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
BCX icon
1851
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$3.63M ﹤0.01%
371,415
+25,411
+7% +$229K
POST icon
1852
Post Holdings
POST
$4.12B
$3.63M ﹤0.01%
69,967
-12,267
-15% -$653K
GOV
1853
DELISTED
Government Properties Income Trust
GOV
$3.63M ﹤0.01%
195,675
-14,085
-7% -$263K
INDB icon
1854
Independent Bank
INDB
$4.05B
$3.62M ﹤0.01%
51,842
-11,900
-19% -$852K
OSG
1855
Octave Specialty Group
OSG
$252M
$3.62M ﹤0.01%
226,499
-23,540
-9% -$362K
UMBF icon
1856
UMB Financial
UMBF
$10.7B
$3.61M ﹤0.01%
50,163
+2,561
+5% +$188K
CMO
1857
DELISTED
Capstead Mortgage Corp.
CMO
$3.6M ﹤0.01%
416,366
-34,456
-8% -$316K
PCRX icon
1858
Pacira BioSciences
PCRX
$1.02B
$3.6M ﹤0.01%
78,755
-17,749
-18% -$703K
MATV icon
1859
Mativ Holdings
MATV
$448M
$3.59M ﹤0.01%
79,114
-3,449
-4% -$150K
WERN icon
1860
Werner Enterprises
WERN
$2.54B
$3.59M ﹤0.01%
92,824
+7,783
+9% +$283K
PEB icon
1861
Pebblebrook Hotel Trust
PEB
$2.16B
$3.59M ﹤0.01%
96,507
+13,259
+16% +$490K
EPAY
1862
DELISTED
Bottomline Technologies Inc
EPAY
$3.57M ﹤0.01%
102,994
-87,811
-46% -$2.94M
KS
1863
DELISTED
KapStone Paper and Pack Corp.
KS
$3.57M ﹤0.01%
157,310
-4,478
-3% -$98.9K
QTWO icon
1864
Q2 Holdings
QTWO
$3.42B
$3.57M ﹤0.01%
96,767
-41,526
-30% -$1.7M
PMO
1865
Franklin Municipal Opportunities Trust
PMO
$282M
$3.56M ﹤0.01%
288,547
-21,912
-7% -$275K
BMA icon
1866
Banco Macro
BMA
$5.7B
$3.56M ﹤0.01%
+30,704
New +$3.6M
HFWA icon
1867
Heritage Financial
HFWA
$1.24B
$3.55M ﹤0.01%
115,269
+55,585
+93% +$1.71M
XLF icon
1868
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$3.55M ﹤0.01%
127,139
+3,460
+3% +$93.1K
BKE icon
1869
Buckle
BKE
$2.19B
$3.53M ﹤0.01%
148,714
+4,758
+3% +$93.7K
AGC
1870
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$3.52M ﹤0.01%
588,411
+176,755
+43% +$1.08M
CMRE icon
1871
Costamare
CMRE
$1.9B
$3.52M ﹤0.01%
609,812
+574,291
+1,617% +$3.4M
FSTR icon
1872
Foster
FSTR
$443M
$3.51M ﹤0.01%
129,319
-9,258
-7% -$223K
DBD
1873
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.51M ﹤0.01%
214,757
-106,556
-33% -$2.06M
TOWR
1874
DELISTED
Tower International, Inc.
TOWR
$3.51M ﹤0.01%
114,905
-10,038
-8% -$303K
WPC icon
1875
W.P. Carey
WPC
$17.1B
$3.51M ﹤0.01%
+51,951
New +$3.55M
73 74
75
76 77

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.