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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
AVGO icon
76
Broadcom
AVGO
$1.79T
$220M 0.22%
8,553,510
-83,200
-1% -$2.16M
AXP icon
77
American Express
AXP
$226B
$219M 0.22%
2,204,874
+49,648
+2% +$4.73M
VLO icon
78
Valero Energy
VLO
$101B
$214M 0.21%
2,325,290
+142,514
+7% +$11.8M
MDT icon
79
Medtronic
MDT
$115B
$210M 0.21%
2,595,763
+275,510
+12% +$22.1M
MS icon
80
Morgan Stanley
MS
$339B
$206M 0.21%
3,923,546
+14,644
+0.4% +$741K
AET
81
DELISTED
Aetna Inc
AET
$205M 0.2%
1,135,586
+11,335
+1% +$1.95M
CRM icon
82
Salesforce
CRM
$212B
$204M 0.2%
1,992,560
+292,546
+17% +$29.8M
NFLX icon
83
Netflix
NFLX
$335B
$202M 0.2%
10,499,500
+437,150
+4% +$8.42M
LLY icon
84
Eli Lilly
LLY
$1.04T
$200M 0.2%
2,367,897
+260,541
+12% +$22.2M
LMT icon
85
Lockheed Martin
LMT
$130B
$197M 0.2%
614,061
+8,463
+1% +$2.67M
PNC icon
86
PNC Financial Services
PNC
$97.4B
$196M 0.2%
1,357,297
+57,981
+4% +$8.01M
NOC icon
87
Northrop Grumman
NOC
$77.4B
$195M 0.19%
634,641
-9,459
-1% -$2.84M
COP icon
88
ConocoPhillips
COP
$157B
$194M 0.19%
3,534,813
+130,354
+4% +$6.7M
FDX icon
89
FedEx
FDX
$78.8B
$194M 0.19%
776,783
+65,126
+9% +$14.9M
TJX icon
90
TJX Companies
TJX
$148B
$192M 0.19%
5,033,040
-705,754
-12% -$25.6M
IWF icon
91
iShares Russell 1000 Growth ETF
IWF
$127B
$192M 0.19%
5,712,548
-2,190,396
-28% -$71.8M
ADP icon
92
Automatic Data Processing
ADP
$113B
$191M 0.19%
1,625,578
-2,718
-0.2% -$311K
AIG icon
93
American International
AIG
$40.1B
$189M 0.19%
3,171,844
+138,595
+5% +$8.51M
STT icon
94
State Street
STT
$53.2B
$188M 0.19%
1,923,110
-25,645
-1% -$2.45M
SBUX icon
95
Starbucks
SBUX
$123B
$186M 0.19%
3,243,523
+356,564
+12% +$20.2M
AMAT icon
96
Applied Materials
AMAT
$375B
$186M 0.19%
3,638,925
+132,444
+4% +$7.18M
RDS.A
97
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$184M 0.18%
2,753,416
+242,072
+10% +$15.3M
RTN
98
DELISTED
Raytheon Company
RTN
$183M 0.18%
975,893
+25,829
+3% +$4.82M
TMO icon
99
Thermo Fisher Scientific
TMO
$231B
$181M 0.18%
952,603
+42,200
+5% +$8.08M
NEE icon
100
NextEra Energy
NEE
$171B
$180M 0.18%
4,617,612
+490,508
+12% +$18.9M
2 3
4
5 6

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AF
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MCM
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PSUF
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IA
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SCC
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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.