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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 15.59%
2 Miscellaneous 14.63%
3 Technology 13.44%
4 Healthcare 11.33%
5 Industrials 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VFC icon
251
VF Corp
VFC
$5.37B
$74.7M 0.07%
1,071,649
+8,857
+0.8% +$585K
ANDV
252
DELISTED
Andeavor
ANDV
$74.2M 0.07%
648,651
+39,136
+6% +$4.21M
ADSK icon
253
Autodesk
ADSK
$55.1B
$74M 0.07%
706,146
+64,620
+10% +$7.53M
DHI icon
254
D.R. Horton
DHI
$41.2B
$74M 0.07%
1,448,922
+178,264
+14% +$8.3M
AAL icon
255
American Airlines Group
AAL
$9.02B
$73.9M 0.07%
1,419,551
+135,767
+11% +$6.76M
WEC icon
256
WEC Energy
WEC
$34.6B
$73.7M 0.07%
1,108,900
+95,554
+9% +$6.41M
KMI icon
257
Kinder Morgan
KMI
$70.3B
$73.5M 0.07%
4,067,048
-228,331
-5% -$4.1M
UAL icon
258
United Airlines
UAL
$35.9B
$73.2M 0.07%
1,086,282
+59,359
+6% +$3.7M
AON icon
259
Aon
AON
$75.4B
$72.9M 0.07%
543,966
+48,315
+10% +$6.88M
DXC icon
260
DXC Technology
DXC
$1.79B
$72.7M 0.07%
885,711
+14
+0% +$1.13K
KSS icon
261
Kohl's
KSS
$1.98B
$72.3M 0.07%
1,334,003
-1,758
-0.1% -$80.9K
VO icon
262
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$72M 0.07%
1,860,584
+14,360
+0.8% +$542K
SBAC icon
263
SBA Communications
SBAC
$20.3B
$71.9M 0.07%
439,863
+32,752
+8% +$5.2M
WMB icon
264
Williams Companies
WMB
$90.2B
$71.5M 0.07%
2,345,709
+207,019
+10% +$6.02M
AZN icon
265
AstraZeneca
AZN
$252B
$71.4M 0.07%
1,023,326
+122,585
+14% +$8.27M
BSX icon
266
Boston Scientific
BSX
$67.9B
$71.3M 0.07%
2,877,789
-69,643
-2% -$1.92M
ADM icon
267
Archer Daniels Midland
ADM
$39.3B
$71.2M 0.07%
1,776,689
+27,852
+2% +$1.15M
EMN icon
268
Eastman Chemical
EMN
$8.35B
$70.6M 0.07%
761,683
+467
+0.1% +$42.4K
TROW icon
269
T. Rowe Price
TROW
$23.7B
$70.4M 0.07%
671,064
+26,094
+4% +$2.54M
REGN icon
270
Regeneron Pharmaceuticals
REGN
$81.7B
$70.2M 0.07%
186,635
+19,823
+12% +$8.03M
ZBH icon
271
Zimmer Biomet
ZBH
$19.2B
$69.5M 0.07%
593,561
+17,751
+3% +$2.01M
IVZ icon
272
Invesco
IVZ
$14.5B
$69.5M 0.07%
1,900,993
+40,565
+2% +$1.47M
EG icon
273
Everest Group
EG
$14.5B
$69M 0.07%
311,833
-17,276
-5% -$3.9M
FE icon
274
FirstEnergy
FE
$26.5B
$68.3M 0.07%
2,231,244
+90,146
+4% +$2.93M
MSI icon
275
Motorola Solutions
MSI
$80.4B
$67.1M 0.07%
743,069
-15,446
-2% -$1.41M
9 10
11
12 13

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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 16% of assets, up from 15% a quarter earlier, followed by Miscellaneous and Technology.

  • 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.