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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 15.59%
2 Miscellaneous 14.63%
3 Technology 13.44%
4 Healthcare 11.33%
5 Industrials 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVB
351
DELISTED
AvalonBay Communities
AVB
$50.2M 0.05%
281,256
+3,511
+1% +$637K
MTB icon
352
M&T Bank
MTB
$34.3B
$50M 0.05%
292,424
+13,237
+5% +$2.2M
IJH icon
353
iShares Core S&P Mid-Cap ETF
IJH
$124B
$50M 0.05%
1,316,655
+1,074,930
+445% +$39.8M
HP icon
354
Helmerich & Payne
HP
$4.25B
$49.7M 0.05%
769,190
+179,215
+30% +$10M
VMC icon
355
Vulcan Materials
VMC
$35.6B
$49.7M 0.05%
387,202
+159,660
+70% +$19.5M
PAYX icon
356
Paychex
PAYX
$45.2B
$49.7M 0.05%
729,814
+36,632
+5% +$2.4M
SWKS icon
357
Skyworks Solutions
SWKS
$9.9B
$49.6M 0.05%
521,915
-21,002
-4% -$2.19M
CAH icon
358
Cardinal Health
CAH
$54.6B
$49.2M 0.05%
803,069
+107,438
+15% +$6.64M
TV icon
359
Televisa
TV
$1.45B
$49.1M 0.05%
2,629,397
+2,462,421
+1,475% +$51M
PNW icon
360
Pinnacle West Capital
PNW
$11.8B
$49.1M 0.05%
575,858
+29,088
+5% +$2.57M
NEM icon
361
Newmont
NEM
$135B
$48.9M 0.05%
1,302,415
-52,311
-4% -$1.92M
WBK
362
DELISTED
Westpac Banking Corporation
WBK
$48.5M 0.05%
1,989,840
-9,254
-0.5% -$229K
ITUB icon
363
Itaú Unibanco
ITUB
$82.7B
$48.4M 0.05%
7,667,513
+522,511
+7% +$3.34M
VRSN icon
364
VeriSign
VRSN
$26.4B
$48.2M 0.05%
421,204
+7,562
+2% +$844K
LBTYK icon
365
Liberty Global Class C
LBTYK
$3.56B
$48.1M 0.05%
1,422,133
-9,127
-0.6% -$280K
ORLY icon
366
O'Reilly Automotive
ORLY
$71.6B
$48.1M 0.05%
2,997,180
+160,605
+6% +$2.39M
WRK
367
DELISTED
WestRock Company
WRK
$47.8M 0.05%
756,790
+106
+0% +$6.44K
NEA icon
368
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.39B
$47.8M 0.05%
3,478,805
+328,927
+10% +$4.51M
BEN icon
369
Franklin Templeton
BEN
$17.6B
$47.8M 0.05%
1,102,600
+1,836
+0.2% +$79.5K
PHM icon
370
Pultegroup
PHM
$24.5B
$47.7M 0.05%
1,435,915
+147,834
+11% +$4.59M
QVCGA
371
DELISTED
QVC Group Inc Series A
QVCGA
$47.4M 0.05%
39,972
-2,737
-6% -$3.17M
CERN
372
DELISTED
Cerner Corp
CERN
$47.4M 0.05%
703,100
+70,714
+11% +$4.89M
TNL icon
373
Travel + Leisure Co
TNL
$4.36B
$46.9M 0.05%
896,169
-28,441
-3% -$1.41M
TIF
374
DELISTED
Tiffany & Co.
TIF
$46.9M 0.05%
450,791
-48,515
-10% -$4.62M
SRE icon
375
Sempra
SRE
$55.1B
$46.3M 0.05%
866,880
+15,034
+2% +$872K
13 14
15
16 17

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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 16% of assets, up from 15% a quarter earlier, followed by Miscellaneous and Technology.

  • 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.