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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
MDLZ icon
101
Mondelez International
MDLZ
$78.5B
$180M 0.18%
4,203,703
+642,921
+18% +$27M
2013 Q2
18 quarters
CI icon
102
Cigna
CI
$74.7B
$179M 0.18%
882,970
+153,280
+21% +$30.5M
2013 Q2
18 quarters
DG icon
103
Dollar General
DG
$27.6B
$179M 0.18%
1,925,975
-92,552
-5% -$7.96M
2013 Q2
18 quarters
KR icon
104
Kroger
KR
$35.9B
$179M 0.18%
6,512,912
+1,367,658
+27% +$31.8M
2013 Q2
18 quarters
SHW icon
105
Sherwin-Williams
SHW
$78.7B
$179M 0.18%
1,307,475
-101,088
-7% -$13.3M
2013 Q2
18 quarters
GM icon
106
General Motors
GM
$73.7B
$177M 0.18%
4,315,518
+90,161
+2% +$3.91M
2013 Q2
18 quarters
OXY icon
107
Occidental Petroleum
OXY
$61.6B
$175M 0.17%
2,376,720
+207,440
+10% +$14.1M
2013 Q2
18 quarters
COF icon
108
Capital One
COF
$122B
$175M 0.17%
1,757,265
+96,297
+6% +$8.79M
2013 Q2
18 quarters
AFL icon
109
Aflac
AFL
$58.4B
$173M 0.17%
3,940,914
-54,596
-1% -$2.33M
2013 Q2
18 quarters
TWX
110
DELISTED
Time Warner Inc
TWX
$171M 0.17%
1,873,674
-97,862
-5% -$9.25M
2013 Q2
18 quarters
CME icon
111
CME Group
CME
$100B
$169M 0.17%
1,159,696
+56,618
+5% +$8.06M
2013 Q2
18 quarters
LYB icon
112
LyondellBasell Industries
LYB
$19.4B
$169M 0.17%
1,533,877
+111,690
+8% +$11.6M
2013 Q2
18 quarters
DUK icon
113
Duke Energy
DUK
$92.2B
$167M 0.17%
1,979,979
+117,747
+6% +$10.3M
2013 Q2
18 quarters
MCO icon
114
Moody's
MCO
$80.4B
$164M 0.16%
1,114,278
-85,168
-7% -$12.5M
2013 Q2
18 quarters
NVS icon
115
Novartis
NVS
$271B
$162M 0.16%
2,153,544
+235,096
+12% +$17.7M
2013 Q2
18 quarters
ALL icon
116
Allstate
ALL
$59.8B
$161M 0.16%
1,534,041
+52,873
+4% +$5.21M
2013 Q2
18 quarters
CB icon
117
Chubb
CB
$134B
$159M 0.16%
1,091,179
+50,875
+5% +$7.6M
2013 Q2
18 quarters
INTU icon
118
Intuit
INTU
$80.6B
$159M 0.16%
1,009,560
-88,958
-8% -$13.6M
2013 Q2
18 quarters
PSX icon
119
Phillips 66
PSX
$117B
$159M 0.16%
1,569,777
+70,662
+5% +$6.72M
2013 Q2
18 quarters
SLB icon
120
SLB Ltd
SLB
$72.4B
$157M 0.16%
2,334,393
-28,098
-1% -$1.82M
2013 Q2
18 quarters
MPC icon
121
Marathon Petroleum
MPC
$134B
$157M 0.16%
2,378,438
+57,677
+2% +$3.53M
2013 Q2
18 quarters
DHR icon
122
Danaher
DHR
$157B
$155M 0.16%
1,889,452
+70,651
+4% +$5.74M
2013 Q2
18 quarters
DE icon
123
Deere & Co
DE
$175B
$154M 0.15%
980,962
+6,302
+0.6% +$882K
2013 Q2
18 quarters
PRU icon
124
Prudential Financial
PRU
$39.1B
$153M 0.15%
1,332,611
+16,870
+1% +$1.89M
2013 Q2
18 quarters
PX icon
125
DELISTED
Praxair Inc
PX
$153M 0.15%
989,566
+10,614
+1% +$1.57M
2013 Q2
18 quarters
3 4
5
6 7

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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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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.