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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
SPPI
2026
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2.87M ﹤0.01%
151,592
+38,543
+34% +$698K
XOXO
2027
DELISTED
Xo Group Inc
XOXO
$2.87M ﹤0.01%
155,382
+18,916
+14% +$368K
EVTC icon
2028
Evertec
EVTC
$1.83B
$2.87M ﹤0.01%
209,886
+142,127
+210% +$2.01M
NEWR
2029
DELISTED
New Relic, Inc.
NEWR
$2.86M ﹤0.01%
49,570
+5,010
+11% +$273K
VTIP icon
2030
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$2.85M ﹤0.01%
58,486
+1,654
+3% +$81.8K
IIIN icon
2031
Insteel Industries
IIIN
$633M
$2.84M ﹤0.01%
100,396
+85,479
+573% +$2.29M
NAVG
2032
DELISTED
Navigators Group Inc
NAVG
$2.84M ﹤0.01%
58,262
-14,146
-20% -$755K
HLI icon
2033
Houlihan Lokey
HLI
$9.68B
$2.83M ﹤0.01%
62,365
-7,225
-10% -$309K
AMSF icon
2034
AMERISAFE
AMSF
$569M
$2.83M ﹤0.01%
45,968
+19,882
+76% +$1.25M
PEN icon
2035
Penumbra
PEN
$12.5B
$2.82M ﹤0.01%
29,963
-16,132
-35% -$1.6M
RMBS icon
2036
Rambus
RMBS
$10.4B
$2.82M ﹤0.01%
198,154
+9,797
+5% +$141K
MSFG
2037
DELISTED
MainSource Financial Group Inc
MSFG
$2.82M ﹤0.01%
77,552
+23,165
+43% +$867K
CTBI icon
2038
Community Trust Bancorp
CTBI
$1.38B
$2.81M ﹤0.01%
59,732
+4,958
+9% +$239K
ICFI icon
2039
ICF International
ICFI
$1.44B
$2.81M ﹤0.01%
53,521
+9,900
+23% +$533K
MTRX icon
2040
Matrix Service
MTRX
$347M
$2.81M ﹤0.01%
157,812
-39,409
-20% -$620K
NBHC icon
2041
National Bank Holdings
NBHC
$1.93B
$2.8M ﹤0.01%
86,444
-52,769
-38% -$1.76M
NWLI
2042
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.79M ﹤0.01%
8,444
-265
-3% -$92.5K
ENVA icon
2043
Enova International
ENVA
$5.91B
$2.79M ﹤0.01%
183,605
+15,033
+9% +$221K
HLIO icon
2044
Helios Technologies
HLIO
$2.64B
$2.79M ﹤0.01%
43,146
+12,828
+42% +$749K
HTLF
2045
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.79M ﹤0.01%
51,941
-15,400
-23% -$778K
PDFS icon
2046
PDF Solutions
PDFS
$2.13B
$2.79M ﹤0.01%
177,378
-8,464
-5% -$136K
BGX
2047
Blackstone Long-Short Credit Income Fund
BGX
$135M
$2.78M ﹤0.01%
174,744
-32,851
-16% -$527K
HTGC icon
2048
Hercules Capital
HTGC
$2.94B
$2.78M ﹤0.01%
211,859
+32,979
+18% +$431K
NUVA
2049
DELISTED
NuVasive, Inc.
NUVA
$2.78M ﹤0.01%
47,528
-1,459
-3% -$82.7K
TVTY
2050
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.78M ﹤0.01%
76,052
-45,797
-38% -$1.74M
80 81
82
83 84

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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.