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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
CAVM
1551
DELISTED
Cavium, Inc.
CAVM
$5.56M 0.01%
66,369
-24,764
-27% -$1.92M
SNBR
1552
DELISTED
Sleep Number
SNBR
$5.56M 0.01%
147,989
+29,333
+25% +$999K
WBT
1553
DELISTED
Welbilt, Inc.
WBT
$5.55M 0.01%
236,165
+34,347
+17% +$758K
RBA icon
1554
RB Global
RBA
$20.8B
$5.54M 0.01%
185,253
+115,000
+164% +$3.22M
IMO icon
1555
Imperial Oil
IMO
$62.1B
$5.54M 0.01%
177,762
+38,654
+28% +$1.2M
KOF icon
1556
Coca-Cola Femsa
KOF
$21.6B
$5.54M 0.01%
79,533
+37,955
+91% +$2.65M
CBB
1557
DELISTED
Cincinnati Bell Inc.
CBB
$5.53M 0.01%
265,308
+13,696
+5% +$278K
AIR icon
1558
AAR Corp
AIR
$5.15B
$5.53M 0.01%
140,773
-1,980
-1% -$79.7K
BLMN icon
1559
Bloomin' Brands
BLMN
$680M
$5.53M 0.01%
259,067
+1,035
+0.4% +$19.8K
EPAC icon
1560
Enerpac Tool Group
EPAC
$1.77B
$5.51M 0.01%
217,634
+22,244
+11% +$573K
AL
1561
DELISTED
Air Lease Corp
AL
$5.5M 0.01%
114,453
+3,177
+3% +$140K
KRG icon
1562
Kite Realty
KRG
$5.95B
$5.5M 0.01%
280,750
+18,677
+7% +$363K
ITRI icon
1563
Itron
ITRI
$3.73B
$5.47M 0.01%
80,258
-45,458
-36% -$3.25M
NNI icon
1564
Nelnet
NNI
$4.79B
$5.46M 0.01%
99,741
+18,288
+22% +$989K
EGP icon
1565
EastGroup Properties
EGP
$11.5B
$5.46M 0.01%
61,785
+1,145
+2% +$104K
MLKN icon
1566
MillerKnoll
MLKN
$1.5B
$5.46M 0.01%
136,318
+20,596
+18% +$723K
CORE
1567
DELISTED
Core Mark Holding Co., Inc.
CORE
$5.46M 0.01%
172,869
-26,841
-13% -$859K
SIR
1568
DELISTED
SELECT INCOME REIT
SIR
$5.46M 0.01%
494,096
+50,248
+11% +$549K
SITE icon
1569
SiteOne Landscape Supply
SITE
$4.43B
$5.46M 0.01%
71,152
+21,076
+42% +$1.43M
MTDR icon
1570
Matador Resources
MTDR
$6.31B
$5.44M 0.01%
174,802
-8,102
-4% -$222K
USA icon
1571
Liberty All-Star Equity Fund
USA
$1.75B
$5.42M 0.01%
860,889
+48,480
+6% +$297K
MDRX
1572
DELISTED
Veradigm Inc. Common Stock
MDRX
$5.42M 0.01%
372,303
-143,600
-28% -$1.99M
AWR icon
1573
American States Water
AWR
$3.39B
$5.42M 0.01%
93,501
+8,830
+10% +$484K
PSB
1574
DELISTED
PS Business Parks, Inc.
PSB
$5.41M 0.01%
43,261
-232
-0.5% -$30.7K
NP
1575
DELISTED
Neenah, Inc. Common Stock
NP
$5.4M 0.01%
59,591
+1,042
+2% +$91.3K
61 62
63
64 65

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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.