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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
AEO icon
1276
American Eagle Outfitters
AEO
$2.94B
$7.86M 0.01%
418,203
-39,048
-9% -$588K
PRGS icon
1277
Progress Software
PRGS
$1.62B
$7.85M 0.01%
184,385
+19,651
+12% +$818K
WSM icon
1278
Williams-Sonoma
WSM
$26.3B
$7.81M 0.01%
302,258
-10,060
-3% -$256K
DBRG icon
1279
DigitalBridge
DBRG
$2.92B
$7.81M 0.01%
171,025
-89,216
-34% -$4.38M
SRCL
1280
DELISTED
Stericycle Inc
SRCL
$7.8M 0.01%
114,752
-21,905
-16% -$1.49M
SPLK
1281
DELISTED
Splunk Inc
SPLK
$7.8M 0.01%
94,139
+3,326
+4% +$244K
AN icon
1282
AutoNation
AN
$6.62B
$7.79M 0.01%
151,776
-8,745
-5% -$444K
EEP
1283
DELISTED
Enbridge Energy Partners
EEP
$7.77M 0.01%
562,365
-21,324
-4% -$310K
IVR icon
1284
Invesco Mortgage Capital
IVR
$809M
$7.74M 0.01%
43,426
+2,062
+5% +$364K
WTS icon
1285
Watts Water Technologies
WTS
$11.4B
$7.74M 0.01%
101,859
+33,306
+49% +$2.37M
EQC
1286
DELISTED
Equity Commonwealth
EQC
$7.73M 0.01%
253,482
-102,511
-29% -$3.1M
SBNY
1287
DELISTED
Signature Bank
SBNY
$7.68M 0.01%
55,980
+7,318
+15% +$964K
ASIX icon
1288
AdvanSix
ASIX
$551M
$7.68M 0.01%
182,542
+28,588
+19% +$1.22M
INVH icon
1289
Invitation Homes
INVH
$17.9B
$7.66M 0.01%
325,107
+291,380
+864% +$6.74M
JHG
1290
DELISTED
Janus Henderson
JHG
$7.66M 0.01%
200,208
-20,072
-9% -$724K
CW icon
1291
Curtiss-Wright
CW
$26.2B
$7.66M 0.01%
62,849
-29,385
-32% -$3.47M
OA
1292
DELISTED
Orbital ATK, Inc.
OA
$7.65M 0.01%
58,181
-8,460
-13% -$1.12M
TPH
1293
DELISTED
Tri Pointe Homes
TPH
$7.65M 0.01%
426,746
+43,770
+11% +$737K
TWOU
1294
DELISTED
2U Inc
TWOU
$7.64M 0.01%
3,950
+557
+16% +$1.05M
ACHC icon
1295
Acadia Healthcare
ACHC
$3.17B
$7.63M 0.01%
233,764
-83,702
-26% -$2.9M
HMN icon
1296
Horace Mann Educators
HMN
$2.08B
$7.61M 0.01%
172,465
-3,501
-2% -$153K
EXAS
1297
DELISTED
Exact Sciences
EXAS
$7.59M 0.01%
144,485
-3,024
-2% -$161K
CAE icon
1298
CAE Inc
CAE
$7.9B
$7.59M 0.01%
408,871
+18,248
+5% +$323K
NFG icon
1299
National Fuel Gas
NFG
$7.71B
$7.58M 0.01%
138,005
-52,017
-27% -$2.97M
CONE
1300
DELISTED
CyrusOne Inc Common Stock
CONE
$7.58M 0.01%
127,289
+3,273
+3% +$199K
50 51
52
53 54

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MCM
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PSUF
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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.