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
TNC icon
1776
Tennant Co
TNC
$1.5B
$4.08M ﹤0.01%
56,218
+8,099
+17% +$540K
EBIX
1777
DELISTED
Ebix Inc
EBIX
$4.07M ﹤0.01%
51,347
+5,172
+11% +$376K
AMED
1778
DELISTED
Amedisys
AMED
$4.07M ﹤0.01%
77,135
-5,971
-7% -$315K
CPF icon
1779
Central Pacific Financial
CPF
$997M
$4.06M ﹤0.01%
136,129
-66,542
-33% -$2.08M
ENDP
1780
DELISTED
Endo International plc
ENDP
$4.06M ﹤0.01%
523,699
+164,187
+46% +$1.23M
CADE
1781
DELISTED
Cadence Bank
CADE
$4.05M ﹤0.01%
128,753
+4,095
+3% +$132K
JCP
1782
DELISTED
J.C. Penney Company, Inc.
JCP
$4.05M ﹤0.01%
1,280,400
+532,306
+71% +$1.71M
PMT
1783
PennyMac Mortgage Investment
PMT
$849M
$4.04M ﹤0.01%
251,628
+6,591
+3% +$107K
ANAT
1784
DELISTED
American National Group, Inc. Common Stock
ANAT
$4.04M ﹤0.01%
31,501
-10,871
-26% -$1.33M
LHCG
1785
DELISTED
LHC Group LLC
LHCG
$4.03M ﹤0.01%
65,827
-15,505
-19% -$1.02M
ISBC
1786
DELISTED
Investors Bancorp, Inc.
ISBC
$4.03M ﹤0.01%
290,438
-120,547
-29% -$1.67M
POLY
1787
DELISTED
Plantronics, Inc.
POLY
$4.02M ﹤0.01%
79,772
+7,745
+11% +$381K
AIMC
1788
DELISTED
Altra Industrial Motion Corp
AIMC
$4M ﹤0.01%
79,444
+6,645
+9% +$318K
BCPC
1789
Balchem Corp
BCPC
$5.23B
$4M ﹤0.01%
49,627
+6,890
+16% +$574K
NBTB icon
1790
NBT Bancorp
NBTB
$2.72B
$4M ﹤0.01%
108,677
+11,354
+12% +$428K
QUAD icon
1791
Quad
QUAD
$430M
$3.99M ﹤0.01%
176,648
+5,189
+3% +$118K
ENSG icon
1792
The Ensign Group
ENSG
$10.1B
$3.98M ﹤0.01%
191,694
+135,963
+244% +$2.92M
ADEA icon
1793
Adeia
ADEA
$2.86B
$3.98M ﹤0.01%
615,845
+174,356
+39% +$1.02M
ADTN icon
1794
Adtran
ADTN
$798M
$3.97M ﹤0.01%
205,230
+57,556
+39% +$1.28M
OTTR icon
1795
Otter Tail
OTTR
$3.88B
$3.97M ﹤0.01%
89,269
+511
+0.6% +$23.4K
ADC icon
1796
Agree Realty
ADC
$9.68B
$3.96M ﹤0.01%
77,017
+22,340
+41% +$1.11M
DCOM
1797
DELISTED
Dime Community Bancshares
DCOM
$3.96M ﹤0.01%
188,971
+67,540
+56% +$1.44M
NEO icon
1798
NeoGenomics
NEO
$1.81B
$3.96M ﹤0.01%
446,691
-34,767
-7% -$321K
GEO icon
1799
The GEO Group
GEO
$4.13B
$3.95M ﹤0.01%
167,422
+443
+0.3% +$11.3K
ALOG
1800
DELISTED
Analogic Corp
ALOG
$3.94M ﹤0.01%
47,110
+11,982
+34% +$991K
70 71
72
73 74

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.