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
SAP icon
201
SAP
SAP
$254B
$95.6M 0.1%
850,471
+126,947
+18% +$14.4M
2013 Q2
18 quarters
GWW icon
202
W.W. Grainger
GWW
$62.7B
$94.7M 0.09%
400,930
+50,533
+14% +$10.5M
2013 Q2
18 quarters
ED icon
203
Consolidated Edison
ED
$40.5B
$94.6M 0.09%
1,113,599
+4,129
+0.4% +$355K
2013 Q2
18 quarters
COR icon
204
Cencora
COR
$64.2B
$94.2M 0.09%
1,025,650
-50,293
-5% -$4.16M
2013 Q2
18 quarters
BBY icon
205
Best Buy
BBY
$18.7B
$93.7M 0.09%
1,368,738
-27,594
-2% -$1.63M
2013 Q2
18 quarters
TM icon
206
Toyota
TM
$222B
$92.8M 0.09%
729,890
+41,974
+6% +$5.23M
2013 Q2
18 quarters
TFC icon
207
Truist Financial
TFC
$55.7B
$90.9M 0.09%
1,828,072
+94,803
+5% +$4.58M
2013 Q2
18 quarters
GIS icon
208
General Mills
GIS
$17.2B
$89.3M 0.09%
1,506,995
-6,184
-0.4% -$334K
2013 Q2
18 quarters
APD icon
209
Air Products & Chemicals
APD
$65.1B
$89.2M 0.09%
543,458
+46,853
+9% +$7.46M
2013 Q2
18 quarters
CLX icon
210
Clorox
CLX
$10.3B
$88.5M 0.09%
595,221
+58,581
+11% +$7.97M
2013 Q2
18 quarters
LNC icon
211
Lincoln National
LNC
$7.7B
$88.2M 0.09%
1,147,831
+20,516
+2% +$1.55M
2013 Q2
18 quarters
BAP icon
212
Credicorp
BAP
$30.5B
$88.1M 0.09%
424,781
+380,146
+852% +$78.8M
2013 Q2
18 quarters
WDC icon
213
Western Digital
WDC
$136B
$87.7M 0.09%
1,459,196
+191,110
+15% +$12.3M
2013 Q2
18 quarters
KEY icon
214
KeyCorp
KEY
$21.1B
$87.2M 0.09%
4,320,853
+27,946
+0.7% +$527K
2013 Q2
18 quarters
ASML icon
215
ASML
ASML
$634B
$87.1M 0.09%
501,210
-14,096
-3% -$2.49M
2013 Q2
18 quarters
ETR icon
216
Entergy
ETR
$49.9B
$86.8M 0.09%
2,132,034
+173,680
+9% +$7.28M
2013 Q2
18 quarters
SYF icon
217
Synchrony
SYF
$23.3B
$86.6M 0.09%
2,241,954
+177,409
+9% +$6.07M
2014 Q3
13 quarters
SWK icon
218
Stanley Black & Decker
SWK
$13.6B
$86.4M 0.09%
509,320
-2,360
-0.5% -$386K
2013 Q2
18 quarters
FCX icon
219
Freeport-McMoran
FCX
$100B
$86M 0.09%
4,535,485
-29,966
-0.7% -$452K
2013 Q2
18 quarters
OMC icon
220
Omnicom Group
OMC
$21.5B
$85.7M 0.09%
1,176,209
-28,176
-2% -$2.02M
2013 Q2
18 quarters
MCK icon
221
McKesson
MCK
$114B
$85.3M 0.09%
546,707
+11,968
+2% +$1.77M
2013 Q2
18 quarters
BABA icon
222
Alibaba
BABA
$277B
$84.3M 0.08%
489,166
+88,584
+22% +$15.9M
2014 Q3
13 quarters
VOYA icon
223
Voya Financial
VOYA
$8.62B
$84.3M 0.08%
1,703,101
+44,612
+3% +$1.92M
2013 Q3
17 quarters
ROP icon
224
Roper Technologies
ROP
$36.9B
$83.6M 0.08%
322,862
+9,060
+3% +$2.33M
2013 Q2
18 quarters
PGR icon
225
Progressive
PGR
$124B
$82.5M 0.08%
1,465,476
+183,379
+14% +$9.49M
2013 Q2
18 quarters
7 8
9
10 11

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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.