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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
CMTL icon
1626
Comtech Telecommunications
CMTL
$51.8M
$5.03M 0.01%
227,488
+7,972
+4% +$170K
FCNCA icon
1627
First Citizens BancShares
FCNCA
$24.6B
$5.03M 0.01%
12,481
-767
-6% -$308K
UVV icon
1628
Universal Corp
UVV
$1.34B
$5.03M 0.01%
95,718
-2,033
-2% -$113K
GRA
1629
DELISTED
W.R. Grace & Co.
GRA
$5.02M 0.01%
71,629
+22,095
+45% +$1.6M
CTB
1630
DELISTED
Cooper Tire & Rubber Co.
CTB
$5.02M 0.01%
141,908
-29,336
-17% -$1.04M
SM icon
1631
SM Energy
SM
$7.96B
$5.01M 0.01%
226,906
+1,322
+0.6% +$26.7K
WBS icon
1632
Webster Financial
WBS
$12.3B
$5.01M 0.01%
89,191
+1,166
+1% +$63.8K
USG
1633
DELISTED
Usg
USG
$5.01M 0.01%
129,911
-11,821
-8% -$415K
AERI
1634
DELISTED
Aerie Pharmaceuticals
AERI
$5M 0.01%
83,616
-7,606
-8% -$461K
EIG icon
1635
Employers Holdings
EIG
$908M
$4.99M 0.01%
112,430
+4,382
+4% +$207K
RYAM icon
1636
Rayonier Advanced Materials
RYAM
$565M
$4.98M 0.01%
243,724
+36,305
+18% +$610K
MBT
1637
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$4.98M 0.01%
488,469
+76,938
+19% +$794K
PRKS icon
1638
United Parks & Resorts
PRKS
$2.11B
$4.97M 0.01%
366,350
+15,978
+5% +$199K
TROX icon
1639
Tronox
TROX
$995M
$4.97M 0.01%
242,226
-72,511
-23% -$1.77M
MLI icon
1640
Mueller Industries
MLI
$14.1B
$4.97M 0.01%
560,704
+21,964
+4% +$192K
VRE
1641
DELISTED
Veris Residential
VRE
$4.96M ﹤0.01%
230,107
+16,359
+8% +$369K
GNCMA
1642
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$4.96M ﹤0.01%
127,041
+7,665
+6% +$313K
CNK icon
1643
Cinemark Holdings
CNK
$3.82B
$4.95M ﹤0.01%
142,030
+5,651
+4% +$200K
BCH icon
1644
Banco de Chile
BCH
$20.6B
$4.94M ﹤0.01%
157,001
+35,349
+29% +$1.04M
DIA icon
1645
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$4.94M ﹤0.01%
19,971
-3,518
-15% -$833K
CHH icon
1646
Choice Hotels
CHH
$5.03B
$4.93M ﹤0.01%
63,493
+3,187
+5% +$233K
GBCI icon
1647
Glacier Bancorp
GBCI
$6.55B
$4.92M ﹤0.01%
124,949
+7,428
+6% +$282K
NTB icon
1648
Bank of N.T. Butterfield & Son
NTB
$2.42B
$4.92M ﹤0.01%
135,595
+80,091
+144% +$2.98M
PHI icon
1649
PLDT
PHI
$4.25B
$4.92M ﹤0.01%
163,456
-20,437
-11% -$644K
SXT icon
1650
Sensient Technologies
SXT
$5.4B
$4.9M ﹤0.01%
67,019
+1,962
+3% +$150K
64 65
66
67 68

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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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ACI
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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.