
+56,584
New +$1.39M
MDXG icon
2329
MiMedx Group
MDXG
$626M
$1.78M ﹤0.01%
141,501
-62,497
-31% -$762K
AKS
2330
DELISTED
AK Steel Holding Corp
AKS
$1.78M ﹤0.01%
314,361
-97,131
-24% -$506K
NMRK icon
2331
Newmark Group
NMRK
$2.73B
$1.77M ﹤0.01%
+111,627
New +$1.71M
PSMT icon
2332
Pricesmart
PSMT
$5.75B
$1.77M ﹤0.01%
20,608
+269
+1% +$23K
OSIS icon
2333
OSI Systems
OSIS
$3.57B
$1.77M ﹤0.01%
27,533
-17,574
-39% -$1.48M
CMCO icon
2334
Columbus McKinnon
CMCO
$465M
$1.76M ﹤0.01%
44,101
+3,307
+8% +$127K
TCBK icon
2335
TriCo Bancshares
TCBK
$1.85B
$1.76M ﹤0.01%
46,572
+17,102
+58% +$702K
RSO
2336
DELISTED
Resource Capital Corp.
RSO
$1.76M ﹤0.01%
187,872
+1,485
+0.8% +$14.9K
CCC
2337
DELISTED
Calgon Carbon Corp
CCC
$1.76M ﹤0.01%
82,628
+9,404
+13% +$202K
SUBC
2338
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.75M ﹤0.01%
116,416
+4,650
+4% +$70K
ICHR icon
2339
Ichor Holdings
ICHR
$3.02B
$1.75M ﹤0.01%
70,961
+23,231
+49% +$658K
NGVC icon
2340
Vitamin Cottage Natural Grocers
NGVC
$691M
$1.75M ﹤0.01%
195,448
+94,180
+93% +$620K
PEGA icon
2341
Pegasystems
PEGA
$4.41B
$1.74M ﹤0.01%
73,964
-59,424
-45% -$1.59M
MWA icon
2342
Mueller Water Products
MWA
$3.92B
$1.74M ﹤0.01%
139,082
+3,238
+2% +$39.9K
LGF.A
2343
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$1.74M ﹤0.01%
51,529
-10,022
-16% -$315K
MCS icon
2344
Marcus Corp
MCS
$732M
$1.73M ﹤0.01%
63,276
+499
+0.8% +$13.7K
KNM
2345
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.73M ﹤0.01%
31,612
+5,724
+22% +$313K
SEI
2346
Solaris Energy Infrastructure
SEI
$3.31B
$1.73M ﹤0.01%
80,727
+49,319
+157% +$835K
TYPE
2347
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.72M ﹤0.01%
71,488
+3,895
+6% +$91.3K
GG
2348
DELISTED
Goldcorp Inc
GG
$1.72M ﹤0.01%
134,771
-2,555
-2% -$33K
MSGN
2349
DELISTED
MSG Networks Inc.
MSGN
$1.72M ﹤0.01%
84,952
+24,014
+39% +$462K
AFAM
2350
DELISTED
Almost Family Inc
AFAM
$1.72M ﹤0.01%
31,044
+2,872
+10% +$153K
92 93
94
95 96

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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.