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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
TSN icon
176
Tyson Foods
TSN
$19.5B
$114M 0.11%
1,404,301
+120,901
+9% +$9.25M
SO icon
177
Southern Company
SO
$102B
$113M 0.11%
2,355,571
+94,466
+4% +$4.81M
PEG icon
178
Public Service Enterprise Group
PEG
$36.4B
$112M 0.11%
2,183,765
+157,599
+8% +$7.94M
IP icon
179
International Paper
IP
$20.9B
$111M 0.11%
2,023,969
+29,778
+1% +$1.6M
MON
180
DELISTED
Monsanto Co
MON
$110M 0.11%
939,864
+13,750
+1% +$1.64M
MAR icon
181
Marriott International
MAR
$91.6B
$109M 0.11%
804,634
+16,833
+2% +$2.07M
TSM icon
182
TSMC
TSM
$2.19T
$109M 0.11%
2,748,731
+488,991
+22% +$19.8M
WM icon
183
Waste Management
WM
$87.4B
$109M 0.11%
1,258,721
+54,565
+5% +$4.44M
CMI icon
184
Cummins
CMI
$77.6B
$108M 0.11%
613,557
+4,267
+0.7% +$730K
LUV icon
185
Southwest Airlines
LUV
$19.5B
$108M 0.11%
1,650,955
+65,889
+4% +$3.87M
RF icon
186
Regions Financial
RF
$25.8B
$108M 0.11%
6,251,480
+35,242
+0.6% +$564K
EFA icon
187
iShares MSCI EAFE ETF
EFA
$79.6B
$108M 0.11%
1,532,883
+306,500
+25% +$21.3M
BAX icon
188
Baxter International
BAX
$13.4B
$107M 0.11%
1,647,914
-18,832
-1% -$1.21M
SHY icon
189
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$106M 0.11%
1,261,160
+4,274
+0.3% +$360K
EL icon
190
Estee Lauder
EL
$37.3B
$106M 0.11%
829,180
+69,509
+9% +$8.35M
MTD icon
191
Mettler-Toledo International
MTD
$28B
$105M 0.1%
169,500
-12,664
-7% -$8.1M
XLE icon
192
State Street Energy Select Sector SPDR ETF
XLE
$41.1B
$105M 0.1%
2,905,706
+2,899,858
+49,587% +$99.8M
FITB
193
Fifth Third Bancorp
FITB
$49.5B
$103M 0.1%
3,407,654
+147,784
+5% +$4.31M
HCA icon
194
HCA Healthcare
HCA
$90.6B
$103M 0.1%
1,173,015
-173,756
-13% -$14M
LRCX icon
195
Lam Research
LRCX
$383B
$102M 0.1%
5,539,070
+751,840
+16% +$14.8M
BTI icon
196
British American Tobacco
BTI
$121B
$99.9M 0.1%
1,491,523
-15,402
-1% -$1M
D icon
197
Dominion Energy
D
$57.6B
$98.8M 0.1%
1,219,236
+64,289
+6% +$5.21M
ETN icon
198
Eaton
ETN
$157B
$97.2M 0.1%
1,230,184
+34,836
+3% +$2.71M
F icon
199
Ford
F
$55.3B
$96.8M 0.1%
7,747,879
+1,056,415
+16% +$13M
AZO icon
200
AutoZone
AZO
$47.9B
$96.8M 0.1%
136,019
-9,385
-6% -$6M
6 7
8
9 10

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AF
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MCM
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PSUF
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IA
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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.