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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
WEN icon
1026
Wendy's
WEN
$1.47B
$11.2M 0.01%
682,591
-157,110
-19% -$2.39M
CXP
1027
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$11.2M 0.01%
488,146
+155,343
+47% +$3.45M
SCO
1028
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$11.2M 0.01%
2,755,094
+246,123
+10% +$999K
ERC
1029
Allspring Multi-Sector Income Fund
ERC
$256M
$11.1M 0.01%
853,510
+60,801
+8% +$796K
FICO icon
1030
Fair Isaac
FICO
$28.9B
$11.1M 0.01%
72,730
-11,169
-13% -$1.69M
WPX
1031
DELISTED
WPX Energy, Inc.
WPX
$11.1M 0.01%
791,284
+158,364
+25% +$1.92M
EFOR
1032
Everforth Inc
EFOR
$769M
$11.1M 0.01%
173,193
-32,119
-16% -$1.94M
BOE icon
1033
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$11.1M 0.01%
888,519
-15,708
-2% -$210K
XYZ
1034
Block Inc
XYZ
$47.8B
$11.1M 0.01%
320,334
+47,814
+18% +$1.75M
GRUB
1035
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$11M 0.01%
76,859
+8,320
+12% +$1.04M
ZAYO
1036
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$11M 0.01%
299,049
-14,355
-5% -$508K
KALU icon
1037
Kaiser Aluminum
KALU
$2.58B
$11M 0.01%
102,801
+25,156
+32% +$2.52M
BDN
1038
Brandywine Realty Trust
BDN
$545M
$11M 0.01%
603,750
-102,065
-14% -$1.81M
SLGN icon
1039
Silgan Holdings
SLGN
$4.96B
$11M 0.01%
372,757
-37,613
-9% -$1.09M
TTEK icon
1040
Tetra Tech
TTEK
$8.2B
$11M 0.01%
1,137,305
+124,585
+12% +$1.21M
CCU icon
1041
Compañía de Cervecerías Unidas
CCU
$2.07B
$10.9M 0.01%
370,128
+222,761
+151% +$6.09M
ASX icon
1042
ASE Group
ASX
$84.2B
$10.9M 0.01%
1,687,840
+205,679
+14% +$1.3M
GLPI icon
1043
Gaming and Leisure Properties
GLPI
$12.7B
$10.9M 0.01%
295,483
-28,083
-9% -$1.02M
GATX icon
1044
GATX Corp
GATX
$6.32B
$10.9M 0.01%
175,875
+4,069
+2% +$247K
VMW
1045
DELISTED
VMware, Inc
VMW
$10.9M 0.01%
87,170
+9,008
+12% +$1.08M
AMTD
1046
DELISTED
TD Ameritrade Holding Corp
AMTD
$10.9M 0.01%
213,377
-44,465
-17% -$2.22M
TMIC
1047
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$10.9M 0.01%
192,038
+14,207
+8% +$806K
WW
1048
DELISTED
WW International
WW
$10.9M 0.01%
245,953
-7,912
-3% -$360K
ZBRA icon
1049
Zebra Technologies
ZBRA
$12.7B
$10.9M 0.01%
104,873
-1,782
-2% -$194K
CBL
1050
DELISTED
CBL& Associates Properties, Inc.
CBL
$10.9M 0.01%
1,919,334
+756,633
+65% +$5.06M
40 41
42
43 44

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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.