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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
Avg Time Held Equity + Options
12.4 quarters
Top 10 Avg Time Held Equity + Options
12.5 quarters
Top 20 Avg Time Held Equity + Options
9.9 quarters
Avg Time Held Equity only
12.4 quarters
Top 10 Avg Time Held Equity only
12.5 quarters
Top 20 Avg Time Held Equity only
9.9 quarters

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 Held Since
PEP icon
26
PepsiCo
PEP
$173B
$536M 0.53%
4,465,843
+160,641
+4% +$18.3M
2013 Q2
18 quarters
CMCSA icon
27
Comcast
CMCSA
$74.1B
$534M 0.53%
13,336,676
+543,947
+4% +$20.4M
2013 Q2
18 quarters
VZ icon
28
Verizon
VZ
$181B
$525M 0.52%
9,915,858
+517,839
+6% +$25.5M
2013 Q2
18 quarters
WMT icon
29
Walmart Inc
WMT
$891B
$517M 0.52%
15,719,220
+723,552
+5% +$22.1M
2013 Q2
18 quarters
ORCL icon
30
Oracle
ORCL
$434B
$517M 0.52%
10,941,822
+1,050,109
+11% +$51.5M
2013 Q2
18 quarters
MMM icon
31
3M
MMM
$83.9B
$508M 0.51%
2,581,692
-25,858
-1% -$4.97M
2013 Q2
18 quarters
IEFA icon
32
iShares Core MSCI EAFE ETF
IEFA
$190B
$483M 0.48%
7,314,650
+1,901,400
+35% +$124M
2015 Q3
9 quarters
MRK icon
33
Merck
MRK
$350B
$460M 0.46%
8,567,023
-178,143
-2% -$9.88M
2013 Q2
18 quarters
KO icon
34
Coca-Cola
KO
$388B
$448M 0.45%
9,760,001
+627,141
+7% +$28.8M
2013 Q2
18 quarters
MA icon
35
Mastercard
MA
$530B
$441M 0.44%
2,915,358
-52,438
-2% -$7.8M
2013 Q2
18 quarters
BA icon
36
Boeing
BA
$147B
$441M 0.44%
1,495,658
+200,391
+15% +$54.2M
2013 Q2
18 quarters
PM icon
37
Philip Morris
PM
$311B
$430M 0.43%
4,069,940
-102,720
-2% -$10.9M
2013 Q2
18 quarters
DD icon
38
DuPont de Nemours
DD
$17.5B
$424M 0.42%
2,350,982
+97,106
+4% +$17.5M
2013 Q2
18 quarters
DIS icon
39
Walt Disney
DIS
$187B
$419M 0.42%
3,895,510
+488,522
+14% +$50.3M
2013 Q2
18 quarters
AMGN icon
40
Amgen
AMGN
$223B
$408M 0.41%
2,347,843
+13,990
+0.6% +$2.48M
2013 Q2
18 quarters
MCD icon
41
McDonald's
MCD
$167B
$407M 0.41%
2,366,751
+121,776
+5% +$20.5M
2013 Q2
18 quarters
IBM icon
42
IBM
IBM
$217B
$405M 0.4%
2,763,196
+292,930
+12% +$42.6M
2013 Q2
18 quarters
TXN icon
43
Texas Instruments
TXN
$263B
$394M 0.39%
3,771,109
+26,628
+0.7% +$2.59M
2013 Q2
18 quarters
ABBV icon
44
AbbVie
ABBV
$485B
$356M 0.36%
3,680,242
+261,287
+8% +$24.6M
2013 Q2
18 quarters
LOW icon
45
Lowe's Companies
LOW
$106B
$354M 0.35%
3,810,497
-81,591
-2% -$6.74M
2013 Q2
18 quarters
MO icon
46
Altria Group
MO
$119B
$329M 0.33%
4,612,671
+366,928
+9% +$24.6M
2013 Q2
18 quarters
IEMG icon
47
iShares Core MSCI Emerging Markets ETF
IEMG
$158B
$329M 0.33%
5,773,826
+896,759
+18% +$50.1M
2015 Q3
9 quarters
UPS icon
48
United Parcel Service
UPS
$80.6B
$315M 0.31%
2,640,462
-22,536
-0.8% -$2.65M
2013 Q2
18 quarters
UNP icon
49
Union Pacific
UNP
$168B
$313M 0.31%
2,335,004
+282,428
+14% +$34.1M
2013 Q2
18 quarters
AGG icon
50
iShares Core US Aggregate Bond ETF
AGG
$137B
$302M 0.3%
2,758,775
+22,845
+0.8% +$2.5M
2013 Q2
18 quarters
1
2
3 4 5

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 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.