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
VTOL icon
2601
Bristow Group
VTOL
$1.35B
$1.07M ﹤0.01%
49,716
-4,660
-9% -$97.9K
AVID
2602
DELISTED
Avid Technology Inc
AVID
$1.07M ﹤0.01%
198,307
+10,791
+6% +$58K
SCHW.PRC
2603
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.07M ﹤0.01%
39,655
-6,459
-14% -$175K
EGRX
2604
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.05M ﹤0.01%
19,743
+3,211
+19% +$179K
CHUBK
2605
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$1.05M ﹤0.01%
51,201
+8,631
+20% +$183K
ZEUS
2606
DELISTED
Olympic Steel
ZEUS
$1.05M ﹤0.01%
48,725
+3,184
+7% +$64.9K
SBLK icon
2607
Star Bulk Carriers
SBLK
$3.14B
$1.04M ﹤0.01%
92,843
+74,240
+399% +$770K
ELP
2608
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.04M ﹤0.01%
341,903
+56,240
+20% +$174K
VSEC icon
2609
VSE Corp
VSEC
$5.48B
$1.04M ﹤0.01%
21,450
+7,673
+56% +$393K
GLIN icon
2610
VanEck India Growth Leaders ETF
GLIN
$93.7M
$1.04M ﹤0.01%
15,300
– –
TAST
2611
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.03M ﹤0.01%
84,852
+7,275
+9% +$86.4K
CMRX
2612
DELISTED
Chimerix, Inc.
CMRX
$1.03M ﹤0.01%
222,474
-25,219
-10% -$120K
EVRI
2613
DELISTED
Everi Holdings
EVRI
$1.03M ﹤0.01%
136,462
+46,701
+52% +$377K
BHR
2614
Braemar Hotels & Resorts
BHR
$153M
$1.03M ﹤0.01%
106,570
+26,253
+33% +$251K
GPMT
2615
Granite Point Mortgage Trust
GPMT
$63.7M
$1.03M ﹤0.01%
+57,822
New +$1.05M
CHA
2616
DELISTED
China Telecom Corporation, LTD
CHA
$1.03M ﹤0.01%
21,604
-7,142
-25% -$356K
JOE icon
2617
St. Joe Company
JOE
$3.57B
$1.02M ﹤0.01%
56,770
+6,355
+13% +$118K
RARE icon
2618
Ultragenyx Pharmaceutical
RARE
$2.65B
$1.02M ﹤0.01%
22,075
+8,626
+64% +$423K
CPRX
2619
DELISTED
Catalyst Pharmaceutical
CPRX
$1.02M ﹤0.01%
+261,325
New +$863K
DERM
2620
DELISTED
Dermira, Inc.
DERM
$1.02M ﹤0.01%
36,683
+13,120
+56% +$348K
RBBN icon
2621
Ribbon Communications
RBBN
$354M
$1.02M ﹤0.01%
131,645
+7,883
+6% +$60.5K
ARII
2622
DELISTED
American Railcar Industries, Inc.
ARII
$1.02M ﹤0.01%
24,441
+11,250
+85% +$443K
LPG icon
2623
Dorian LPG
LPG
$1.94B
$1.02M ﹤0.01%
123,626
+54,317
+78% +$417K
DVY icon
2624
iShares Select Dividend ETF
DVY
$24B
$1.01M ﹤0.01%
10,299
+2,536
+33% +$244K
TRUP icon
2625
Trupanion
TRUP
$1.05B
$1.01M ﹤0.01%
34,658
+71
+0.2% +$2.09K
103 104
105
106 107

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.