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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
THG icon
876
Hanover Insurance
THG
$7.24B
$14M 0.01%
129,631
-26,570
-17% -$2.74M
ACWI icon
877
iShares MSCI ACWI ETF
ACWI
$33.1B
$14M 0.01%
193,684
-2,679
-1% -$190K
Y
878
DELISTED
Alleghany Corp
Y
$14M 0.01%
23,420
-5,675
-20% -$3.24M
VIV icon
879
Telefônica Brasil
VIV
$22.2B
$13.9M 0.01%
940,164
+552,326
+142% +$8.5M
STMP
880
DELISTED
Stamps.com, Inc.
STMP
$13.9M 0.01%
73,958
+19,521
+36% +$3.77M
SIGI icon
881
Selective Insurance
SIGI
$5.7B
$13.9M 0.01%
236,447
+9,635
+4% +$557K
TEF
882
DELISTED
Telefonica
TEF
$13.8M 0.01%
1,769,916
-420,085
-19% -$3.45M
OLLI icon
883
Ollie's Bargain Outlet
OLLI
$4.05B
$13.8M 0.01%
259,177
+31,427
+14% +$1.48M
ATO icon
884
Atmos Energy
ATO
$29.7B
$13.8M 0.01%
160,618
-10,838
-6% -$953K
MLCO icon
885
Melco Resorts & Entertainment
MLCO
$2.1B
$13.8M 0.01%
473,472
+155,489
+49% +$3.97M
FTI icon
886
TechnipFMC
FTI
$28.7B
$13.7M 0.01%
588,614
+81,445
+16% +$1.69M
MTN icon
887
Vail Resorts
MTN
$5.31B
$13.7M 0.01%
64,533
+6,946
+12% +$1.56M
GME icon
888
GameStop
GME
$9.84B
$13.6M 0.01%
3,032,356
+660,632
+28% +$3.08M
ENIA
889
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$13.6M 0.01%
1,217,405
+698,502
+135% +$7.27M
BSMX
890
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$13.6M 0.01%
1,857,582
+1,466,331
+375% +$12.2M
UNFI icon
891
United Natural Foods
UNFI
$3.04B
$13.6M 0.01%
275,374
+61,053
+28% +$2.67M
CIG icon
892
CEMIG Preferred Shares
CIG
$6.12B
$13.6M 0.01%
12,914,948
+1,788,427
+16% +$2.03M
EXEL icon
893
Exelixis
EXEL
$14B
$13.6M 0.01%
445,811
+126,213
+39% +$3.36M
WBC
894
DELISTED
WABCO HOLDINGS INC.
WBC
$13.5M 0.01%
94,266
+9,963
+12% +$1.46M
OII icon
895
Oceaneering
OII
$4.22B
$13.5M 0.01%
638,085
-56,078
-8% -$1.19M
WPP icon
896
WPP
WPP
$4.2B
$13.5M 0.01%
148,619
-21,127
-12% -$1.87M
MANH icon
897
Manhattan Associates
MANH
$9.65B
$13.4M 0.01%
271,400
-1,368
-0.5% -$61.4K
ASH icon
898
Ashland
ASH
$3.15B
$13.4M 0.01%
188,685
+38,526
+26% +$2.66M
SBS icon
899
Sabesp
SBS
$20.3B
$13.4M 0.01%
6,628,436
+1,601,760
+32% +$3.08M
BPOP icon
900
Popular Inc
BPOP
$11.2B
$13.4M 0.01%
377,010
-373,736
-50% -$12.9M
34 35
36
37 38

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AF
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MCM
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PSUF
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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.