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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
NAT icon
2801
Nordic American Tanker
NAT
$1.28B
$615K ﹤0.01%
249,900
+43,825
+21% +$181K
GNBC
2802
DELISTED
Green Bancorp, Inc
GNBC
$615K ﹤0.01%
30,315
+6,046
+25% +$134K
BELFB
2803
Bel Fuse Inc Class B
BELFB
$3.85B
$611K ﹤0.01%
24,288
-1,555
-6% -$44.5K
BNFT
2804
DELISTED
Benefitfocus, Inc.
BNFT
$610K ﹤0.01%
22,606
+4,011
+22% +$111K
JPM.PRF.CL
2805
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$607K ﹤0.01%
22,783
-3,645
-14% -$97.9K
APPF icon
2806
AppFolio
APPF
$6.35B
$606K ﹤0.01%
14,599
+4,804
+49% +$215K
GHM icon
2807
Graham Corp
GHM
$1.26B
$606K ﹤0.01%
28,960
+9,423
+48% +$191K
GS.PRK
2808
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$605K ﹤0.01%
21,185
-3,353
-14% -$96.9K
CSII
2809
DELISTED
Cardiovascular Systems, Inc.
CSII
$605K ﹤0.01%
25,532
+1,582
+7% +$39.9K
JBSS icon
2810
John B. Sanfilippo & Son
JBSS
$929M
$604K ﹤0.01%
9,548
-8,868
-48% -$557K
HAPN
2811
Happen Inc
HAPN
$2.22B
$603K ﹤0.01%
29,203
-12,759
-30% -$317K
CASH icon
2812
Pathward Financial
CASH
$1.89B
$602K ﹤0.01%
19,494
+3,774
+24% +$109K
FWONA icon
2813
Liberty Media Series A
FWONA
$23.5B
$602K ﹤0.01%
19,203
-1,101
-5% -$37.6K
RYTM icon
2814
Rhythm Pharmaceuticals
RYTM
$7.31B
$601K ﹤0.01%
+20,677
New +$547K
ALL.PRE.CL
2815
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$601K ﹤0.01%
22,887
-3,856
-14% -$103K
OMER icon
2816
Omeros
OMER
$701M
$600K ﹤0.01%
30,876
-38,047
-55% -$713K
LEN.B icon
2817
Lennar Class B
LEN.B
$19.8B
$597K ﹤0.01%
12,162
+6,591
+118% +$305K
CHUY
2818
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$596K ﹤0.01%
21,264
+4,138
+24% +$97.9K
OSPN icon
2819
OneSpan
OSPN
$574M
$593K ﹤0.01%
42,686
+15,922
+59% +$210K
WMGI
2820
DELISTED
Wright Medical Group Inc
WMGI
$593K ﹤0.01%
26,704
+6,127
+30% +$151K
PRIM icon
2821
Primoris Services
PRIM
$4.66B
$592K ﹤0.01%
21,786
-1
-0% -$28
ARDX icon
2822
Ardelyx
ARDX
$1.28B
$586K ﹤0.01%
88,738
+9,365
+12% +$55.5K
GOLF icon
2823
Acushnet Holdings
GOLF
$6.72B
$578K ﹤0.01%
27,429
+13,102
+91% +$249K
MODN
2824
DELISTED
MODEL N, INC.
MODN
$577K ﹤0.01%
36,666
-228
-0.6% -$3.43K
NC icon
2825
NACCO Industries
NC
$362M
$574K ﹤0.01%
15,243
-33,823
-69% -$1.36M
111 112
113
114 115

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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.