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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
MDLZ icon
101
Mondelez International
MDLZ
$79.9B
$180M 0.18%
4,203,703
+642,921
+18% +$27M
CI icon
102
Cigna
CI
$73.6B
$179M 0.18%
882,970
+153,280
+21% +$30.5M
DG icon
103
Dollar General
DG
$26.9B
$179M 0.18%
1,925,975
-92,552
-5% -$7.96M
KR icon
104
Kroger
KR
$35.3B
$179M 0.18%
6,512,912
+1,367,658
+27% +$31.8M
SHW icon
105
Sherwin-Williams
SHW
$83.9B
$179M 0.18%
1,307,475
-101,088
-7% -$13.3M
GM icon
106
General Motors
GM
$76.4B
$177M 0.18%
4,315,518
+90,161
+2% +$3.91M
OXY icon
107
Occidental Petroleum
OXY
$59.2B
$175M 0.17%
2,376,720
+207,440
+10% +$14.1M
COF icon
108
Capital One
COF
$133B
$175M 0.17%
1,757,265
+96,297
+6% +$8.79M
AFL icon
109
Aflac
AFL
$58.6B
$173M 0.17%
3,940,914
-54,596
-1% -$2.33M
TWX
110
DELISTED
Time Warner Inc
TWX
$171M 0.17%
1,873,674
-97,862
-5% -$9.25M
CME icon
111
CME Group
CME
$101B
$169M 0.17%
1,159,696
+56,618
+5% +$8.06M
LYB icon
112
LyondellBasell Industries
LYB
$20.8B
$169M 0.17%
1,533,877
+111,690
+8% +$11.6M
DUK icon
113
Duke Energy
DUK
$94.3B
$167M 0.17%
1,979,979
+117,747
+6% +$10.3M
MCO icon
114
Moody's
MCO
$88.4B
$164M 0.16%
1,114,278
-85,168
-7% -$12.5M
NVS icon
115
Novartis
NVS
$292B
$162M 0.16%
2,153,544
+235,096
+12% +$17.7M
ALL icon
116
Allstate
ALL
$65.1B
$161M 0.16%
1,534,041
+52,873
+4% +$5.21M
CB icon
117
Chubb
CB
$131B
$159M 0.16%
1,091,179
+50,875
+5% +$7.6M
INTU icon
118
Intuit
INTU
$95.3B
$159M 0.16%
1,009,560
-88,958
-8% -$13.6M
PSX icon
119
Phillips 66
PSX
$96.5B
$159M 0.16%
1,569,777
+70,662
+5% +$6.72M
SLB icon
120
SLB Ltd
SLB
$81.8B
$157M 0.16%
2,334,393
-28,098
-1% -$1.82M
MPC icon
121
Marathon Petroleum
MPC
$103B
$157M 0.16%
2,378,438
+57,677
+2% +$3.53M
DHR icon
122
Danaher
DHR
$151B
$155M 0.16%
1,889,452
+70,651
+4% +$5.74M
DE icon
123
Deere & Co
DE
$169B
$154M 0.15%
980,962
+6,302
+0.6% +$882K
PRU icon
124
Prudential Financial
PRU
$41.7B
$153M 0.15%
1,332,611
+16,870
+1% +$1.89M
PX
125
DELISTED
Praxair Inc
PX
$153M 0.15%
989,566
+10,614
+1% +$1.57M
3 4
5
6 7

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AF
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MCM
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PSUF
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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.