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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
STRL icon
2876
Sterling Infrastructure
STRL
$19.6B
$503K ﹤0.01%
30,876
+91
+0.3% +$1.5K
LJPC
2877
DELISTED
La Jolla Pharmaceutical Company
LJPC
$502K ﹤0.01%
15,604
-9,832
-39% -$321K
GEH.CL
2878
DELISTED
General Electric Capital Corp.
GEH.CL
$501K ﹤0.01%
20,000
-3,210
-14% -$80.9K
DTW
2879
DTE Energy Company 2017 Series E 5.25% Junior Subordinated Debentures due 2077
DTW
$325M
$500K ﹤0.01%
+19,454
New +$492K
GIFI
2880
DELISTED
Gulf Island Fabrication
GIFI
$499K ﹤0.01%
37,142
+2,221
+6% +$28.1K
IMPV
2881
DELISTED
Imperva, Inc.
IMPV
$499K ﹤0.01%
12,565
+724
+6% +$30.2K
GS.PRN
2882
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$499K ﹤0.01%
17,929
-2,850
-14% -$78.9K
DHT icon
2883
DHT Holdings
DHT
$2.8B
$498K ﹤0.01%
138,777
+97,903
+240% +$379K
IDT icon
2884
IDT Corp
IDT
$1.57B
$498K ﹤0.01%
55,575
-75,084
-57% -$822K
ACGLO icon
2885
Arch Capital Group
ACGLO
$259M
$495K ﹤0.01%
19,515
+6,388
+49% +$162K
MS.PRK icon
2886
Morgan Stanley Series K Preferred Stock
MS.PRK
$940M
$493K ﹤0.01%
18,181
-2,889
-14% -$78.5K
STT.PRG icon
2887
State Street Corp Series G Preferred Stock
STT.PRG
$428M
$491K ﹤0.01%
18,097
+2,688
+17% +$73.7K
C.PRJ
2888
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$491K ﹤0.01%
17,014
-2,635
-13% -$76.6K
ASMB icon
2889
Assembly Biosciences
ASMB
$531M
$489K ﹤0.01%
900
+39
+5% +$17.7K
GBLI icon
2890
Global Indemnity Group
GBLI
$400M
$489K ﹤0.01%
11,627
-20
-0.2% -$851
MLAB icon
2891
Mesa Laboratories
MLAB
$541M
$489K ﹤0.01%
3,934
+166
+4% +$23.2K
CCF
2892
DELISTED
Chase Corporation
CCF
$489K ﹤0.01%
4,057
-474
-10% -$56.3K
PSB.PRX
2893
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.25 Percent Cumulative Preferred Stock, Series X
PSB.PRX
$489K ﹤0.01%
19,371
+10,462
+117% +$263K
SHAK icon
2894
Shake Shack
SHAK
$2.34B
$487K ﹤0.01%
11,281
+4,125
+58% +$160K
TUES
2895
DELISTED
Tuesday Morning Corp
TUES
$485K ﹤0.01%
176,227
-2,638
-1% -$7.44K
FBNK
2896
DELISTED
First Connecticut Bancorp, Inc
FBNK
$483K ﹤0.01%
18,464
+359
+2% +$9.5K
IWC icon
2897
iShares Micro-Cap ETF
IWC
$1.46B
$482K ﹤0.01%
5,039
– –
GEB.CL
2898
DELISTED
General Electric Capital Corp
GEB.CL
$482K ﹤0.01%
19,344
-3,254
-14% -$81.6K
SYT
2899
DELISTED
Syngenta Ag
SYT
$482K ﹤0.01%
5,195
-4,421
-46% -$408K
FPRX
2900
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$479K ﹤0.01%
21,834
-5,055
-19% -$163K
114 115
116
117 118

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NIPH
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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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.