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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
HR icon
1701
Healthcare Realty
HR
$7.42B
$4.48M ﹤0.01%
149,150
+9,751
+7% +$295K
KBR icon
1702
KBR
KBR
$4.68B
$4.47M ﹤0.01%
225,411
-77,144
-25% -$1.46M
MTCH icon
1703
Match Group
MTCH
$8.84B
$4.46M ﹤0.01%
142,615
-14,071
-9% -$395K
LZB icon
1704
La-Z-Boy
LZB
$1.59B
$4.46M ﹤0.01%
143,005
+38,713
+37% +$1.12M
GTT
1705
DELISTED
GTT Communications, Inc.
GTT
$4.45M ﹤0.01%
94,859
-1,140
-1% -$43.5K
AU icon
1706
AngloGold Ashanti
AU
$40.3B
$4.45M ﹤0.01%
436,974
+110,921
+34% +$1.07M
CHDN icon
1707
Churchill Downs
CHDN
$6.03B
$4.45M ﹤0.01%
114,822
+4,410
+4% +$160K
QCP
1708
DELISTED
Quality Care Properties, Inc.
QCP
$4.44M ﹤0.01%
321,595
+52,065
+19% +$795K
SAGE
1709
DELISTED
Sage Therapeutics
SAGE
$4.43M ﹤0.01%
26,901
+5,204
+24% +$505K
FNV icon
1710
Franco-Nevada
FNV
$41.4B
$4.43M ﹤0.01%
55,396
-864
-2% -$69.4K
ISD
1711
PGIM High Yield Bond Fund
ISD
$414M
$4.43M ﹤0.01%
299,677
+172,790
+136% +$2.59M
CNDT icon
1712
Conduent
CNDT
$230M
$4.42M ﹤0.01%
273,380
-36,301
-12% -$568K
POWI icon
1713
Power Integrations
POWI
$3.54B
$4.42M ﹤0.01%
120,084
-55,906
-32% -$2.13M
HTLD icon
1714
Heartland Express
HTLD
$1.11B
$4.41M ﹤0.01%
188,974
+9,000
+5% +$203K
AEM icon
1715
Agnico Eagle Mines
AEM
$72.6B
$4.41M ﹤0.01%
95,460
+5,162
+6% +$230K
ELME
1716
Elme Communities
ELME
$132M
$4.4M ﹤0.01%
141,333
-2,912
-2% -$94.5K
MHI
1717
DELISTED
Pioneer Municipal High Income Fund
MHI
$4.4M ﹤0.01%
370,957
+64,561
+21% +$766K
EZPW icon
1718
Ezcorp Inc
EZPW
$1.82B
$4.39M ﹤0.01%
359,876
-6,358
-2% -$69.4K
CNNE icon
1719
Cannae Holdings
CNNE
$647M
$4.39M ﹤0.01%
+257,589
New +$4.45M
ADMS
1720
DELISTED
Adamas Pharmaceuticals
ADMS
$4.38M ﹤0.01%
129,391
-2,496
-2% -$69.7K
LEXEA
1721
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$4.38M ﹤0.01%
98,779
+31,328
+46% +$1.5M
IGD
1722
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$4.37M ﹤0.01%
563,162
-225,865
-29% -$1.79M
IPXL
1723
DELISTED
Impax Laboratories, Inc.
IPXL
$4.37M ﹤0.01%
262,176
+36,008
+16% +$660K
SP
1724
DELISTED
SP Plus Corporation
SP
$4.36M ﹤0.01%
117,489
+3,092
+3% +$120K
BND icon
1725
Vanguard Total Bond Market
BND
$157B
$4.35M ﹤0.01%
53,298
-82
-0.2% -$6.7K
67 68
69
70 71

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.