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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
SUM
1301
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$7.58M 0.01%
245,094
+25,235
+11% +$759K
ETJ
1302
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$7.57M 0.01%
786,163
+193,202
+33% +$1.79M
PBI icon
1303
Pitney Bowes
PBI
$2.42B
$7.56M 0.01%
676,407
-106,545
-14% -$1.26M
DNKN
1304
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$7.54M 0.01%
116,959
+1,740
+2% +$101K
FBR
1305
DELISTED
Fibria Celulose Sa
FBR
$7.53M 0.01%
512,320
+121,223
+31% +$1.84M
SHLM
1306
DELISTED
Schulman (A.) Inc
SHLM
$7.52M 0.01%
201,778
+10,434
+5% +$388K
PLAY icon
1307
Dave & Buster's
PLAY
$343M
$7.51M 0.01%
136,157
+2,760
+2% +$141K
RLJ icon
1308
RLJ Lodging Trust
RLJ
$1.87B
$7.51M 0.01%
341,872
-38,488
-10% -$837K
DOOR
1309
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$7.48M 0.01%
100,912
+35,979
+55% +$2.51M
HYI
1310
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$7.48M 0.01%
494,557
+106,679
+28% +$1.63M
COR
1311
DELISTED
Coresite Realty Corporation
COR
$7.46M 0.01%
65,515
-1,263
-2% -$144K
BTZ icon
1312
BlackRock Credit Allocation Income Trust
BTZ
$927M
$7.45M 0.01%
559,327
+116,971
+26% +$1.56M
VG
1313
DELISTED
Vonage Holdings Corporation
VG
$7.43M 0.01%
730,572
-24,335
-3% -$222K
AEIS icon
1314
Advanced Energy
AEIS
$12.2B
$7.42M 0.01%
109,893
-3,052
-3% -$246K
WWD icon
1315
Woodward
WWD
$25B
$7.41M 0.01%
96,850
+57,541
+146% +$4.49M
TSE
1316
DELISTED
Trinseo
TSE
$7.4M 0.01%
101,972
+505
+0.5% +$36K
DISCK
1317
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$7.39M 0.01%
349,233
-6,676
-2% -$123K
ATI icon
1318
ATI
ATI
$27B
$7.39M 0.01%
306,135
-120,924
-28% -$2.88M
LGIH icon
1319
LGI Homes
LGIH
$1.4B
$7.39M 0.01%
98,489
+46,663
+90% +$2.96M
SLAB icon
1320
Silicon Laboratories
SLAB
$7.15B
$7.37M 0.01%
83,501
+2,805
+3% +$252K
WPG
1321
DELISTED
Washington Prime Group Inc.
WPG
$7.36M 0.01%
114,854
+4,743
+4% +$322K
CNA icon
1322
CNA Financial
CNA
$14.5B
$7.36M 0.01%
138,654
-5,256
-4% -$277K
CAA
1323
DELISTED
CalAtlantic Group, Inc.
CAA
$7.35M 0.01%
130,405
+70,158
+116% +$3.43M
AXE
1324
DELISTED
Anixter International Inc
AXE
$7.35M 0.01%
96,738
+6,017
+7% +$443K
LSI
1325
DELISTED
Life Storage, Inc.
LSI
$7.34M 0.01%
123,693
+20,052
+19% +$1.15M
51 52
53
54 55

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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.