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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
TKR icon
1176
Timken Company
TKR
$9.57B
$9.05M 0.01%
184,125
-8,115
-4% -$393K
SIRI icon
1177
SiriusXM
SIRI
$10.3B
$9.01M 0.01%
168,163
+1,090
+0.7% +$60.2K
PDM
1178
Piedmont Realty Trust
PDM
$1.23B
$8.97M 0.01%
457,644
+6,460
+1% +$129K
GEF icon
1179
Greif
GEF
$4.34B
$8.97M 0.01%
148,111
+3,283
+2% +$187K
ERIE icon
1180
Erie Indemnity
ERIE
$11.9B
$8.93M 0.01%
73,313
+3,972
+6% +$481K
NPO icon
1181
Enpro
NPO
$6.82B
$8.9M 0.01%
95,226
+18,320
+24% +$1.55M
TRCO
1182
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$8.89M 0.01%
209,450
+35,230
+20% +$1.45M
FR icon
1183
First Industrial Realty Trust
FR
$9.13B
$8.89M 0.01%
282,386
+27,316
+11% +$862K
GLOG
1184
DELISTED
GASLOG LTD
GLOG
$8.88M 0.01%
398,989
+356,000
+828% +$6.55M
MRCY icon
1185
Mercury Systems
MRCY
$5.77B
$8.87M 0.01%
172,761
-13,167
-7% -$676K
OZK icon
1186
Bank OZK
OZK
$5.68B
$8.83M 0.01%
182,283
-8,137
-4% -$378K
CVG
1187
DELISTED
Convergys
CVG
$8.81M 0.01%
374,997
+67
+0% +$1.65K
BOH icon
1188
Bank of Hawaii
BOH
$3.4B
$8.81M 0.01%
102,787
+1,778
+2% +$148K
CASY icon
1189
Casey's General Stores
CASY
$31.8B
$8.81M 0.01%
78,678
-9,312
-11% -$1.06M
EXP icon
1190
Eagle Materials
EXP
$6.36B
$8.8M 0.01%
77,690
+22,753
+41% +$2.46M
VGR
1191
DELISTED
Vector Group Ltd.
VGR
$8.76M 0.01%
608,352
+6,815
+1% +$94.8K
BGS icon
1192
B&G Foods
BGS
$301M
$8.76M 0.01%
249,089
+33,174
+15% +$1.14M
HAWK
1193
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.74M 0.01%
245,237
-115,194
-32% -$4.15M
RGLD icon
1194
Royal Gold
RGLD
$16.1B
$8.71M 0.01%
106,073
-7,462
-7% -$639K
DYN
1195
DELISTED
Dynegy, Inc.
DYN
$8.71M 0.01%
734,763
+114,579
+18% +$1.28M
RUSHA icon
1196
Rush Enterprises Class A
RUSHA
$5.98B
$8.7M 0.01%
385,416
-3,683
-0.9% -$80K
LAMR icon
1197
Lamar Advertising Co
LAMR
$16.5B
$8.68M 0.01%
116,884
+1,310
+1% +$95.5K
TREX icon
1198
Trex
TREX
$4.69B
$8.67M 0.01%
319,832
+113,028
+55% +$2.88M
GGB icon
1199
Gerdau
GGB
$9.27B
$8.66M 0.01%
2,934,449
-211,161
-7% -$575K
PLCE icon
1200
Children's Place
PLCE
$65.8M
$8.65M 0.01%
59,494
-8,735
-13% -$1.06M
46 47
48
49 50

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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.