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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
BDX icon
51
Becton Dickinson
BDX
$51.2B
$298M 0.3%
1,428,658
+51,266
+4% +$10.7M
RTX icon
52
RTX Corp
RTX
$285B
$295M 0.29%
3,673,979
+138,866
+4% +$10.5M
ABT icon
53
Abbott
ABT
$193B
$294M 0.29%
5,150,664
+227,769
+5% +$12.6M
HON icon
54
Honeywell
HON
$69.2B
$292M 0.29%
2,110,195
+195,956
+10% +$26.3M
NKE icon
55
Nike
NKE
$57.6B
$284M 0.28%
4,546,441
+194,174
+4% +$11.2M
GILD icon
56
Gilead Sciences
GILD
$183B
$278M 0.28%
3,885,085
+347,349
+10% +$26.4M
ADBE icon
57
Adobe
ADBE
$115B
$274M 0.27%
1,565,070
+113,521
+8% +$19.5M
ELV icon
58
Elevance Health
ELV
$86.2B
$264M 0.26%
1,175,345
+10,652
+0.9% +$2.27M
COST icon
59
Costco
COST
$418B
$264M 0.26%
1,415,832
+89,188
+7% +$15.4M
QCOM icon
60
Qualcomm
QCOM
$175B
$263M 0.26%
4,114,485
+143,037
+4% +$8.67M
CVS icon
61
CVS Health
CVS
$119B
$262M 0.26%
3,618,574
-590,404
-14% -$42.9M
PYPL icon
62
PayPal
PYPL
$45.9B
$257M 0.26%
3,488,284
+196,934
+6% +$14.2M
BIIB icon
63
Biogen
BIIB
$32.4B
$252M 0.25%
791,941
+48,404
+7% +$15.5M
CAT icon
64
Caterpillar
CAT
$376B
$252M 0.25%
1,598,197
-44,205
-3% -$6.13M
NVDA icon
65
NVIDIA
NVDA
$5.51T
$249M 0.25%
51,465,640
+302,320
+0.6% +$1.5M
USB icon
66
US Bancorp
USB
$97.6B
$246M 0.25%
4,592,201
-105,275
-2% -$5.66M
ITW icon
67
Illinois Tool Works
ITW
$80.3B
$243M 0.24%
1,453,891
-33,446
-2% -$5.33M
GS icon
68
Goldman Sachs
GS
$304B
$242M 0.24%
948,954
+33,239
+4% +$8.15M
BKNG icon
69
Booking.com
BKNG
$153B
$239M 0.24%
3,442,725
+214,150
+7% +$15.5M
ACN icon
70
Accenture
ACN
$116B
$234M 0.23%
1,529,044
+62,284
+4% +$9.03M
CL icon
71
Colgate-Palmolive
CL
$72.7B
$232M 0.23%
3,074,473
-33,149
-1% -$2.42M
GE icon
72
GE Aerospace
GE
$358B
$230M 0.23%
2,744,638
-752,601
-22% -$71.9M
CELG
73
DELISTED
Celgene Corp
CELG
$228M 0.23%
2,187,458
-169,620
-7% -$19.1M
BMY icon
74
Bristol-Myers Squibb
BMY
$136B
$227M 0.23%
3,706,225
+330,521
+10% +$20.7M
TRV icon
75
Travelers Companies
TRV
$77B
$222M 0.22%
1,638,585
+77,351
+5% +$10.2M
1 2
3
4 5

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AF
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MCM
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PSUF
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BAM
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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.