We are live on ! Find out more
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
EGHT icon
2501
8x8 Inc
EGHT
$247M
$1.28M ﹤0.01%
90,963
-23,850
-21% -$329K
BAS
2502
DELISTED
Basis Energy Services, Inc.
BAS
$1.28M ﹤0.01%
54,601
+29,422
+117% +$612K
WTTR icon
2503
Select Water Solutions
WTTR
$2.51B
$1.28M ﹤0.01%
70,146
+36,098
+106% +$579K
CIR
2504
DELISTED
CIRCOR International, Inc
CIR
$1.28M ﹤0.01%
26,270
-2,919
-10% -$143K
BJRI icon
2505
BJ's Restaurants
BJRI
$1.41B
$1.28M ﹤0.01%
35,084
+11,495
+49% +$383K
FORR icon
2506
Forrester Research
FORR
$172M
$1.28M ﹤0.01%
28,869
+2,296
+9% +$103K
PIM
2507
Franklin Master Intermediate Income Trust
PIM
$149M
$1.28M ﹤0.01%
267,513
+35,232
+15% +$167K
GNRT
2508
DELISTED
Gener8 Maritime, Inc.
GNRT
$1.27M ﹤0.01%
191,929
+19,715
+11% +$94.3K
ACAD icon
2509
Acadia Pharmaceuticals
ACAD
$4.25B
$1.27M ﹤0.01%
42,147
-5,830
-12% -$186K
DXPE icon
2510
DXP Enterprises
DXPE
$2.62B
$1.27M ﹤0.01%
42,859
-4,983
-10% -$145K
MGI
2511
DELISTED
MoneyGram International, Inc. New
MGI
$1.27M ﹤0.01%
96,144
+4,523
+5% +$66K
AIMT
2512
DELISTED
Aimmune Therapeutics
AIMT
$1.27M ﹤0.01%
33,476
+2,293
+7% +$74K
CBAY
2513
DELISTED
Cymabay Therapeutics
CBAY
$1.26M ﹤0.01%
137,083
-7,822
-5% -$66.8K
CVCO icon
2514
Cavco Industries
CVCO
$4.39B
$1.26M ﹤0.01%
8,260
+3,131
+61% +$470K
TSEM icon
2515
Tower Semiconductor
TSEM
$26.4B
$1.26M ﹤0.01%
36,921
+13,967
+61% +$463K
UCTT
2516
Ultra Clean Holdings
UCTT
$4.16B
$1.26M ﹤0.01%
54,401
-49,621
-48% -$1.27M
IJR icon
2517
iShares Core S&P Small-Cap ETF
IJR
$109B
$1.25M ﹤0.01%
16,334
+5,165
+46% +$389K
DDD icon
2518
3D Systems Corp
DDD
$420M
$1.25M ﹤0.01%
145,071
-3,597
-2% -$37K
SABA
2519
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.25M ﹤0.01%
96,409
-776
-0.8% -$10.2K
ZOES
2520
DELISTED
Zoe's Kitchen, Inc.
ZOES
$1.25M ﹤0.01%
74,510
+17,058
+30% +$239K
LTRPA
2521
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.24M ﹤0.01%
131,690
+24,789
+23% +$255K
TITN icon
2522
Titan Machinery
TITN
$466M
$1.24M ﹤0.01%
58,592
-33,078
-36% -$569K
CWI icon
2523
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.74B
$1.23M ﹤0.01%
+47,298
New +$1.21M
BKMU
2524
DELISTED
Bank Mutual Corp
BKMU
$1.23M ﹤0.01%
115,513
+3,147
+3% +$32.9K
IWS icon
2525
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
$1.23M ﹤0.01%
13,773
-2,326
-14% -$202K
99 100
101
102 103

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.