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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
BRKR icon
1351
Bruker
BRKR
$9.2B
$6.99M 0.01%
203,538
+2,599
+1% +$85.1K
TGI
1352
DELISTED
Triumph Group
TGI
$6.98M 0.01%
256,630
-22,539
-8% -$675K
MKTX icon
1353
MarketAxess Holdings
MKTX
$4.15B
$6.98M 0.01%
34,588
-645
-2% -$122K
GCO icon
1354
Genesco
GCO
$396M
$6.98M 0.01%
214,692
+63,954
+42% +$1.76M
KBH icon
1355
KB Home
KBH
$3.48B
$6.97M 0.01%
218,309
+51,611
+31% +$1.48M
SLF icon
1356
Sun Life Financial
SLF
$45.6B
$6.97M 0.01%
169,034
-1,099
-0.6% -$43.8K
GBX icon
1357
The Greenbrier Companies
GBX
$1.61B
$6.96M 0.01%
130,662
+1,292
+1% +$64.8K
ESV
1358
DELISTED
Ensco Rowan plc
ESV
$6.95M 0.01%
294,134
+92,820
+46% +$2.06M
HWC icon
1359
Hancock Whitney
HWC
$6.13B
$6.95M 0.01%
140,430
-38,940
-22% -$1.92M
MTL
1360
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$6.95M 0.01%
1,320,922
+365,090
+38% +$1.76M
JBGS
1361
JBG SMITH
JBGS
$846M
$6.94M 0.01%
199,950
+88,201
+79% +$2.91M
WOLF icon
1362
Wolfspeed
WOLF
$1.2B
$6.94M 0.01%
186,840
-22,179
-11% -$764K
SGI
1363
Somnigroup International
SGI
$15.1B
$6.93M 0.01%
442,508
+72,628
+20% +$1.11M
MNRO icon
1364
Monro
MNRO
$525M
$6.92M 0.01%
121,572
+44,796
+58% +$2.33M
PSO icon
1365
Pearson
PSO
$9.78B
$6.92M 0.01%
704,625
+165,482
+31% +$1.52M
EOD
1366
Allspring Global Dividend Opportunity Fund
EOD
$276M
$6.91M 0.01%
1,165,211
-2,024
-0.2% -$12.5K
OHI icon
1367
Omega Healthcare
OHI
$15.4B
$6.9M 0.01%
250,574
+36,300
+17% +$1.05M
SEM
1368
DELISTED
Select Medical
SEM
$6.9M 0.01%
725,612
+25,206
+4% +$241K
ZNGA
1369
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.89M 0.01%
1,722,848
-90,516
-5% -$353K
CHK
1370
DELISTED
Chesapeake Energy Corporation
CHK
$6.89M 0.01%
8,697
-7,877
-48% -$6.14M
TI
1371
DELISTED
Telecom Italia
TI
$6.89M 0.01%
797,999
-96,260
-11% -$833K
NYT icon
1372
New York Times
NYT
$11.6B
$6.88M 0.01%
372,097
+41,730
+13% +$775K
SFM icon
1373
Sprouts Farmers Market
SFM
$7.04B
$6.87M 0.01%
282,121
+109,350
+63% +$2.32M
BWLD
1374
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$6.86M 0.01%
43,894
+7,680
+21% +$1.01M
SAIC icon
1375
Saic
SAIC
$5.03B
$6.84M 0.01%
89,315
+14,305
+19% +$1.03M
53 54
55
56 57

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MCM
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PSUF
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IA
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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.