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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
FAF icon
1101
First American
FAF
$7.42B
$10.1M 0.01%
180,058
+14,698
+9% +$791K
CENTA icon
1102
Central Garden & Pet Co Class A
CENTA
$2.39B
$10.1M 0.01%
334,083
+26,447
+9% +$783K
KAMN
1103
DELISTED
Kaman Corp
KAMN
$10.1M 0.01%
171,251
-8,274
-5% -$472K
HAE icon
1104
Haemonetics
HAE
$3.53B
$10.1M 0.01%
173,454
+88,579
+104% +$4.66M
WAGE
1105
DELISTED
WageWorks, Inc.
WAGE
$10.1M 0.01%
162,488
+3,299
+2% +$207K
OGE icon
1106
OGE Energy
OGE
$10.1B
$10.1M 0.01%
305,984
-7,261
-2% -$256K
BFAM icon
1107
Bright Horizons
BFAM
$4.01B
$10.1M 0.01%
106,977
+13,114
+14% +$1.16M
CPS icon
1108
Cooper-Standard Automotive
CPS
$495M
$10M 0.01%
81,666
+9,942
+14% +$1.17M
WST icon
1109
West Pharmaceutical
WST
$25.4B
$9.98M 0.01%
101,167
+20,090
+25% +$1.97M
CNX icon
1110
CNX Resources
CNX
$4.7B
$9.93M 0.01%
678,607
-169,253
-20% -$2.34M
ACH
1111
Accendra Health
ACH
$270M
$9.92M 0.01%
525,246
+192,863
+58% +$4.28M
JACK icon
1112
Jack in the Box
JACK
$287M
$9.9M 0.01%
100,863
+4,610
+5% +$469K
CALD
1113
DELISTED
Callidus Software, Inc.
CALD
$9.87M 0.01%
344,472
+24,008
+7% +$655K
MTZ icon
1114
MasTec
MTZ
$25.9B
$9.86M 0.01%
201,501
-78,793
-28% -$3.51M
UMC icon
1115
United Microelectronic
UMC
$53.8B
$9.84M 0.01%
4,115,782
+365,542
+10% +$932K
RRX icon
1116
Regal Rexnord
RRX
$13.7B
$9.83M 0.01%
128,304
+46,375
+57% +$3.61M
TIMB icon
1117
TIM SA
TIMB
$10.6B
$9.82M 0.01%
508,487
+132,982
+35% +$2.46M
PUB
1118
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$9.82M 0.01%
577,842
-63,372
-10% -$1.08M
AGR
1119
DELISTED
Avangrid, Inc.
AGR
$9.82M 0.01%
194,081
+14,213
+8% +$719K
DST
1120
DELISTED
DST Systems Inc.
DST
$9.82M 0.01%
158,152
-26,602
-14% -$1.58M
SUI icon
1121
Sun Communities
SUI
$15B
$9.79M 0.01%
105,519
+17,023
+19% +$1.56M
PF
1122
DELISTED
Pinnacle Foods, Inc.
PF
$9.78M 0.01%
164,475
-8,327
-5% -$469K
ST icon
1123
Sensata Technologies
ST
$6.5B
$9.76M 0.01%
191,043
+11,718
+7% +$577K
SIMO icon
1124
Silicon Motion
SIMO
$8.96B
$9.76M 0.01%
184,268
+34,526
+23% +$1.75M
TAL icon
1125
TAL Education Group
TAL
$5.65B
$9.76M 0.01%
328,340
-32,960
-9% -$1M
43 44
45
46 47

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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.