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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
CVA
1326
DELISTED
Covanta Holding Corporation
CVA
$7.34M 0.01%
434,485
-55,240
-11% -$853K
COLM icon
1327
Columbia Sportswear
COLM
$3.19B
$7.33M 0.01%
102,010
+3,403
+3% +$223K
SSD icon
1328
Simpson Manufacturing
SSD
$7.98B
$7.33M 0.01%
127,677
+42,719
+50% +$2.36M
RCI icon
1329
Rogers Communications
RCI
$17.7B
$7.32M 0.01%
143,741
-16,716
-10% -$871K
ILG
1330
DELISTED
ILG, Inc Common Stock
ILG
$7.31M 0.01%
256,641
+20,151
+9% +$581K
AMJ
1331
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$7.28M 0.01%
264,879
+224,654
+558% +$6.1M
SPB icon
1332
Spectrum Brands
SPB
$2.04B
$7.27M 0.01%
64,687
+20,631
+47% +$2.25M
TWNK
1333
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$7.21M 0.01%
486,986
+157,888
+48% +$2.08M
RH icon
1334
RH
RH
$3.3B
$7.2M 0.01%
83,493
+17,339
+26% +$1.57M
UTF icon
1335
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$7.2M 0.01%
299,774
+18,505
+7% +$429K
PB icon
1336
Prosperity Bancshares
PB
$8.77B
$7.19M 0.01%
102,657
+945
+0.9% +$63.1K
HEES
1337
DELISTED
H&E Equipment Services
HEES
$7.17M 0.01%
176,346
+5,724
+3% +$196K
DK icon
1338
Delek US
DK
$3.87B
$7.16M 0.01%
204,772
-28,787
-12% -$849K
DKS icon
1339
Dick's Sporting Goods
DKS
$18.4B
$7.14M 0.01%
248,578
+61,707
+33% +$1.7M
SWX icon
1340
Southwest Gas
SWX
$6.74B
$7.12M 0.01%
88,430
-4,309
-5% -$350K
CLF icon
1341
Cleveland-Cliffs
CLF
$6.81B
$7.08M 0.01%
981,774
-182,643
-16% -$1.21M
SF
1342
Stifel
SF
$12.3B
$7.07M 0.01%
266,983
+66,551
+33% +$1.63M
RRD
1343
DELISTED
RR Donnelley & Sons Co.
RRD
$7.05M 0.01%
758,398
+219,377
+41% +$2M
BX icon
1344
Blackstone
BX
$104B
$7.05M 0.01%
220,090
-17,339
-7% -$565K
TELN
1345
DELISTED
TELENOR ASA
TELN
$7.04M 0.01%
329,266
+759
+0.2% +$16.2K
ODP
1346
DELISTED
ODP
ODP
$7.04M 0.01%
198,922
+21,933
+12% +$760K
DCH
1347
Dauch Corp
DCH
$1.3B
$7.04M 0.01%
413,376
+111,475
+37% +$1.97M
BHE icon
1348
Benchmark Electronics
BHE
$2.91B
$7.04M 0.01%
241,829
-17,783
-7% -$554K
PBR.A icon
1349
Petrobras Class A
PBR.A
$107B
$7.03M 0.01%
715,351
+391,526
+121% +$3.86M
LXP icon
1350
LXP Industrial Trust
LXP
$3.53B
$7.01M 0.01%
145,199
+1,006
+0.7% +$51.7K
52 53
54
55 56

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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.