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
TU icon
2001
Telus
TU
$16B
$2.94M ﹤0.01%
155,490
-44,694
-22% -$828K
LQ
2002
DELISTED
La Quinta Holdings Inc.
LQ
$2.94M ﹤0.01%
159,478
+6,216
+4% +$110K
ARR
2003
Armour Residential REIT
ARR
$2.02B
$2.94M ﹤0.01%
22,861
+5,895
+35% +$759K
KWR icon
2004
Quaker Houghton
KWR
$2.63B
$2.94M ﹤0.01%
19,495
-3,206
-14% -$496K
KLIC icon
2005
Kulicke & Soffa
KLIC
$5.3B
$2.93M ﹤0.01%
120,543
+4,109
+4% +$98K
AVAL icon
2006
Grupo Aval
AVAL
$5.67B
$2.93M ﹤0.01%
344,564
-61,397
-15% -$527K
IGIB icon
2007
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
$2.93M ﹤0.01%
53,644
-120
-0.2% -$6.58K
TEN
2008
Tsakos Energy Navigation Ltd
TEN
$1.19B
$2.93M ﹤0.01%
149,813
+144,890
+2,943% +$3.12M
GHL
2009
DELISTED
Greenhill & Co., Inc.
GHL
$2.93M ﹤0.01%
150,215
+23,332
+18% +$434K
ZNH
2010
DELISTED
China Southern Airlines Company Limited
ZNH
$2.93M ﹤0.01%
56,466
+2,354
+4% +$97.9K
TISI icon
2011
Team
TISI
$77.7M
$2.92M ﹤0.01%
19,606
+5,109
+35% +$680K
CORT icon
2012
Corcept Therapeutics
CORT
$10.2B
$2.91M ﹤0.01%
161,197
+16,433
+11% +$298K
DIOD icon
2013
Diodes
DIOD
$4B
$2.9M ﹤0.01%
101,305
+10,900
+12% +$339K
UIS icon
2014
Unisys
UIS
$227M
$2.9M ﹤0.01%
356,100
-3,399
-0.9% -$27.9K
ZAGG
2015
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$2.9M ﹤0.01%
157,130
+14,068
+10% +$263K
HDP
2016
DELISTED
Hortonworks, Inc.
HDP
$2.9M ﹤0.01%
144,140
+75,090
+109% +$1.38M
NVEE
2017
DELISTED
NV5 Global
NVEE
$2.9M ﹤0.01%
214,100
+80,056
+60% +$1.09M
JUNO
2018
DELISTED
Juno Therapeutics, Inc.
JUNO
$2.9M ﹤0.01%
63,372
+9,648
+18% +$481K
VET icon
2019
Vermilion Energy
VET
$1.73B
$2.89M ﹤0.01%
79,634
+1,609
+2% +$56K
UVSP icon
2020
Univest Financial
UVSP
$1.23B
$2.89M ﹤0.01%
103,036
+23,368
+29% +$691K
WSFS icon
2021
WSFS Financial
WSFS
$4.1B
$2.89M ﹤0.01%
60,308
+913
+2% +$45K
CWEN icon
2022
Clearway Energy Class C
CWEN
$5B
$2.88M ﹤0.01%
152,621
+21,865
+17% +$415K
SHYF
2023
DELISTED
The Shyft Group
SHYF
$2.88M ﹤0.01%
182,588
+123,939
+211% +$1.88M
MAGN
2024
Magnera Corp
MAGN
$488M
$2.88M ﹤0.01%
10,320
+1,027
+11% +$267K
FNGN
2025
DELISTED
Financial Engines, Inc.
FNGN
$2.88M ﹤0.01%
94,923
+19,406
+26% +$610K
79 80
81
82 83

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.