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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
XHR
926
Xenia Hotels & Resorts
XHR
$1.91B
$12.9M 0.01%
597,145
+60,473
+11% +$1.32M
VEON icon
927
VEON
VEON
$3.59B
$12.9M 0.01%
134,174
+98,939
+281% +$9.67M
LNG icon
928
Cheniere Energy
LNG
$54.7B
$12.9M 0.01%
238,878
+9,336
+4% +$450K
DRE
929
DELISTED
Duke Realty Corp.
DRE
$12.8M 0.01%
471,848
+20,513
+5% +$584K
VAC icon
930
Marriott Vacations Worldwide
VAC
$3.44B
$12.8M 0.01%
94,935
+9,787
+11% +$1.29M
CVSA
931
Covista Inc
CVSA
$3.88B
$12.8M 0.01%
304,980
-46,599
-13% -$1.83M
BERY
932
DELISTED
Berry Global Group, Inc.
BERY
$12.8M 0.01%
238,025
+5,390
+2% +$293K
LOGM
933
DELISTED
LogMein, Inc.
LOGM
$12.8M 0.01%
111,848
-1,107
-1% -$130K
IPGP icon
934
IPG Photonics
IPGP
$4.35B
$12.8M 0.01%
59,752
+10,004
+20% +$2.12M
SON icon
935
Sonoco
SON
$5.57B
$12.8M 0.01%
240,783
+27,509
+13% +$1.44M
CFR icon
936
Cullen/Frost Bankers
CFR
$10.2B
$12.8M 0.01%
135,043
+28,566
+27% +$2.75M
WTRG icon
937
Essential Utilities
WTRG
$11.3B
$12.8M 0.01%
325,175
+14,001
+4% +$511K
DAR icon
938
Darling Ingredients
DAR
$10B
$12.8M 0.01%
703,293
-1,580
-0.2% -$27.3K
ARE icon
939
Alexandria Real Estate Equities
ARE
$8.73B
$12.7M 0.01%
97,311
-2,906
-3% -$366K
LPL icon
940
LG Display
LPL
$3.28B
$12.7M 0.01%
923,439
+151,030
+20% +$2.03M
TTM
941
DELISTED
Tata Motors Limited
TTM
$12.7M 0.01%
384,040
+139,397
+57% +$4.5M
TRI icon
942
Thomson Reuters
TRI
$42.6B
$12.7M 0.01%
250,565
+6,610
+3% +$346K
TEX icon
943
Terex
TEX
$7.53B
$12.6M 0.01%
262,180
-35,901
-12% -$1.65M
AVK
944
Advent Convertible and Income Fund
AVK
$555M
$12.6M 0.01%
816,870
+284,156
+53% +$4.42M
SR icon
945
Spire
SR
$4.89B
$12.6M 0.01%
167,999
-19,559
-10% -$1.52M
HRG
946
DELISTED
HRG Group, Inc.
HRG
$12.6M 0.01%
742,508
+252,675
+52% +$4.08M
PDCO
947
DELISTED
Patterson Companies, Inc.
PDCO
$12.6M 0.01%
348,271
+36,999
+12% +$1.35M
AUD
948
DELISTED
Audacy, Inc.
AUD
$12.5M 0.01%
1,161,530
+1,136,598
+4,559% +$12.9M
MPWR icon
949
Monolithic Power Systems
MPWR
$63.5B
$12.5M 0.01%
111,548
-8,553
-7% -$993K
EIM
950
Eaton Vance Municipal Bond Fund
EIM
$508M
$12.5M 0.01%
1,000,486
+172,758
+21% +$2.18M
36 37
38
39 40

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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.