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

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

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

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
WEX icon
1126
WEX
WEX
$5.7B
$9.72M 0.01%
68,817
-1,045
-1% -$131K
HRC
1127
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$9.69M 0.01%
114,924
+995
+0.9% +$80.5K
LFC
1128
DELISTED
China Life Insurance Company Ltd.
LFC
$9.69M 0.01%
620,479
-2,904
-0.5% -$47.2K
HZNP
1129
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$9.65M 0.01%
660,689
-129,944
-16% -$1.83M
EAT icon
1130
Brinker International
EAT
$8.12B
$9.63M 0.01%
247,991
+49,398
+25% +$1.7M
ROG icon
1131
Rogers Corp
ROG
$2.36B
$9.63M 0.01%
59,472
+7,480
+14% +$1.13M
GCI
1132
DELISTED
Gannett Co., Inc
GCI
$9.62M 0.01%
829,993
+78,583
+10% +$821K
WAL icon
1133
Western Alliance Bancorporation
WAL
$8.99B
$9.55M 0.01%
168,717
-26,998
-14% -$1.5M
AVNS icon
1134
Avanos Medical
AVNS
$1.17B
$9.54M 0.01%
206,556
+25,293
+14% +$1.16M
ALV icon
1135
Autoliv
ALV
$9B
$9.52M 0.01%
103,996
+11,905
+13% +$1.08M
POOL icon
1136
Pool Corp
POOL
$7.33B
$9.52M 0.01%
73,396
-15,239
-17% -$1.85M
AIF
1137
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$9.51M 0.01%
603,562
+43,958
+8% +$700K
BECN
1138
DELISTED
Beacon Roofing Supply, Inc.
BECN
$9.49M 0.01%
148,888
+34,370
+30% +$1.97M
FHI icon
1139
Federated Hermes
FHI
$4.46B
$9.44M 0.01%
261,594
+59,495
+29% +$1.93M
LPNT
1140
DELISTED
LifePoint Health, Inc.
LPNT
$9.43M 0.01%
189,444
+8,358
+5% +$415K
ALNY icon
1141
Alnylam Pharmaceuticals
ALNY
$35.7B
$9.43M 0.01%
74,190
+10,878
+17% +$1.37M
SJR
1142
DELISTED
Shaw Communications Inc.
SJR
$9.43M 0.01%
412,859
+36,873
+10% +$831K
TTC icon
1143
Toro Company
TTC
$8.99B
$9.41M 0.01%
144,326
+594
+0.4% +$37.7K
TCF
1144
DELISTED
TCF Financial Corporation Common Stock
TCF
$9.4M 0.01%
175,898
-31,182
-15% -$1.68M
MNDT
1145
DELISTED
Mandiant, Inc. Common Stock
MNDT
$9.38M 0.01%
660,752
-63,480
-9% -$966K
B
1146
DELISTED
Barnes Group Inc.
B
$9.38M 0.01%
148,237
-27,828
-16% -$1.85M
ABMD
1147
DELISTED
Abiomed Inc
ABMD
$9.37M 0.01%
49,992
+4,295
+9% +$802K
CBPO
1148
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$9.36M 0.01%
+118,884
New +$9.88M
DO
1149
DELISTED
Diamond Offshore Drilling
DO
$9.36M 0.01%
503,641
-13,685
-3% -$223K
SITC icon
1150
SITE Centers
SITC
$235M
$9.36M 0.01%
810,855
-163,665
-17% -$1.74M
44 45
46
47 48

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.