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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
ROL icon
951
Rollins
ROL
$22B
$12.5M 0.01%
604,055
+160,454
+36% +$3.28M
MDU icon
952
MDU Resources
MDU
$4.45B
$12.5M 0.01%
1,221,216
-51,535
-4% -$528K
LULU icon
953
lululemon athletica
LULU
$13.3B
$12.5M 0.01%
158,730
-5,881
-4% -$392K
LAD icon
954
Lithia Motors
LAD
$7.69B
$12.5M 0.01%
109,754
-16,459
-13% -$1.91M
RYAAY icon
955
Ryanair
RYAAY
$33.2B
$12.5M 0.01%
298,788
+40,370
+16% +$1.8M
TDS icon
956
Telephone and Data Systems
TDS
$3.9B
$12.4M 0.01%
447,718
+39,183
+10% +$1.08M
MPT
957
Medical Properties Trust
MPT
$2.82B
$12.4M 0.01%
903,049
-188,377
-17% -$2.55M
FCF icon
958
First Commonwealth Financial
FCF
$2.13B
$12.4M 0.01%
867,757
+7,421
+0.9% +$107K
PRAH
959
DELISTED
PRA Health Sciences, Inc.
PRAH
$12.4M 0.01%
136,124
-28,290
-17% -$2.35M
AKRX
960
DELISTED
Akorn Inc
AKRX
$12.4M 0.01%
383,963
+20,023
+6% +$657K
TREE icon
961
LendingTree
TREE
$637M
$12.4M 0.01%
36,347
-530
-1% -$151K
LBTYA icon
962
Liberty Global Class A
LBTYA
$3.56B
$12.4M 0.01%
345,173
+1,502
+0.4% +$47.7K
FNF icon
963
Fidelity National Financial
FNF
$14.1B
$12.4M 0.01%
327,837
+59,195
+22% +$2.16M
TRGP icon
964
Targa Resources
TRGP
$61B
$12.4M 0.01%
255,331
+9,596
+4% +$429K
HBI
965
DELISTED
Hanesbrands
HBI
$12.4M 0.01%
590,749
-389,651
-40% -$8.32M
PII icon
966
Polaris
PII
$4.17B
$12.3M 0.01%
99,539
-6,643
-6% -$788K
DISH
967
DELISTED
DISH Network Corp.
DISH
$12.3M 0.01%
258,082
+69,652
+37% +$3.47M
BLKB icon
968
Blackbaud
BLKB
$1.47B
$12.3M 0.01%
130,180
-6,489
-5% -$624K
THC icon
969
Tenet Healthcare
THC
$17.1B
$12.3M 0.01%
810,895
+105,104
+15% +$1.48M
SUPN icon
970
Supernus Pharmaceuticals
SUPN
$2.84B
$12.3M 0.01%
308,389
-27,458
-8% -$1.09M
EVR icon
971
Evercore
EVR
$13.3B
$12.3M 0.01%
136,485
+5,191
+4% +$433K
WES
972
DELISTED
Western Gas Partners Lp
WES
$12.3M 0.01%
255,281
-4,790
-2% -$228K
CRL icon
973
Charles River Laboratories
CRL
$10.8B
$12.3M 0.01%
112,142
+7,887
+8% +$858K
NOK icon
974
Nokia
NOK
$56B
$12.3M 0.01%
2,631,518
-518,238
-16% -$2.67M
JHX icon
975
James Hardie Industries
JHX
$15.3B
$12.3M 0.01%
695,752
-64,368
-8% -$1.01M
37 38
39
40 41

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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.