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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
SNX icon
1151
TD Synnex
SNX
$19.4B
$9.34M 0.01%
137,342
+3,854
+3% +$255K
RNP icon
1152
Cohen & Steers REIT and Preferred and Income Fund
RNP
$989M
$9.33M 0.01%
438,525
+33,872
+8% +$715K
WP
1153
DELISTED
Worldpay, Inc.
WP
$9.32M 0.01%
126,773
-6,128
-5% -$438K
WAFD icon
1154
WaFd
WAFD
$2.82B
$9.32M 0.01%
272,154
+34,998
+15% +$1.2M
FNDE icon
1155
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.37B
$9.31M 0.01%
313,962
+5,262
+2% +$154K
BT
1156
DELISTED
BT Group plc (ADR)
BT
$9.3M 0.01%
510,729
-120,746
-19% -$2.14M
VYX icon
1157
NCR Voyix
VYX
$1.13B
$9.3M 0.01%
446,138
-17,341
-4% -$352K
SEO
1158
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$9.29M 0.01%
588,838
+18,956
+3% +$299K
WR
1159
DELISTED
Westar Energy Inc
WR
$9.29M 0.01%
175,903
+14,575
+9% +$786K
DCI icon
1160
Donaldson
DCI
$10.5B
$9.26M 0.01%
189,197
-3,596
-2% -$171K
AGU
1161
DELISTED
Agrium
AGU
$9.25M 0.01%
80,458
+17,683
+28% +$1.92M
SBH icon
1162
Sally Beauty Holdings
SBH
$1.42B
$9.25M 0.01%
492,956
+21,684
+5% +$376K
KPN
1163
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$9.23M 0.01%
2,638,387
+255,635
+11% +$895K
NWE icon
1164
NorthWestern Energy
NWE
$4.43B
$9.23M 0.01%
154,540
+8,513
+6% +$513K
TCO
1165
DELISTED
Taubman Centers Inc.
TCO
$9.22M 0.01%
140,981
+72,552
+106% +$3.99M
CDP icon
1166
COPT Defense Properties
CDP
$4.26B
$9.2M 0.01%
315,079
+10,805
+4% +$339K
WLY icon
1167
John Wiley & Sons Class A
WLY
$2.59B
$9.18M 0.01%
139,582
+47,611
+52% +$2.75M
TX icon
1168
Ternium
TX
$8.77B
$9.16M 0.01%
290,053
+276,191
+1,992% +$8.27M
SSB icon
1169
SouthState Bank Corp
SSB
$10.1B
$9.15M 0.01%
104,951
+10,203
+11% +$916K
URBN icon
1170
Urban Outfitters
URBN
$6.25B
$9.14M 0.01%
260,576
+29,247
+13% +$820K
AABA
1171
DELISTED
Altaba Inc
AABA
$9.13M 0.01%
130,767
-22,099
-14% -$1.54M
WLL
1172
DELISTED
Whiting Petroleum Corporation
WLL
$9.12M 0.01%
+4,594
New +$8.06M
SNV
1173
DELISTED
Synovus
SNV
$9.09M 0.01%
189,700
+19,447
+11% +$921K
RITM icon
1174
Rithm Capital
RITM
$5.2B
$9.09M 0.01%
508,481
+40,894
+9% +$720K
WSO icon
1175
Watsco Inc
WSO
$15.3B
$9.07M 0.01%
53,341
+733
+1% +$121K
45 46
47
48 49

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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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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.