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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
MU icon
126
Micron Technology
MU
$1.05T
$151M 0.15%
3,682,661
+299,563
+9% +$12.9M
MET icon
127
MetLife
MET
$61.5B
$148M 0.15%
2,931,858
+169,665
+6% +$8.94M
AMT icon
128
American Tower
AMT
$82B
$148M 0.15%
1,038,996
+49,341
+5% +$7.04M
HPQ icon
129
HP
HPQ
$27.3B
$148M 0.15%
7,021,583
+156,319
+2% +$3.32M
SCHW
130
Charles Schwab
SCHW
$191B
$147M 0.15%
2,871,262
+142,101
+5% +$6.68M
DFS
131
DELISTED
Discover Financial Services
DFS
$146M 0.15%
1,901,102
+43,763
+2% +$3.01M
STZ icon
132
Constellation Brands
STZ
$22.4B
$146M 0.15%
638,428
-2,082
-0.3% -$450K
WBA
133
DELISTED
Walgreens Boots Alliance
WBA
$146M 0.15%
2,005,779
-39,997
-2% -$2.82M
EMR icon
134
Emerson Electric
EMR
$86.3B
$145M 0.14%
2,079,567
+74,788
+4% +$4.85M
EXC icon
135
Exelon
EXC
$45.3B
$143M 0.14%
5,103,607
+113,178
+2% +$3.25M
MRSH
136
Marsh
MRSH
$92.6B
$143M 0.14%
1,762,418
-30,306
-2% -$2.52M
KMB icon
137
Kimberly-Clark
KMB
$36.6B
$143M 0.14%
1,183,452
+52,769
+5% +$6.15M
BLK icon
138
Blackrock
BLK
$182B
$140M 0.14%
271,960
+3,385
+1% +$1.65M
BNY
139
Bank of New York Mellon
BNY
$110B
$139M 0.14%
2,585,173
+250,884
+11% +$13.4M
EOG icon
140
EOG Resources
EOG
$75.3B
$138M 0.14%
1,280,202
+134,132
+12% +$13.5M
CSX icon
141
CSX Corp
CSX
$94.6B
$138M 0.14%
7,515,612
-410,559
-5% -$7.27M
CHTR icon
142
Charter Communications
CHTR
$18.3B
$136M 0.14%
405,318
+10,825
+3% +$3.68M
GLW icon
143
Corning
GLW
$129B
$135M 0.13%
4,210,040
+166,208
+4% +$5.23M
SPGI icon
144
S&P Global
SPGI
$131B
$134M 0.13%
791,257
+104,379
+15% +$17M
STI
145
DELISTED
SunTrust Banks, Inc.
STI
$134M 0.13%
2,067,638
+119,085
+6% +$7.27M
SYY icon
146
Sysco
SYY
$39.2B
$133M 0.13%
2,195,560
+194,325
+10% +$11M
ICE icon
147
Intercontinental Exchange
ICE
$91.4B
$132M 0.13%
1,874,917
+136,855
+8% +$9.4M
ESRX
148
DELISTED
Express Scripts Holding Company
ESRX
$132M 0.13%
1,771,796
+220,270
+14% +$14.1M
HUM icon
149
Humana
HUM
$47B
$132M 0.13%
531,995
+80,783
+18% +$19.9M
DAL icon
150
Delta Air Lines
DAL
$52.9B
$132M 0.13%
2,354,894
-10,039
-0.4% -$524K
4 5
6
7 8

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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.