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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
BDX icon
51
Becton Dickinson
BDX
$51B
$298M 0.3%
1,428,658
+51,266
+4% +$10.7M
2013 Q2
18 quarters
RTX icon
52
RTX Corp
RTX
$247B
$295M 0.29%
3,673,979
+138,866
+4% +$10.5M
2013 Q2
18 quarters
ABT icon
53
Abbott
ABT
$178B
$294M 0.29%
5,150,664
+227,769
+5% +$12.6M
2013 Q2
18 quarters
HON icon
54
Honeywell
HON
$65.7B
$292M 0.29%
2,110,195
+195,956
+10% +$26.3M
2013 Q2
18 quarters
NKE icon
55
Nike
NKE
$52.5B
$284M 0.28%
4,546,441
+194,174
+4% +$11.2M
2013 Q2
18 quarters
GILD icon
56
Gilead Sciences
GILD
$183B
$278M 0.28%
3,885,085
+347,349
+10% +$26.4M
2013 Q2
18 quarters
ADBE icon
57
Adobe
ADBE
$92B
$274M 0.27%
1,565,070
+113,521
+8% +$19.5M
2013 Q2
18 quarters
ELV icon
58
Elevance Health
ELV
$92.2B
$264M 0.26%
1,175,345
+10,652
+0.9% +$2.27M
2013 Q2
18 quarters
COST icon
59
Costco
COST
$423B
$264M 0.26%
1,415,832
+89,188
+7% +$15.4M
2013 Q2
18 quarters
QCOM icon
60
Qualcomm
QCOM
$189B
$263M 0.26%
4,114,485
+143,037
+4% +$8.67M
2013 Q2
18 quarters
CVS icon
61
CVS Health
CVS
$112B
$262M 0.26%
3,618,574
-590,404
-14% -$42.9M
2013 Q2
18 quarters
PYPL icon
62
PayPal
PYPL
$48.1B
$257M 0.26%
3,488,284
+196,934
+6% +$14.2M
2015 Q3
9 quarters
BIIB icon
63
Biogen
BIIB
$33.8B
$252M 0.25%
791,941
+48,404
+7% +$15.5M
2013 Q2
18 quarters
CAT icon
64
Caterpillar
CAT
$355B
$252M 0.25%
1,598,197
-44,205
-3% -$6.13M
2013 Q2
18 quarters
NVDA icon
65
NVIDIA
NVDA
$5.52T
$249M 0.25%
51,465,640
+302,320
+0.6% +$1.5M
2013 Q2
18 quarters
USB icon
66
US Bancorp
USB
$88.6B
$246M 0.25%
4,592,201
-105,275
-2% -$5.66M
2013 Q2
18 quarters
ITW icon
67
Illinois Tool Works
ITW
$75.8B
$243M 0.24%
1,453,891
-33,446
-2% -$5.33M
2013 Q2
18 quarters
GS icon
68
Goldman Sachs
GS
$260B
$242M 0.24%
948,954
+33,239
+4% +$8.15M
2013 Q2
18 quarters
BKNG icon
69
Booking.com
BKNG
$118B
$239M 0.24%
3,442,725
+214,150
+7% +$15.5M
2013 Q2
18 quarters
ACN icon
70
Accenture
ACN
$131B
$234M 0.23%
1,529,044
+62,284
+4% +$9.03M
2013 Q2
18 quarters
CL icon
71
Colgate-Palmolive
CL
$71.7B
$232M 0.23%
3,074,473
-33,149
-1% -$2.42M
2013 Q2
18 quarters
GE icon
72
GE Aerospace
GE
$319B
$230M 0.23%
2,744,638
-752,601
-22% -$71.9M
2013 Q2
18 quarters
CELG
73
DELISTED
Celgene Corp
CELG
$228M 0.23%
2,187,458
-169,620
-7% -$19.1M
2013 Q2
18 quarters
BMY icon
74
Bristol-Myers Squibb
BMY
$116B
$227M 0.23%
3,706,225
+330,521
+10% +$20.7M
2013 Q2
18 quarters
TRV icon
75
Travelers Companies
TRV
$77.9B
$222M 0.22%
1,638,585
+77,351
+5% +$10.2M
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.