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
TFSL icon
1426
TFS Financial
TFSL
$5.1B
$6.29M 0.01%
421,249
-17,083
-4% -$263K
APLE icon
1427
Apple Hospitality REIT
APLE
$3.96B
$6.29M 0.01%
320,623
+104,050
+48% +$2.01M
NNN icon
1428
NNN REIT
NNN
$9.39B
$6.29M 0.01%
145,719
+1,480
+1% +$62.1K
CUZ icon
1429
Cousins Properties
CUZ
$5.29B
$6.28M 0.01%
169,799
+16,885
+11% +$624K
WGL
1430
DELISTED
Wgl Holdings
WGL
$6.27M 0.01%
73,094
+7,015
+11% +$599K
SSNC icon
1431
SS&C Technologies
SSNC
$17.8B
$6.27M 0.01%
154,934
+16,520
+12% +$673K
OXM icon
1432
Oxford Industries
OXM
$577M
$6.26M 0.01%
83,311
+29,607
+55% +$1.98M
TRMK icon
1433
Trustmark
TRMK
$2.73B
$6.26M 0.01%
196,596
+12,833
+7% +$424K
JOYY
1434
JOYY Inc
JOYY
$3.73B
$6.26M 0.01%
55,399
+12,652
+30% +$1.27M
FUL icon
1435
H.B. Fuller
FUL
$3B
$6.26M 0.01%
116,249
+9,927
+9% +$552K
PLXS icon
1436
Plexus
PLXS
$6.81B
$6.25M 0.01%
102,847
-3,640
-3% -$221K
GHC icon
1437
Graham Holdings Company
GHC
$4.97B
$6.22M 0.01%
11,144
+1,628
+17% +$922K
LHO
1438
DELISTED
LaSalle Hotel Properties
LHO
$6.2M 0.01%
220,972
-25,503
-10% -$731K
BGY icon
1439
BlackRock Enhanced International Dividend Trust
BGY
$512M
$6.2M 0.01%
951,106
-24,134
-2% -$158K
TIVO
1440
DELISTED
Tivo Inc
TIVO
$6.18M 0.01%
396,278
+65,582
+20% +$1.14M
NAV
1441
DELISTED
Navistar International
NAV
$6.18M 0.01%
144,050
-38,836
-21% -$1.62M
SMCI icon
1442
Super Micro Computer
SMCI
$19.5B
$6.17M 0.01%
2,950,090
+1,822,400
+162% +$3.92M
LVNTA
1443
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$6.17M 0.01%
113,672
+4,876
+4% +$278K
GTY
1444
Getty Realty Corp
GTY
$2.1B
$6.16M 0.01%
226,629
-38,704
-15% -$1.1M
GNRC icon
1445
Generac Holdings
GNRC
$11.9B
$6.15M 0.01%
124,266
+5,329
+4% +$265K
ABM icon
1446
ABM Industries
ABM
$2.8B
$6.14M 0.01%
162,902
+2,873
+2% +$119K
THRM icon
1447
Gentherm
THRM
$1.31B
$6.14M 0.01%
193,396
+71,493
+59% +$2.47M
WKC icon
1448
World Kinect Corp
WKC
$1.96B
$6.13M 0.01%
217,671
+37,657
+21% +$1.14M
EOCC
1449
DELISTED
Enel Generacion Chile S.A.
EOCC
$6.12M 0.01%
227,539
+89,830
+65% +$2.35M
DXJ icon
1450
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
$6.12M 0.01%
103,130
-3,077
-3% -$178K
56 57
58
59 60

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.