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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

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

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

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
ALE
1001
DELISTED
Allete
ALE
$11.7M 0.01%
157,041
-50,406
-24% -$3.92M
TWO
1002
Two Harbors Investment
TWO
$1.27B
$11.7M 0.01%
179,439
+21,304
+13% +$1.49M
STL
1003
DELISTED
Sterling Bancorp
STL
$11.7M 0.01%
474,347
+129,180
+37% +$3.2M
EE
1004
DELISTED
El Paso Electric Company
EE
$11.7M 0.01%
210,494
+168
+0.1% +$9.74K
LCII icon
1005
LCI Industries
LCII
$2.65B
$11.6M 0.01%
89,551
+15,378
+21% +$1.89M
ITT icon
1006
ITT
ITT
$17.4B
$11.6M 0.01%
217,556
-36,319
-14% -$1.82M
JBTM
1007
JBT Marel
JBTM
$7.11B
$11.6M 0.01%
104,765
-10,315
-9% -$1.13M
WDR
1008
DELISTED
Waddell & Reed Financial, Inc.
WDR
$11.6M 0.01%
518,855
+1,300
+0.3% +$26.5K
HLT icon
1009
Hilton Worldwide
HLT
$73.1B
$11.6M 0.01%
145,030
+12,790
+10% +$949K
IBKR icon
1010
Interactive Brokers
IBKR
$40.8B
$11.6M 0.01%
781,648
+415,824
+114% +$5.67M
ACIW icon
1011
ACI Worldwide
ACIW
$5.88B
$11.5M 0.01%
507,063
+44,759
+10% +$1.04M
CBSH icon
1012
Commerce Bancshares
CBSH
$8.65B
$11.4M 0.01%
302,508
-5,220
-2% -$194K
SMG icon
1013
ScottsMiracle-Gro
SMG
$4.2B
$11.4M 0.01%
106,425
+9,953
+10% +$994K
BHF icon
1014
Brighthouse Financial
BHF
$3.77B
$11.4M 0.01%
194,101
-14,541
-7% -$860K
BIT icon
1015
BlackRock Multi-Sector Income Trust
BIT
$702M
$11.4M 0.01%
626,928
+41,950
+7% +$768K
WCC
1016
WESCO International
WCC
$16.1B
$11.4M 0.01%
166,974
-10,631
-6% -$665K
RDN icon
1017
Radian Group
RDN
$5.21B
$11.3M 0.01%
550,272
+89,514
+19% +$1.85M
WWW icon
1018
Wolverine World Wide
WWW
$1.52B
$11.3M 0.01%
355,340
-48,755
-12% -$1.41M
MOG.A icon
1019
Moog Inc Class A
MOG.A
$12.6B
$11.3M 0.01%
130,258
+7,299
+6% +$626K
EQM
1020
DELISTED
EQM Midstream Partners, LP
EQM
$11.3M 0.01%
154,325
-8,089
-5% -$578K
EHI
1021
Western Asset Global High Income Fund
EHI
$179M
$11.3M 0.01%
1,103,753
+136,561
+14% +$1.38M
BN icon
1022
Brookfield
BN
$107B
$11.3M 0.01%
724,705
+17,365
+2% +$262K
EAD
1023
Allspring Income Opportunities Fund
EAD
$378M
$11.2M 0.01%
1,335,271
+131,002
+11% +$1.11M
GIL icon
1024
Gildan
GIL
$9.92B
$11.2M 0.01%
347,228
+47,991
+16% +$1.5M
PK icon
1025
Park Hotels & Resorts
PK
$2.95B
$11.2M 0.01%
389,941
+20,857
+6% +$597K
39 40
41
42 43

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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.