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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
MCRN
1651
DELISTED
Milacron Holdings Corp.
MCRN
$4.86M ﹤0.01%
253,709
+61,723
+32% +$1.1M
NJR icon
1652
New Jersey Resources
NJR
$6.06B
$4.85M ﹤0.01%
120,705
+17,949
+17% +$771K
AYR
1653
DELISTED
Aircastle Ltd
AYR
$4.84M ﹤0.01%
207,040
+5,548
+3% +$130K
DORM icon
1654
Dorman Products
DORM
$4.01B
$4.84M ﹤0.01%
79,115
-14,607
-16% -$990K
CBU icon
1655
Community Bank
CBU
$3.53B
$4.84M ﹤0.01%
89,973
+4,253
+5% +$231K
DIN icon
1656
Dine Brands
DIN
$432M
$4.83M ﹤0.01%
95,297
+6,362
+7% +$297K
QSR icon
1657
Restaurant Brands International
QSR
$25.1B
$4.83M ﹤0.01%
78,566
+3,405
+5% +$218K
MBI icon
1658
MBIA
MBI
$288M
$4.83M ﹤0.01%
659,692
-35,117
-5% -$273K
VSAT icon
1659
Viasat
VSAT
$9.79B
$4.83M ﹤0.01%
64,484
+12,824
+25% +$888K
OUT icon
1660
Outfront Media
OUT
$5.64B
$4.82M ﹤0.01%
211,064
+37,189
+21% +$871K
YELL
1661
DELISTED
Yellow Corporation Common Stock
YELL
$4.82M ﹤0.01%
334,924
+205,388
+159% +$2.71M
KND
1662
DELISTED
Kindred Healthcare
KND
$4.81M ﹤0.01%
495,971
+30,404
+7% +$226K
HGV icon
1663
Hilton Grand Vacations
HGV
$3.84B
$4.81M ﹤0.01%
114,655
+11,786
+11% +$479K
AIN icon
1664
Albany International
AIN
$2.14B
$4.79M ﹤0.01%
78,007
-26,436
-25% -$1.59M
AMAG
1665
DELISTED
AMAG Pharmaceuticals
AMAG
$4.79M ﹤0.01%
361,806
+77,415
+27% +$1.17M
CVBF icon
1666
CVB Financial
CVBF
$3.98B
$4.78M ﹤0.01%
202,903
+4,584
+2% +$109K
SABR icon
1667
Sabre
SABR
$656M
$4.77M ﹤0.01%
232,551
+133,185
+134% +$2.55M
W icon
1668
Wayfair
W
$11.1B
$4.76M ﹤0.01%
59,300
+37,665
+174% +$2.65M
CFFN icon
1669
Capitol Federal Financial
CFFN
$1.08B
$4.75M ﹤0.01%
353,805
-399,296
-53% -$5.6M
BC icon
1670
Brunswick
BC
$5.19B
$4.74M ﹤0.01%
85,900
+19,352
+29% +$1.05M
AWP
1671
abrdn Global Premier Properties Fund
AWP
$377M
$4.73M ﹤0.01%
234,078
-38,738
-14% -$761K
IGR
1672
CBRE Global Real Estate Income Fund
IGR
$712M
$4.73M ﹤0.01%
597,221
+165,261
+38% +$1.29M
IBP icon
1673
Installed Building Products
IBP
$6.13B
$4.72M ﹤0.01%
62,178
+1,280
+2% +$88.7K
ARI
1674
Apollo Commercial Real Estate
ARI
$887M
$4.71M ﹤0.01%
255,450
+51,160
+25% +$943K
CRS icon
1675
Carpenter Technology
CRS
$30B
$4.7M ﹤0.01%
92,200
-4,916
-5% -$244K
65 66
67
68 69

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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.