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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
ESRT icon
1801
Empire State Realty Trust
ESRT
$976M
$3.94M ﹤0.01%
191,919
+21,232
+12% +$434K
APAM icon
1802
Artisan Partners
APAM
$2.79B
$3.94M ﹤0.01%
99,674
+12,325
+14% +$457K
MCR
1803
DELISTED
MFS Charter Income Trust
MCR
$3.93M ﹤0.01%
463,917
+116,469
+34% +$995K
SNP
1804
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.93M ﹤0.01%
53,555
-13,974
-21% -$1.02M
MGRC icon
1805
McGrath RentCorp
MGRC
$2.94B
$3.93M ﹤0.01%
83,584
+4,281
+5% +$198K
SJI
1806
DELISTED
South Jersey Industries, Inc.
SJI
$3.92M ﹤0.01%
125,368
-1,356
-1% -$44.8K
NTRI
1807
DELISTED
NutriSystem, Inc.
NTRI
$3.91M ﹤0.01%
74,261
+2,350
+3% +$123K
BTU icon
1808
Peabody Energy
BTU
$2.78B
$3.9M ﹤0.01%
99,198
+72,334
+269% +$2.35M
MINI
1809
DELISTED
Mobile Mini Inc
MINI
$3.9M ﹤0.01%
113,198
+2,864
+3% +$97.9K
SAFT icon
1810
Safety Insurance
SAFT
$1.52B
$3.9M ﹤0.01%
48,483
+12,804
+36% +$1.04M
FFIC
1811
DELISTED
Flushing Financial
FFIC
$3.89M ﹤0.01%
141,601
+17,758
+14% +$511K
PTR
1812
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$3.89M ﹤0.01%
55,565
+8,172
+17% +$548K
CIEN icon
1813
Ciena
CIEN
$55.3B
$3.88M ﹤0.01%
185,504
-24,768
-12% -$525K
WIN
1814
DELISTED
Windstream Holdings Inc
WIN
$3.87M ﹤0.01%
418,768
+90,788
+28% +$930K
ESI icon
1815
Element Solutions
ESI
$9.12B
$3.87M ﹤0.01%
390,164
+113,005
+41% +$1.17M
MZTI
1816
The Marzetti Company
MZTI
$2.94B
$3.87M ﹤0.01%
29,938
-2,827
-9% -$357K
ROIC
1817
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.87M ﹤0.01%
193,784
+21,858
+13% +$420K
CYS
1818
DELISTED
CYS Investments Inc.
CYS
$3.87M ﹤0.01%
481,368
+45,574
+10% +$377K
BLDR icon
1819
Builders FirstSource
BLDR
$7.84B
$3.86M ﹤0.01%
177,217
+44,244
+33% +$839K
CPLA
1820
DELISTED
Capella Education Company
CPLA
$3.86M ﹤0.01%
49,882
-4,882
-9% -$379K
MED icon
1821
Medifast
MED
$108M
$3.85M ﹤0.01%
55,135
+12,906
+31% +$856K
SCL icon
1822
Stepan Co
SCL
$1.31B
$3.85M ﹤0.01%
48,694
-7,782
-14% -$639K
HR
1823
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.82M ﹤0.01%
118,867
+15,063
+15% +$489K
GTLS
1824
DELISTED
Chart Industries
GTLS
$3.8M ﹤0.01%
81,184
-14,177
-15% -$633K
LXU icon
1825
LSB Industries
LXU
$881M
$3.8M ﹤0.01%
564,591
+27,096
+5% +$170K
71 72
73
74 75

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MCM
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PSUF
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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.