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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
MD icon
976
Pediatrix Medical
MD
$2.14B
$12.2M 0.01%
228,970
+59,971
+35% +$2.83M
WTFC icon
977
Wintrust Financial
WTFC
$11.1B
$12.2M 0.01%
148,533
-35,571
-19% -$2.86M
SRC
978
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$12.2M 0.01%
317,153
+45,996
+17% +$1.75M
LSTR icon
979
Landstar System
LSTR
$7.12B
$12.2M 0.01%
117,073
-57,926
-33% -$5.82M
FCFS icon
980
FirstCash
FCFS
$9.35B
$12.2M 0.01%
180,647
-18,640
-9% -$1.2M
NDSN icon
981
Nordson
NDSN
$16.3B
$12.2M 0.01%
83,065
+3,508
+4% +$451K
TXNM
982
TXNM Energy Inc
TXNM
$6.38B
$12.1M 0.01%
299,809
-66,089
-18% -$2.84M
GNTX icon
983
Gentex
GNTX
$5.19B
$12.1M 0.01%
578,702
+88,974
+18% +$1.77M
TRU icon
984
TransUnion
TRU
$15.3B
$12M 0.01%
218,697
+29,245
+15% +$1.56M
ARMK icon
985
Aramark
ARMK
$14.9B
$12M 0.01%
388,835
-6,776
-2% -$207K
EHC icon
986
Encompass Health
EHC
$11.1B
$11.9M 0.01%
303,457
+18,012
+6% +$685K
EMBJ
987
Embraer S.A. ADS
EMBJ
$11.5B
$11.9M 0.01%
497,369
+357,869
+257% +$7.34M
WF icon
988
Woori Financial
WF
$15.3B
$11.9M 0.01%
265,674
+17,013
+7% +$762K
KEP icon
989
Korea Electric Power
KEP
$14.7B
$11.8M 0.01%
668,750
+116,787
+21% +$2.04M
TUP
990
DELISTED
Tupperware Brands Corporation
TUP
$11.8M 0.01%
188,791
-24,939
-12% -$1.53M
USFD icon
991
US Foods
USFD
$21.6B
$11.8M 0.01%
370,532
-3,400
-0.9% -$96.3K
LFUS icon
992
Littelfuse
LFUS
$10.2B
$11.8M 0.01%
59,751
-14,606
-20% -$2.93M
TRP icon
993
TC Energy
TRP
$72.5B
$11.8M 0.01%
242,590
+16,870
+7% +$824K
TLS
994
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$11.8M 0.01%
832,613
+394,295
+90% +$5.58M
CPT icon
995
Camden Property Trust
CPT
$11.2B
$11.8M 0.01%
127,825
-7,279
-5% -$673K
EWBC icon
996
East-West Bancorp
EWBC
$18.4B
$11.8M 0.01%
193,315
-21,216
-10% -$1.26M
SANM icon
997
Sanmina
SANM
$10.7B
$11.8M 0.01%
356,166
-44,029
-11% -$1.54M
VEDL
998
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$11.7M 0.01%
563,039
+73,461
+15% +$1.44M
DDS icon
999
Dillards
DDS
$8.5B
$11.7M 0.01%
194,977
+1,109
+0.6% +$61.5K
HXL icon
1000
Hexcel
HXL
$7.81B
$11.7M 0.01%
189,301
+10,358
+6% +$630K
38 39
40
41 42

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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.