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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
MU icon
126
Micron Technology
MU
$1.08T
$151M 0.15%
3,682,661
+299,563
+9% +$12.9M
2013 Q2
18 quarters
MET icon
127
MetLife
MET
$64B
$148M 0.15%
2,931,858
+169,665
+6% +$8.94M
2013 Q2
18 quarters
AMT icon
128
American Tower
AMT
$83.6B
$148M 0.15%
1,038,996
+49,341
+5% +$7.04M
2013 Q2
18 quarters
HPQ icon
129
HP
HPQ
$27.6B
$148M 0.15%
7,021,583
+156,319
+2% +$3.32M
2013 Q2
18 quarters
SCHW icon
130
Charles Schwab
SCHW
$166B
$147M 0.15%
2,871,262
+142,101
+5% +$6.68M
2013 Q2
18 quarters
DFS icon
131
DELISTED
Discover Financial Services
DFS
$146M 0.15%
1,901,102
+43,763
+2% +$3.01M
2013 Q2
18 quarters
STZ icon
132
Constellation Brands
STZ
$21.5B
$146M 0.15%
638,428
-2,082
-0.3% -$450K
2013 Q2
18 quarters
WBA icon
133
DELISTED
Walgreens Boots Alliance
WBA
$146M 0.15%
2,005,779
-39,997
-2% -$2.82M
2013 Q2
18 quarters
EMR icon
134
Emerson Electric
EMR
$91.2B
$145M 0.14%
2,079,567
+74,788
+4% +$4.85M
2013 Q2
18 quarters
EXC icon
135
Exelon
EXC
$43.6B
$143M 0.14%
5,103,607
+113,178
+2% +$3.25M
2013 Q2
18 quarters
MRSH icon
136
Marsh
MRSH
$84.5B
$143M 0.14%
1,762,418
-30,306
-2% -$2.52M
2013 Q2
18 quarters
KMB icon
137
Kimberly-Clark
KMB
$32.7B
$143M 0.14%
1,183,452
+52,769
+5% +$6.15M
2013 Q2
18 quarters
BLK icon
138
Blackrock
BLK
$165B
$140M 0.14%
271,960
+3,385
+1% +$1.65M
2013 Q2
18 quarters
BNY icon
139
Bank of New York Mellon
BNY
$95.7B
$139M 0.14%
2,585,173
+250,884
+11% +$13.4M
2013 Q2
18 quarters
EOG icon
140
EOG Resources
EOG
$80.3B
$138M 0.14%
1,280,202
+134,132
+12% +$13.5M
2013 Q2
18 quarters
CSX icon
141
CSX Corp
CSX
$88.5B
$138M 0.14%
7,515,612
-410,559
-5% -$7.27M
2013 Q2
18 quarters
CHTR icon
142
Charter Communications
CHTR
$12.2B
$136M 0.14%
405,318
+10,825
+3% +$3.68M
2013 Q2
18 quarters
GLW icon
143
Corning
GLW
$128B
$135M 0.13%
4,210,040
+166,208
+4% +$5.23M
2013 Q2
18 quarters
SPGI icon
144
S&P Global
SPGI
$121B
$134M 0.13%
791,257
+104,379
+15% +$17M
2016 Q2
6 quarters
STI icon
145
DELISTED
SunTrust Banks, Inc.
STI
$134M 0.13%
2,067,638
+119,085
+6% +$7.27M
2013 Q2
18 quarters
SYY icon
146
Sysco
SYY
$38.9B
$133M 0.13%
2,195,560
+194,325
+10% +$11M
2013 Q2
18 quarters
ICE icon
147
Intercontinental Exchange
ICE
$87.8B
$132M 0.13%
1,874,917
+136,855
+8% +$9.4M
2013 Q2
18 quarters
ESRX
148
DELISTED
Express Scripts Holding Company
ESRX
$132M 0.13%
1,771,796
+220,270
+14% +$14.1M
2013 Q2
18 quarters
HUM icon
149
Humana
HUM
$50.5B
$132M 0.13%
531,995
+80,783
+18% +$19.9M
2013 Q2
18 quarters
DAL icon
150
Delta Air Lines
DAL
$52.4B
$132M 0.13%
2,354,894
-10,039
-0.4% -$524K
2013 Q2
18 quarters
4 5
6
7 8

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.