PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B Turnover 10.22%
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
3.1 years
Top 10 Avg Time Held Equity + Options
3.1 years
Top 20 Avg Time Held Equity + Options
2.5 years
Avg Time Held Equity only
3.1 years
Top 10 Avg Time Held Equity only
3.1 years
Top 20 Avg Time Held Equity only
2.5 years

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
ECL icon
151
Ecolab
ECL
$80.4B
$132M 0.13%
980,774
+9,021
+0.9% +$1.2M
2013 Q2
18 quarters
TGT icon
152
Target
TGT
$69.6B
$130M 0.13%
1,997,087
-36,622
-2% -$2.21M
2013 Q2
18 quarters
CCI icon
153
Crown Castle
CCI
$33.7B
$130M 0.13%
1,170,915
+26,617
+2% +$2.87M
2013 Q2
18 quarters
ROST icon
154
Ross Stores
ROST
$73B
$129M 0.13%
1,610,523
+137,278
+9% +$9.6M
2013 Q2
18 quarters
BP icon
155
BP
BP
$126B
$129M 0.13%
3,343,981
+44,237
+1% +$1.6M
2013 Q2
18 quarters
HAL icon
156
Halliburton
HAL
$27.3B
$128M 0.13%
2,616,946
+331,653
+15% +$14.6M
2013 Q2
18 quarters
EBAY icon
157
eBay
EBAY
$51.7B
$127M 0.13%
3,363,491
+186,391
+6% +$6.92M
2013 Q2
18 quarters
SPG icon
158
Simon Property Group
SPG
$64.4B
$125M 0.12%
728,471
+22,500
+3% +$3.65M
2013 Q2
18 quarters
AMP icon
159
Ameriprise Financial
AMP
$43.6B
$125M 0.12%
737,308
+45,574
+7% +$7.3M
2013 Q2
18 quarters
CTSH icon
160
Cognizant
CTSH
$28.1B
$124M 0.12%
1,743,803
+19,789
+1% +$1.45M
2013 Q2
18 quarters
HSBC icon
161
HSBC
HSBC
$320B
$123M 0.12%
2,599,455
+39,829
+2% +$1.8M
2013 Q2
18 quarters
ZTS icon
162
Zoetis
ZTS
$31.2B
$123M 0.12%
1,701,910
+111,116
+7% +$7.63M
2013 Q2
18 quarters
EA icon
163
DELISTED
Electronic Arts
EA
$122M 0.12%
1,164,810
+123,886
+12% +$13.8M
2013 Q2
18 quarters
SJM icon
164
J.M. Smucker
SJM
$13B
$122M 0.12%
981,900
-85,132
-8% -$9.46M
2013 Q2
18 quarters
NSC icon
165
Norfolk Southern
NSC
$72.2B
$122M 0.12%
841,126
+16,093
+2% +$2.16M
2013 Q2
18 quarters
SYK icon
166
Stryker
SYK
$107B
$122M 0.12%
786,427
+47,140
+6% +$7.19M
2013 Q2
18 quarters
GD icon
167
General Dynamics
GD
$90.7B
$120M 0.12%
590,444
+43,617
+8% +$8.91M
2013 Q2
18 quarters
ADI icon
168
Analog Devices
ADI
$196B
$119M 0.12%
1,337,728
-62,298
-4% -$5.52M
2013 Q2
18 quarters
ATVI
169
DELISTED
Activision Blizzard
ATVI
$119M 0.12%
1,878,683
+178,380
+10% +$11.3M
2013 Q2
18 quarters
VWO icon
170
Vanguard FTSE Emerging Markets ETF
VWO
$124B
$119M 0.12%
2,586,200
+4,116
+0.2% +$184K
2013 Q2
18 quarters
EQIX icon
171
Equinix
EQIX
$98.3B
$118M 0.12%
259,411
+24,052
+10% +$11.1M
2013 Q2
18 quarters
KHC icon
172
The Kraft Heinz Company
KHC
$27B
$116M 0.12%
1,487,186
+40,122
+3% +$3.15M
2015 Q3
9 quarters
TFCFA
173
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$115M 0.11%
3,324,537
+370,010
+13% +$11M
2013 Q3
17 quarters
AEP icon
174
American Electric Power
AEP
$68.8B
$114M 0.11%
1,555,665
+28,292
+2% +$2.11M
2013 Q2
18 quarters
ISRG icon
175
Intuitive Surgical
ISRG
$147B
$114M 0.11%
935,889
+1,860
+0.2% +$233K
2013 Q2
18 quarters
5 6
7
8 9

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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.