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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

Rank Stock Value
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

Rank Stock Value
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

Rank Sector Weight
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
AAIC
2676
DELISTED
Arlington Asset Investment Corp.
AAIC
$878K ﹤0.01%
74,495
-2,477
-3% -$29.8K
SMHI icon
2677
SEACOR Marine Holdings
SMHI
$216M
$876K ﹤0.01%
74,883
+9,763
+15% +$129K
PKE icon
2678
Park Aerospace
PKE
$745M
$874K ﹤0.01%
44,475
+1,478
+3% +$28.2K
HTB
2679
HomeTrust Bancshares
HTB
$818M
$869K ﹤0.01%
33,744
+298
+0.9% +$7.83K
UFI icon
2680
UNIFI
UFI
$117M
$867K ﹤0.01%
24,163
+2,122
+10% +$76.8K
KANG
2681
DELISTED
iKang Healthcare Group, Inc.
KANG
$866K ﹤0.01%
+54,840
New +$792K
HCI icon
2682
HCI Group
HCI
$2.28B
$861K ﹤0.01%
28,780
+22,109
+331% +$736K
SPA
2683
DELISTED
Sparton
SPA
$858K ﹤0.01%
37,209
-14,593
-28% -$339K
CATM
2684
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$854K ﹤0.01%
46,104
+10,903
+31% +$218K
FSV icon
2685
FirstService
FSV
$6.32B
$848K ﹤0.01%
12,135
-393
-3% -$27.1K
GLRE icon
2686
Greenlight Captial
GLRE
$563M
$848K ﹤0.01%
42,178
+29,387
+230% +$639K
XNCR icon
2687
Xencor
XNCR
$1.44B
$847K ﹤0.01%
38,626
+6,832
+21% +$148K
WIX icon
2688
WIX.com
WIX
$2.15B
$846K ﹤0.01%
14,698
-5,707
-28% -$353K
ITCL
2689
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$846K ﹤0.01%
62,948
-3,167
-5% -$41.8K
FRED
2690
DELISTED
Fred's Inc
FRED
$845K ﹤0.01%
208,628
+35,620
+21% +$173K
NMIH icon
2691
NMI Holdings
NMIH
$3.25B
$842K ﹤0.01%
49,537
+32,499
+191% +$507K
OPK icon
2692
Opko Health
OPK
$921M
$836K ﹤0.01%
170,541
+10,919
+7% +$63.3K
VSI
2693
DELISTED
Vitamin Shoppe Inc.
VSI
$836K ﹤0.01%
189,954
+6,294
+3% +$27.7K
CBPX
2694
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$833K ﹤0.01%
29,608
+9,733
+49% +$264K
AVD icon
2695
American Vanguard Corp
AVD
$73.5M
$832K ﹤0.01%
42,327
+16,370
+63% +$339K
CARO
2696
DELISTED
Carolina Financial Corp.
CARO
$829K ﹤0.01%
+22,324
New +$826K
THR
2697
DELISTED
Thermon Group Holdings
THR
$828K ﹤0.01%
34,964
+6,630
+23% +$145K
MAXR
2698
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$828K ﹤0.01%
+12,874
New +$814K
AUY
2699
DELISTED
Yamana Gold, Inc.
AUY
$828K ﹤0.01%
265,295
-268,315
-50% -$716K
TCRT icon
2700
Alaunos Therapeutics
TCRT
$4.74M
$827K ﹤0.01%
1,331
+761
+134% +$547K
106 107
108
109 110

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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.