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
SEMG
1401
DELISTED
SEMGROUP CORPORATION
SEMG
$6.57M 0.01%
217,373
+17,428
+9% +$459K
BCC icon
1402
Boise Cascade
BCC
$2.74B
$6.55M 0.01%
164,288
+19,757
+14% +$732K
BGB
1403
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$6.55M 0.01%
416,947
-107,206
-20% -$1.7M
CVI icon
1404
CVR Energy
CVI
$3.36B
$6.55M 0.01%
175,806
-35,260
-17% -$1.1M
TNET icon
1405
TriNet
TNET
$2.84B
$6.53M 0.01%
147,335
+19,297
+15% +$772K
SKT icon
1406
Tanger
SKT
$4.82B
$6.53M 0.01%
246,296
+96,675
+65% +$2.39M
CWH icon
1407
Camping World
CWH
$363M
$6.53M 0.01%
145,868
+44,286
+44% +$1.93M
RAMP icon
1408
LiveRamp
RAMP
$2.29B
$6.51M 0.01%
236,086
-98,055
-29% -$2.57M
NWN icon
1409
Northwest Natural Holdings
NWN
$2.17B
$6.49M 0.01%
108,717
-475
-0.4% -$31.1K
MTH icon
1410
Meritage Homes
MTH
$4.87B
$6.46M 0.01%
252,454
+82,012
+48% +$2.03M
LECO icon
1411
Lincoln Electric
LECO
$13.8B
$6.45M 0.01%
70,388
-17,726
-20% -$1.62M
ESLT icon
1412
Elbit Systems
ESLT
$38.4B
$6.45M 0.01%
48,352
+3,998
+9% +$572K
DAI
1413
DELISTED
DAIMLER AG
DAI
$6.44M 0.01%
76,160
-2,750
-3% -$233K
SSL icon
1414
Sasol
SSL
$7.58B
$6.44M 0.01%
188,230
+4,519
+2% +$137K
AMKR icon
1415
Amkor Technology
AMKR
$16.1B
$6.43M 0.01%
640,042
+4,440
+0.7% +$47.5K
ABG icon
1416
Asbury Automotive
ABG
$4.19B
$6.42M 0.01%
100,261
+7,526
+8% +$470K
WNC icon
1417
Wabash National
WNC
$543M
$6.41M 0.01%
295,396
+12,350
+4% +$257K
BKD icon
1418
Brookdale Senior Living
BKD
$3.62B
$6.41M 0.01%
660,294
+260,418
+65% +$2.65M
MKSI icon
1419
MKS Inc
MKSI
$22.2B
$6.4M 0.01%
67,709
-28,931
-30% -$2.88M
IBOC icon
1420
International Bancshares
IBOC
$4.77B
$6.4M 0.01%
161,143
-1,009
-0.6% -$40.7K
UTL icon
1421
Unitil
UTL
$1,000M
$6.39M 0.01%
140,051
+35,294
+34% +$1.77M
B
1422
Barrick Mining
B
$62.2B
$6.37M 0.01%
440,314
-47,722
-10% -$704K
S
1423
DELISTED
Sprint Corporation
S
$6.37M 0.01%
1,081,538
-93,351
-8% -$592K
IQI icon
1424
Invesco Quality Municipal Securities
IQI
$526M
$6.35M 0.01%
507,866
+135,805
+37% +$1.7M
AGRO icon
1425
Adecoagro
AGRO
$1.53B
$6.31M 0.01%
+610,611
New +$6.13M
55 56
57
58 59

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.