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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
CBZ icon
2351
CBIZ
CBZ
$2.29B
$1.72M ﹤0.01%
111,064
-36,174
-25% -$569K
KRNY icon
2352
Kearny Financial
KRNY
$592M
$1.71M ﹤0.01%
118,351
+76,343
+182% +$1.13M
LADR
2353
Ladder Capital
LADR
$1.25B
$1.7M ﹤0.01%
124,879
-51,683
-29% -$707K
PCEF icon
2354
Invesco CEF Income Composite ETF
PCEF
$812M
$1.7M ﹤0.01%
+71,100
New +$1.7M
CNH
2355
CNH Industrial
CNH
$13.8B
$1.7M ﹤0.01%
145,589
+4,583
+3% +$50.7K
TPCO
2356
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.7M ﹤0.01%
96,504
-10,375
-10% -$168K
WEB
2357
DELISTED
Web.com Group, Inc.
WEB
$1.68M ﹤0.01%
77,078
-39,231
-34% -$919K
KEM
2358
DELISTED
KEMET Corporation
KEM
$1.68M ﹤0.01%
111,343
-37,543
-25% -$715K
HLIT icon
2359
Harmonic Inc
HLIT
$1.21B
$1.67M ﹤0.01%
398,664
+72,252
+22% +$271K
BBG
2360
DELISTED
Bill Barrett Corp
BBG
$1.67M ﹤0.01%
326,190
-161,432
-33% -$826K
KOP icon
2361
Koppers
KOP
$966M
$1.67M ﹤0.01%
32,820
-3,763
-10% -$183K
SCHF icon
2362
Schwab International Equity ETF
SCHF
$65.6B
$1.67M ﹤0.01%
+98,112
New +$1.67M
AZZ icon
2363
AZZ Inc
AZZ
$4.5B
$1.67M ﹤0.01%
32,657
-730
-2% -$34.5K
GPT
2364
DELISTED
Gramercy Property Trust
GPT
$1.66M ﹤0.01%
62,397
-51,327
-45% -$1.49M
MGU
2365
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$1.66M ﹤0.01%
64,487
-23,351
-27% -$589K
BH icon
2366
Biglari Holdings Class B
BH
$1.2B
$1.66M ﹤0.01%
6,014
+129
+2% +$31K
BPMC
2367
DELISTED
Blueprint Medicines
BPMC
$1.66M ﹤0.01%
21,981
+7,844
+55% +$552K
NHC icon
2368
National Healthcare
NHC
$3.53B
$1.66M ﹤0.01%
27,195
+3,246
+14% +$207K
FCBC icon
2369
First Community Bankshares
FCBC
$915M
$1.66M ﹤0.01%
57,655
+12,599
+28% +$371K
MODV
2370
DELISTED
ModivCare
MODV
$1.65M ﹤0.01%
27,828
+2,198
+9% +$124K
PPBI
2371
DELISTED
Pacific Premier Bancorp
PPBI
$1.65M ﹤0.01%
41,213
+4,472
+12% +$176K
ZG icon
2372
Zillow
ZG
$7.02B
$1.64M ﹤0.01%
40,302
+803
+2% +$33K
SMP icon
2373
Standard Motor Products
SMP
$861M
$1.64M ﹤0.01%
36,505
+836
+2% +$37.5K
SRCE icon
2374
1st Source
SRCE
$2.07B
$1.63M ﹤0.01%
32,859
+1,197
+4% +$60.8K
REI icon
2375
Ring Energy
REI
$322M
$1.62M ﹤0.01%
116,732
+27,467
+31% +$369K
93 94
95
96 97

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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.