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
TSN icon
176
Tyson Foods
TSN
$19.1B
$114M 0.11%
1,404,301
+120,901
+9% +$9.25M
2013 Q2
18 quarters
SO icon
177
Southern Company
SO
$103B
$113M 0.11%
2,355,571
+94,466
+4% +$4.81M
2013 Q2
18 quarters
PEG icon
178
Public Service Enterprise Group
PEG
$35.1B
$112M 0.11%
2,183,765
+157,599
+8% +$7.94M
2013 Q2
18 quarters
IP icon
179
International Paper
IP
$16.8B
$111M 0.11%
2,023,969
+29,778
+1% +$1.6M
2013 Q2
18 quarters
MON
180
DELISTED
Monsanto Co
MON
$110M 0.11%
939,864
+13,750
+1% +$1.64M
2013 Q2
18 quarters
MAR icon
181
Marriott International
MAR
$97B
$109M 0.11%
804,634
+16,833
+2% +$2.07M
2013 Q2
18 quarters
TSM icon
182
TSMC
TSM
$2.23T
$109M 0.11%
2,748,731
+488,991
+22% +$19.8M
2013 Q2
18 quarters
WM icon
183
Waste Management
WM
$85.9B
$109M 0.11%
1,258,721
+54,565
+5% +$4.44M
2013 Q2
18 quarters
CMI icon
184
Cummins
CMI
$71.8B
$108M 0.11%
613,557
+4,267
+0.7% +$730K
2013 Q2
18 quarters
LUV icon
185
Southwest Airlines
LUV
$19.2B
$108M 0.11%
1,650,955
+65,889
+4% +$3.87M
2013 Q2
18 quarters
RF icon
186
Regions Financial
RF
$22.7B
$108M 0.11%
6,251,480
+35,242
+0.6% +$564K
2013 Q2
18 quarters
EFA icon
187
iShares MSCI EAFE ETF
EFA
$76.3B
$108M 0.11%
1,532,883
+306,500
+25% +$21.3M
2016 Q3
5 quarters
BAX icon
188
Baxter International
BAX
$12.8B
$107M 0.11%
1,647,914
-18,832
-1% -$1.21M
2013 Q2
18 quarters
SHY icon
189
iShares 1-3 Year Treasury Bond ETF
SHY
$26.8B
$106M 0.11%
1,261,160
+4,274
+0.3% +$360K
2014 Q4
12 quarters
EL icon
190
Estee Lauder
EL
$36.5B
$106M 0.11%
829,180
+69,509
+9% +$8.35M
2013 Q2
18 quarters
MTD icon
191
Mettler-Toledo International
MTD
$32.4B
$105M 0.1%
169,500
-12,664
-7% -$8.1M
2013 Q2
18 quarters
XLE icon
192
State Street Energy Select Sector SPDR ETF
XLE
$43.5B
$105M 0.1%
2,905,706
+2,899,858
+49,587% +$99.8M
2017 Q3
1 quarter
FITB icon
193
Fifth Third Bancorp
FITB
$44.8B
$103M 0.1%
3,407,654
+147,784
+5% +$4.31M
2013 Q2
18 quarters
HCA icon
194
HCA Healthcare
HCA
$102B
$103M 0.1%
1,173,015
-173,756
-13% -$14M
2013 Q2
18 quarters
LRCX icon
195
Lam Research
LRCX
$358B
$102M 0.1%
5,539,070
+751,840
+16% +$14.8M
2013 Q2
18 quarters
BTI icon
196
British American Tobacco
BTI
$122B
$99.9M 0.1%
1,491,523
-15,402
-1% -$1M
2013 Q2
18 quarters
D icon
197
Dominion Energy
D
$55.1B
$98.8M 0.1%
1,219,236
+64,289
+6% +$5.21M
2013 Q2
18 quarters
ETN icon
198
Eaton
ETN
$158B
$97.2M 0.1%
1,230,184
+34,836
+3% +$2.71M
2013 Q2
18 quarters
F icon
199
Ford
F
$47.7B
$96.8M 0.1%
7,747,879
+1,056,415
+16% +$13M
2013 Q2
18 quarters
AZO icon
200
AutoZone
AZO
$47B
$96.8M 0.1%
136,019
-9,385
-6% -$6M
2013 Q2
18 quarters
6 7
8
9 10

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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
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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.