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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
AVNT icon
1076
Avient
AVNT
$3.37B
$10.5M 0.01%
241,887
-3,838
-2% -$169K
ATH
1077
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$10.5M 0.01%
202,738
+88,555
+78% +$4.53M
TDK
1078
DELISTED
TDK CORP AMER DEP SH
TDK
$10.5M 0.01%
131,136
+17,209
+15% +$1.38M
BMS
1079
DELISTED
Bemis
BMS
$10.5M 0.01%
219,181
+2,238
+1% +$103K
DLPH
1080
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$10.5M 0.01%
+199,265
New +$10.4M
LSXMK
1081
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$10.4M 0.01%
345,036
-3,496
-1% -$111K
TS icon
1082
Tenaris
TS
$28.7B
$10.4M 0.01%
325,587
+38,422
+13% +$1.11M
DNB
1083
DELISTED
Dun & Bradstreet
DNB
$10.4M 0.01%
87,564
+5,163
+6% +$613K
EBS icon
1084
Emergent Biosolutions
EBS
$392M
$10.3M 0.01%
221,719
+59,821
+37% +$2.52M
TLK icon
1085
Telkom Indonesia
TLK
$14.4B
$10.3M 0.01%
319,202
-8,079
-2% -$253K
CXT icon
1086
Crane NXT
CXT
$2.95B
$10.3M 0.01%
331,531
-177,168
-35% -$5.18M
HDS
1087
DELISTED
HD Supply Holdings, Inc.
HDS
$10.3M 0.01%
256,081
+66,603
+35% +$2.45M
CXW icon
1088
CoreCivic
CXW
$3.01B
$10.2M 0.01%
455,513
-27,134
-6% -$652K
DCT
1089
DELISTED
DCT Industrial Trust Inc.
DCT
$10.2M 0.01%
174,278
-18,426
-10% -$1.09M
RDY icon
1090
Dr. Reddy's Laboratories
RDY
$10.5B
$10.2M 0.01%
1,362,015
+710,210
+109% +$5.12M
SPIL
1091
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$10.2M 0.01%
1,215,890
+131,569
+12% +$1.06M
AXS icon
1092
AXIS Capital
AXS
$8.47B
$10.2M 0.01%
202,803
-235,341
-54% -$12.5M
CIM
1093
Chimera Investment
CIM
$1.08B
$10.2M 0.01%
183,608
+17,429
+10% +$976K
MTOR
1094
DELISTED
MERITOR, Inc.
MTOR
$10.2M 0.01%
433,769
+6,310
+1% +$158K
IART icon
1095
Integra LifeSciences
IART
$1.5B
$10.2M 0.01%
212,191
-82,563
-28% -$4.04M
KEX icon
1096
Kirby Corp
KEX
$7.64B
$10.2M 0.01%
151,997
-5,669
-4% -$372K
TIME
1097
DELISTED
Time Inc.
TIME
$10.1M 0.01%
549,974
+31,334
+6% +$468K
LPX icon
1098
Louisiana-Pacific
LPX
$5.17B
$10.1M 0.01%
386,190
-69,244
-15% -$1.88M
AWC
1099
DELISTED
Alumina Ltd
AWC
$10.1M 0.01%
1,346,140
+62,082
+5% +$466K
PNK
1100
DELISTED
Pinnacle Entertainment Inc.
PNK
$10.1M 0.01%
308,516
+108,596
+54% +$3.02M
42 43
44
45 46

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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.