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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
ZD icon
1051
Ziff Davis
ZD
$1.99B
$10.9M 0.01%
166,461
+7,654
+5% +$499K
NGVT icon
1052
Ingevity
NGVT
$2.67B
$10.9M 0.01%
154,044
+9,511
+7% +$686K
MIC
1053
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$10.8M 0.01%
168,926
+38,453
+29% +$2.6M
DXCM icon
1054
DexCom
DXCM
$29.4B
$10.8M 0.01%
755,584
+18,028
+2% +$234K
TGNA
1055
DELISTED
TEGNA Inc
TGNA
$10.8M 0.01%
768,427
+160,864
+26% +$2.1M
CSRA
1056
DELISTED
CSRA Inc.
CSRA
$10.8M 0.01%
359,862
+51,730
+17% +$1.56M
COHR
1057
DELISTED
Coherent Inc
COHR
$10.8M 0.01%
38,114
-17,889
-32% -$4.98M
RNG icon
1058
RingCentral
RNG
$3.49B
$10.8M 0.01%
222,149
-39,923
-15% -$1.82M
TECH icon
1059
Bio-Techne
TECH
$11.2B
$10.7M 0.01%
331,608
-5,400
-2% -$172K
AGO icon
1060
Assured Guaranty
AGO
$3.73B
$10.7M 0.01%
317,078
-74,974
-19% -$2.72M
KMT icon
1061
Kennametal
KMT
$2.56B
$10.7M 0.01%
221,661
-52,155
-19% -$2.32M
PE
1062
DELISTED
PARSLEY ENERGY INC
PE
$10.7M 0.01%
363,989
+174,143
+92% +$4.65M
NATI
1063
DELISTED
National Instruments Corp
NATI
$10.7M 0.01%
257,371
+91,103
+55% +$3.98M
BNDX icon
1064
Vanguard Total International Bond ETF
BNDX
$82.2B
$10.7M 0.01%
196,979
-9,963
-5% -$547K
GNW icon
1065
Genworth Financial
GNW
$3.85B
$10.7M 0.01%
3,432,988
-209,735
-6% -$725K
VST icon
1066
Vistra
VST
$52.6B
$10.7M 0.01%
582,253
+147,471
+34% +$2.76M
KMPR icon
1067
Kemper
KMPR
$1.65B
$10.6M 0.01%
154,550
-44,678
-22% -$2.88M
NUS icon
1068
Nu Skin
NUS
$253M
$10.6M 0.01%
155,961
-2,817
-2% -$182K
WIT icon
1069
Wipro
WIT
$18.4B
$10.6M 0.01%
5,183,944
+410,349
+9% +$820K
AAN.A
1070
DELISTED
The Aaron's Company Inc Class A
AAN.A
$10.6M 0.01%
266,841
-19,254
-7% -$767K
MIK
1071
DELISTED
Michaels Stores, Inc
MIK
$10.6M 0.01%
439,298
-133,402
-23% -$2.76M
LYV icon
1072
Live Nation Entertainment
LYV
$41.7B
$10.6M 0.01%
249,002
+93,528
+60% +$4.07M
LTM
1073
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$10.5M 0.01%
758,764
+426,856
+129% +$5.72M
AFB
1074
AllianceBernstein National Municipal Income Fund
AFB
$321M
$10.5M 0.01%
786,419
+96,891
+14% +$1.33M
CMPR icon
1075
Cimpress
CMPR
$2.53B
$10.5M 0.01%
87,835
+17,891
+26% +$2.05M
41 42
43
44 45

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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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ACI
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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.