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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
TBI
1501
Trueblue
TBI
$234M
$5.85M 0.01%
212,708
+25,109
+13% +$666K
OTEX icon
1502
Open Text
OTEX
$5.43B
$5.84M 0.01%
163,765
+28,974
+21% +$967K
AKR icon
1503
Acadia Realty Trust
AKR
$2.99B
$5.84M 0.01%
213,315
-4,364
-2% -$125K
TXRH icon
1504
Texas Roadhouse
TXRH
$12.7B
$5.82M 0.01%
110,536
-4,698
-4% -$237K
ECHO
1505
EchoStar
ECHO
$25.5B
$5.82M 0.01%
119,847
+29,348
+32% +$1.36M
EPR icon
1506
EPR Properties
EPR
$4.86B
$5.81M 0.01%
88,825
-3,977
-4% -$272K
TKC icon
1507
Turkcell
TKC
$4.84B
$5.81M 0.01%
569,848
+301,016
+112% +$2.83M
DRH icon
1508
Diamondrock Hospitality Co
DRH
$2.63B
$5.81M 0.01%
514,545
-286,879
-36% -$3.19M
MMSI icon
1509
Merit Medical Systems
MMSI
$4.43B
$5.8M 0.01%
134,176
+1,417
+1% +$59.4K
KRC icon
1510
Kilroy Realty
KRC
$4.58B
$5.79M 0.01%
77,610
+10,092
+15% +$742K
AX icon
1511
Axos Financial
AX
$5.45B
$5.79M 0.01%
193,575
+53,157
+38% +$1.45M
NBIX icon
1512
Neurocrine Biosciences
NBIX
$17.7B
$5.78M 0.01%
74,530
+14,290
+24% +$975K
SBRA icon
1513
Sabra Healthcare REIT
SBRA
$5.64B
$5.77M 0.01%
307,582
-69,105
-18% -$1.37M
FTNT icon
1514
Fortinet
FTNT
$112B
$5.76M 0.01%
658,840
+13,845
+2% +$113K
PCH
1515
DELISTED
PotlatchDeltic
PCH
$5.75M 0.01%
115,311
+46,589
+68% +$2.4M
CBD
1516
DELISTED
Companhia Brasileira de Distribuicao
CBD
$5.75M 0.01%
244,020
+15,210
+7% +$352K
CARS icon
1517
Cars.com
CARS
$641M
$5.75M 0.01%
199,333
-20,027
-9% -$518K
WLH
1518
DELISTED
WILLIAM LYON HOMES
WLH
$5.75M 0.01%
197,656
-56,897
-22% -$1.54M
EGBN icon
1519
Eagle Bancorp
EGBN
$867M
$5.75M 0.01%
99,221
-30,671
-24% -$1.96M
MSGS icon
1520
Madison Square Garden
MSGS
$9.54B
$5.74M 0.01%
38,174
+5,000
+15% +$772K
WB icon
1521
Weibo
WB
$1.9B
$5.73M 0.01%
55,409
+19,186
+53% +$1.98M
BXMT icon
1522
Blackstone Mortgage Trust
BXMT
$2.82B
$5.7M 0.01%
177,221
+25,064
+16% +$804K
CCMP
1523
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$5.69M 0.01%
60,508
-2,320
-4% -$214K
IBKC
1524
DELISTED
IBERIABANK Corp
IBKC
$5.69M 0.01%
73,457
-46,753
-39% -$3.59M
BDC icon
1525
Belden
BDC
$4B
$5.69M 0.01%
73,724
+1,254
+2% +$104K
59 60
61
62 63

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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.