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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
CIO
2851
DELISTED
City Office REIT
CIO
$538K ﹤0.01%
41,339
+3,934
+11% +$51.6K
FMSA
2852
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$538K ﹤0.01%
102,811
-46,830
-31% -$221K
HSKA
2853
DELISTED
Heska Corp
HSKA
$537K ﹤0.01%
6,692
-574
-8% -$50.6K
ICON
2854
DELISTED
Iconix Brand Group, Inc.
ICON
$536K ﹤0.01%
41,552
+2,491
+6% +$70.6K
ASCMA
2855
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$536K ﹤0.01%
46,688
-857
-2% -$10.3K
TTPH
2856
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$534K ﹤0.01%
4,237
+856
+25% +$110K
ABR icon
2857
Arbor Realty Trust
ABR
$996M
$533K ﹤0.01%
61,723
+1,742
+3% +$14.8K
NOAH
2858
Noah Holdings
NOAH
$610M
$532K ﹤0.01%
11,501
-923
-7% -$38K
DBVT
2859
DBV Technologies
DBVT
$870M
$527K ﹤0.01%
2,142
-162
-7% -$46.8K
FNLC icon
2860
First Bancorp
FNLC
$389M
$526K ﹤0.01%
19,305
-1,476
-7% -$44.1K
TCS
2861
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$526K ﹤0.01%
7,395
+204
+3% +$14.8K
VICR icon
2862
Vicor
VICR
$10.8B
$524K ﹤0.01%
25,048
+3,714
+17% +$83.1K
BBT.PRG
2863
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$520K ﹤0.01%
20,650
-3,437
-14% -$87K
PFC
2864
DELISTED
Premier Financial Corp. Common Stock
PFC
$519K ﹤0.01%
19,968
-5,354
-21% -$144K
NEX
2865
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$519K ﹤0.01%
27,326
+7,515
+38% +$118K
HOFT icon
2866
Hooker Furnishings Corp
HOFT
$152M
$515K ﹤0.01%
12,131
+5,029
+71% +$235K
VGT icon
2867
Vanguard Information Technology ETF
VGT
$139B
$515K ﹤0.01%
25,000
+10,440
+72% +$212K
ARD
2868
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$515K ﹤0.01%
24,386
+7,837
+47% +$161K
AGYS icon
2869
Agilysys
AGYS
$3B
$511K ﹤0.01%
41,630
+885
+2% +$10.8K
WFC.PRQ
2870
DELISTED
Wells Fargo & Co.
WFC.PRQ
$511K ﹤0.01%
18,913
-3,146
-14% -$85.8K
VWTR
2871
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$510K ﹤0.01%
+39,874
New +$637K
BL icon
2872
BlackLine
BL
$1.78B
$509K ﹤0.01%
15,532
-4,010
-21% -$140K
EVG
2873
Eaton Vance Short Duration Diversified Income Fund
EVG
$144M
$508K ﹤0.01%
35,431
-2,908
-8% -$41K
VNO.PRM icon
2874
Vornado Realty Trust 5.25% Series M Preferred Shares
VNO.PRM
$226M
$505K ﹤0.01%
+19,323
New +$489K
ACGLP
2875
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
$505K ﹤0.01%
20,089
-3,241
-14% -$80.9K
113 114
115
116 117

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.