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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

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

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

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
KEYS icon
751
Keysight
KEYS
$52.3B
$18.3M 0.02%
440,355
-9,834
-2% -$425K
FNB icon
752
FNB Corp
FNB
$6.81B
$18.3M 0.02%
1,321,186
+317,171
+32% +$4.36M
MGM icon
753
MGM Resorts International
MGM
$11.9B
$18.2M 0.02%
546,418
+45,320
+9% +$1.46M
RVTY icon
754
Revvity
RVTY
$12.4B
$18.2M 0.02%
249,334
+17,619
+8% +$1.26M
FRT icon
755
Federal Realty Investment Trust
FRT
$10.9B
$18.2M 0.02%
136,756
+12,429
+10% +$1.6M
HCSG icon
756
Healthcare Services Group
HCSG
$1.72B
$18.2M 0.02%
344,425
+60,807
+21% +$3.19M
BPL
757
DELISTED
Buckeye Partners, L.P.
BPL
$18.1M 0.02%
364,963
-12,569
-3% -$638K
BBL
758
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$18M 0.02%
447,343
+24,117
+6% +$895K
LOPE icon
759
Grand Canyon Education
LOPE
$3.79B
$18M 0.02%
201,107
+49,579
+33% +$4.49M
SNI
760
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$18M 0.02%
210,682
-10,339
-5% -$854K
SCM
761
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$17.9M 0.02%
336,367
+27,062
+9% +$1.44M
MFGP
762
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$17.9M 0.02%
439,835
-58,297
-12% -$2.36M
CIT
763
DELISTED
CIT Group Inc.
CIT
$17.8M 0.02%
360,722
-11,086
-3% -$538K
HTZ
764
DELISTED
Hertz Global Holdings, Inc.
HTZ
$17.7M 0.02%
924,237
+62,975
+7% +$1.22M
LEG icon
765
Leggett & Platt
LEG
$1.55B
$17.7M 0.02%
370,846
+14,614
+4% +$690K
PAY
766
DELISTED
Verifone Systems Inc
PAY
$17.7M 0.02%
998,129
+346,393
+53% +$6.44M
MXIM
767
DELISTED
Maxim Integrated Products
MXIM
$17.6M 0.02%
337,362
+4,427
+1% +$230K
FIVE icon
768
Five Below
FIVE
$11.2B
$17.6M 0.02%
264,976
+75,053
+40% +$4.51M
NFX
769
DELISTED
Newfield Exploration
NFX
$17.6M 0.02%
556,849
-31,928
-5% -$968K
NBL
770
DELISTED
Noble Energy, Inc.
NBL
$17.5M 0.02%
600,184
+20,510
+4% +$562K
NWSA icon
771
News Corp Class A
NWSA
$15.6B
$17.5M 0.02%
1,078,031
+113,581
+12% +$1.7M
OVV icon
772
Ovintiv
OVV
$16.1B
$17.4M 0.02%
261,634
+6,909
+3% +$408K
ARCO icon
773
Arcos Dorados Holdings
ARCO
$1.78B
$17.4M 0.02%
+1,731,459
New +$16.9M
UMPQ
774
DELISTED
Umpqua Holdings Corp
UMPQ
$17.4M 0.02%
837,185
+133,967
+19% +$2.77M
WBD icon
775
Warner Bros
WBD
$68.5B
$17.4M 0.02%
778,027
+400,547
+106% +$7.82M
29 30
31
32 33

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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.