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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
IDA icon
901
Idacorp
IDA
$8.37B
$13.3M 0.01%
145,909
-25,632
-15% -$2.4M
KNX icon
902
Knight Transportation
KNX
$12.6B
$13.3M 0.01%
304,717
-11,619
-4% -$478K
WRB icon
903
W.R. Berkley
WRB
$26B
$13.3M 0.01%
625,458
+57,226
+10% +$1.17M
ORI icon
904
Old Republic International
ORI
$10.1B
$13.3M 0.01%
619,942
+41,639
+7% +$851K
BCO icon
905
Brink's
BCO
$4.85B
$13.2M 0.01%
168,320
+28,890
+21% +$2.34M
TWTR
906
DELISTED
Twitter, Inc.
TWTR
$13.2M 0.01%
551,445
+111,599
+25% +$2.29M
TRIP icon
907
TripAdvisor
TRIP
$1.73B
$13.2M 0.01%
383,368
-407,707
-52% -$14.7M
TYL icon
908
Tyler Technologies
TYL
$13B
$13.2M 0.01%
74,549
-1,964
-3% -$349K
ULTI
909
DELISTED
Ultimate Software Group Inc
ULTI
$13.2M 0.01%
60,420
+13,707
+29% +$2.78M
OFG icon
910
OFG Bancorp
OFG
$2.16B
$13.2M 0.01%
1,400,281
+376,962
+37% +$3.38M
IIM icon
911
Invesco Value Municipal Income Trust
IIM
$603M
$13.1M 0.01%
881,921
+210,324
+31% +$3.11M
GWB
912
DELISTED
Great Western Bancorp, Inc.
GWB
$13.1M 0.01%
330,122
+42,717
+15% +$1.73M
TECK icon
913
Teck Resources
TECK
$27.3B
$13.1M 0.01%
501,087
+2,832
+0.6% +$64.5K
MAT icon
914
Mattel
MAT
$4.26B
$13.1M 0.01%
851,971
+309,891
+57% +$4.91M
VVC
915
DELISTED
Vectren Corporation
VVC
$13.1M 0.01%
201,431
+5,121
+3% +$344K
TDY icon
916
Teledyne Technologies
TDY
$29.2B
$13.1M 0.01%
72,209
+3,916
+6% +$688K
AMN icon
917
AMN Healthcare
AMN
$1.33B
$13M 0.01%
264,828
-60,065
-18% -$2.74M
MYGN icon
918
Myriad Genetics
MYGN
$585M
$13M 0.01%
379,281
+25,608
+7% +$864K
GDOT icon
919
Green Dot
GDOT
$766M
$13M 0.01%
215,876
-57,635
-21% -$3.38M
FLEX icon
920
Flex
FLEX
$44.4B
$12.9M 0.01%
954,664
+104,114
+12% +$1.41M
RPM icon
921
RPM International
RPM
$13.6B
$12.9M 0.01%
246,677
+27,926
+13% +$1.46M
HIO
922
Western Asset High Income Opportunity Fund
HIO
$344M
$12.9M 0.01%
2,549,701
+765,643
+43% +$3.87M
BRX icon
923
Brixmor Property Group
BRX
$9.94B
$12.9M 0.01%
692,154
+20,467
+3% +$374K
CGNX icon
924
Cognex
CGNX
$10.6B
$12.9M 0.01%
211,059
-37,277
-15% -$2.37M
SCI icon
925
Service Corp International
SCI
$11B
$12.9M 0.01%
345,534
+7,014
+2% +$251K
35 36
37
38 39

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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.