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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

Rank Stock Value
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

Rank Stock Value
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

Rank Sector Weight
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
HUBB icon
1226
Hubbell
HUBB
$25.8B
$8.35M 0.01%
61,727
+9,007
+17% +$1.12M
TMX
1227
DELISTED
Terminix Global Holdings, Inc.
TMX
$8.35M 0.01%
243,249
-2,227
-0.9% -$71.7K
ENTG icon
1228
Entegris
ENTG
$21.1B
$8.33M 0.01%
273,662
+28,977
+12% +$888K
AWI icon
1229
Armstrong World Industries
AWI
$6.66B
$8.31M 0.01%
137,274
-24,860
-15% -$1.37M
RHP icon
1230
Ryman Hospitality Properties
RHP
$7.99B
$8.31M 0.01%
120,400
-1,650
-1% -$110K
MSM icon
1231
MSC Industrial Direct
MSM
$6.97B
$8.3M 0.01%
85,907
-14,262
-14% -$1.19M
OMCL icon
1232
Omnicell
OMCL
$2.09B
$8.29M 0.01%
171,006
-30,763
-15% -$1.55M
AMH icon
1233
American Homes 4 Rent
AMH
$12.3B
$8.29M 0.01%
379,372
+41,140
+12% +$893K
WLK icon
1234
Westlake Corp
WLK
$9.95B
$8.27M 0.01%
77,656
+3,176
+4% +$294K
ELUX
1235
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$8.27M 0.01%
127,905
+4,277
+3% +$277K
SPXC icon
1236
SPX Corp
SPXC
$10.6B
$8.26M 0.01%
263,216
-38,051
-13% -$1.15M
FULT icon
1237
Fulton Financial
FULT
$4.74B
$8.26M 0.01%
461,341
-199,414
-30% -$3.66M
LPT
1238
DELISTED
Liberty Property Trust
LPT
$8.25M 0.01%
191,909
+27,232
+17% +$1.18M
ONB icon
1239
Old National Bancorp
ONB
$10.3B
$8.22M 0.01%
470,898
-224,682
-32% -$4.04M
VTA
1240
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$8.19M 0.01%
699,263
+230,289
+49% +$2.69M
CRI icon
1241
Carter's
CRI
$1.4B
$8.19M 0.01%
69,677
-14,187
-17% -$1.47M
DF
1242
DELISTED
Dean Foods Company
DF
$8.17M 0.01%
707,021
+299,446
+73% +$3.18M
JJSF icon
1243
J&J Snack Foods
JJSF
$1.44B
$8.17M 0.01%
53,796
+7,341
+16% +$1.03M
FWONK icon
1244
Liberty Media Series C
FWONK
$25.6B
$8.15M 0.01%
246,679
+68,239
+38% +$2.47M
PLNT icon
1245
Planet Fitness
PLNT
$4.14B
$8.14M 0.01%
235,192
-21,305
-8% -$630K
DY icon
1246
Dycom Industries
DY
$12.2B
$8.14M 0.01%
73,044
-199
-0.3% -$19.2K
CMC icon
1247
Commercial Metals
CMC
$7.35B
$8.14M 0.01%
381,608
-108,707
-22% -$2.16M
LBRDK icon
1248
Liberty Broadband Class C
LBRDK
$4.43B
$8.13M 0.01%
95,510
+5,169
+6% +$460K
CLR
1249
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$8.12M 0.01%
153,338
+13,056
+9% +$573K
FLOW
1250
DELISTED
SPX FLOW, Inc.
FLOW
$8.12M 0.01%
170,710
-23,302
-12% -$1M
48 49
50
51 52

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AF
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MCM
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PSUF
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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.