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
CTLP
2201
DELISTED
Cantaloupe
CTLP
$2.19M ﹤0.01%
224,960
+148,223
+193% +$1.14M
ONIT
2202
Onity Group
ONIT
$333M
$2.19M ﹤0.01%
46,683
+399
+0.9% +$20K
FFH
2203
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$2.19M ﹤0.01%
4,132
-1,153
-22% -$611K
ALEX
2204
DELISTED
Alexander & Baldwin
ALEX
$2.18M ﹤0.01%
78,677
+5,041
+7% +$197K
JRI icon
2205
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$2.18M ﹤0.01%
122,394
-17,209
-12% -$305K
ADAM
2206
Adamas Trust
ADAM
$777M
$2.18M ﹤0.01%
88,224
-5,082
-5% -$128K
TGS icon
2207
Transportadora de Gas del Sur
TGS
$4.59B
$2.18M ﹤0.01%
+101,691
New +$2.11M
NFBK
2208
DELISTED
Northfield Bancorp
NFBK
$2.17M ﹤0.01%
127,125
-81,592
-39% -$1.41M
HL icon
2209
Hecla Mining
HL
$10.2B
$2.17M ﹤0.01%
546,249
-41,655
-7% -$181K
FRPT icon
2210
Freshpet
FRPT
$2.83B
$2.16M ﹤0.01%
114,098
-46,697
-29% -$812K
ZUMZ icon
2211
Zumiez
ZUMZ
$320M
$2.15M ﹤0.01%
103,335
+2,186
+2% +$41.8K
HALO icon
2212
Halozyme
HALO
$9.72B
$2.15M ﹤0.01%
106,148
+15,056
+17% +$277K
CUTR
2213
DELISTED
Cutera, Inc.
CUTR
$2.14M ﹤0.01%
47,280
-10,203
-18% -$430K
USMV icon
2214
iShares MSCI USA Min Vol Factor ETF
USMV
$23.2B
$2.14M ﹤0.01%
40,601
+8,495
+26% +$441K
CNS icon
2215
Cohen & Steers
CNS
$4.18B
$2.13M ﹤0.01%
45,115
+15,064
+50% +$663K
NM
2216
DELISTED
Navios Maritime Holdings Inc.
NM
$2.13M ﹤0.01%
+177,694
New +$2.71M
NSLR
2217
Neostellar Capital Corp
NSLR
$262M
$2.13M ﹤0.01%
465,793
– –
CLVS
2218
DELISTED
Clovis Oncology, Inc.
CLVS
$2.13M ﹤0.01%
31,335
-16,096
-34% -$1.13M
QADA
2219
DELISTED
QAD Inc.
QADA
$2.12M ﹤0.01%
54,542
+2,403
+5% +$90.3K
ESGR
2220
DELISTED
Enstar Group
ESGR
$2.11M ﹤0.01%
10,524
+4,416
+72% +$984K
UHAL icon
2221
U-Haul Holding Co
UHAL
$14B
$2.11M ﹤0.01%
55,810
-12,650
-18% -$473K
SFBS
2222
ServisFirst Bancshares
SFBS
$4.79B
$2.1M ﹤0.01%
50,637
+3,500
+7% +$142K
CLD
2223
DELISTED
Cloud Peak Energy Inc
CLD
$2.1M ﹤0.01%
472,074
+2,529
+0.5% +$10.6K
FTAI icon
2224
FTAI Aviation
FTAI
$22.2B
$2.1M ﹤0.01%
123,264
+88,971
+259% +$1.4M
IMMU
2225
DELISTED
Immunomedics Inc
IMMU
$2.1M ﹤0.01%
129,626
-125,791
-49% -$1.48M
87 88
89
90 91

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.