PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B Turnover 10.22%
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
3.1 years
Top 10 Avg Time Held Equity + Options
3.1 years
Top 20 Avg Time Held Equity + Options
2.5 years
Avg Time Held Equity only
3.1 years
Top 10 Avg Time Held Equity only
3.1 years
Top 20 Avg Time Held Equity only
2.5 years

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
AVGO icon
76
Broadcom
AVGO
$1.65T
$220M 0.22%
8,553,510
-83,200
-1% -$2.16M
2013 Q2
18 quarters
AXP icon
77
American Express
AXP
$206B
$219M 0.22%
2,204,874
+49,648
+2% +$4.73M
2013 Q2
18 quarters
VLO icon
78
Valero Energy
VLO
$132B
$214M 0.21%
2,325,290
+142,514
+7% +$11.8M
2013 Q2
18 quarters
MDT icon
79
Medtronic
MDT
$119B
$210M 0.21%
2,595,763
+275,510
+12% +$22.1M
2013 Q2
18 quarters
MS icon
80
Morgan Stanley
MS
$282B
$206M 0.21%
3,923,546
+14,644
+0.4% +$741K
2013 Q2
18 quarters
AET
81
DELISTED
Aetna Inc
AET
$205M 0.2%
1,135,586
+11,335
+1% +$1.95M
2013 Q2
18 quarters
CRM icon
82
Salesforce
CRM
$194B
$204M 0.2%
1,992,560
+292,546
+17% +$29.8M
2013 Q2
18 quarters
NFLX icon
83
Netflix
NFLX
$293B
$202M 0.2%
10,499,500
+437,150
+4% +$8.42M
2013 Q2
18 quarters
LLY icon
84
Eli Lilly
LLY
$1.08T
$200M 0.2%
2,367,897
+260,541
+12% +$22.2M
2013 Q2
18 quarters
LMT icon
85
Lockheed Martin
LMT
$120B
$197M 0.2%
614,061
+8,463
+1% +$2.67M
2013 Q2
18 quarters
PNC icon
86
PNC Financial Services
PNC
$85.3B
$196M 0.2%
1,357,297
+57,981
+4% +$8.01M
2013 Q2
18 quarters
NOC icon
87
Northrop Grumman
NOC
$70.6B
$195M 0.19%
634,641
-9,459
-1% -$2.84M
2013 Q2
18 quarters
COP icon
88
ConocoPhillips
COP
$171B
$194M 0.19%
3,534,813
+130,354
+4% +$6.7M
2013 Q2
18 quarters
FDX icon
89
FedEx
FDX
$68.4B
$194M 0.19%
776,783
+65,126
+9% +$14.9M
2013 Q2
18 quarters
TJX icon
90
TJX Companies
TJX
$157B
$192M 0.19%
5,033,040
-705,754
-12% -$25.6M
2013 Q2
18 quarters
IWF icon
91
iShares Russell 1000 Growth ETF
IWF
$127B
$192M 0.19%
5,712,548
-2,190,396
-28% -$71.8M
2013 Q2
18 quarters
ADP icon
92
Automatic Data Processing
ADP
$111B
$191M 0.19%
1,625,578
-2,718
-0.2% -$311K
2013 Q2
18 quarters
AIG icon
93
American International
AIG
$40.5B
$189M 0.19%
3,171,844
+138,595
+5% +$8.51M
2013 Q2
18 quarters
STT icon
94
State Street
STT
$45B
$188M 0.19%
1,923,110
-25,645
-1% -$2.45M
2013 Q2
18 quarters
SBUX icon
95
Starbucks
SBUX
$106B
$186M 0.19%
3,243,523
+356,564
+12% +$20.2M
2013 Q2
18 quarters
AMAT icon
96
Applied Materials
AMAT
$355B
$186M 0.19%
3,638,925
+132,444
+4% +$7.18M
2013 Q2
18 quarters
RDS.A
97
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$184M 0.18%
2,753,416
+242,072
+10% +$15.3M
2013 Q2
18 quarters
RTN
98
DELISTED
Raytheon Company
RTN
$183M 0.18%
975,893
+25,829
+3% +$4.82M
2013 Q2
18 quarters
TMO icon
99
Thermo Fisher Scientific
TMO
$250B
$181M 0.18%
952,603
+42,200
+5% +$8.08M
2013 Q2
18 quarters
NEE icon
100
NextEra Energy
NEE
$163B
$180M 0.18%
4,617,612
+490,508
+12% +$18.9M
2013 Q2
18 quarters
2 3
4
5 6

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NIPH
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AF
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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
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BAM
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ACI
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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.