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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$1.03T
$2.52B 2.51%
10,255,628
+486,310
+5% +$116M
AAPL icon
2
Apple
AAPL
$4.59T
$2.14B 2.14%
50,621,820
+2,185,540
+5% +$91.3M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$900B
$2.08B 2.08%
7,747,175
+1,593,138
+26% +$417M
MSFT icon
4
Microsoft
MSFT
$3.75T
$1.75B 1.74%
20,447,894
+924,988
+5% +$75.9M
META icon
5
Meta Platforms (Facebook)
META
$1.45T
$1.2B 1.2%
6,813,952
+406,342
+6% +$71.8M
JNJ icon
6
Johnson & Johnson
JNJ
$640B
$1.16B 1.16%
8,316,005
+289,353
+4% +$40.3M
JPM icon
7
JPMorgan Chase
JPM
$942B
$1.14B 1.14%
10,682,866
+605,861
+6% +$61.3M
AMZN icon
8
Amazon
AMZN
$2.76T
$1.13B 1.13%
19,327,620
+1,104,180
+6% +$60.8M
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.17T
$919M 0.92%
17,447,740
+1,768,120
+11% +$91.3M
XOM icon
10
ExxonMobil
XOM
$643B
$851M 0.85%
10,171,108
+782,410
+8% +$64.7M
BAC icon
11
Bank of America
BAC
$428B
$819M 0.82%
27,751,485
+2,094,024
+8% +$57.7M
UNH icon
12
UnitedHealth
UNH
$355B
$818M 0.82%
3,710,408
+54,959
+2% +$11.6M
WFC icon
13
Wells Fargo
WFC
$257B
$773M 0.77%
12,736,397
+2,030,448
+19% +$115M
PFE icon
14
Pfizer
PFE
$160B
$705M 0.7%
20,526,893
+1,085,511
+6% +$37M
INTC icon
15
Intel
INTC
$487B
$701M 0.7%
15,177,742
+1,115,156
+8% +$48.7M
BRK.B icon
16
Berkshire Hathaway Class B
BRK.B
$1.08T
$696M 0.69%
3,512,566
+268,881
+8% +$51.1M
CVX icon
17
Chevron
CVX
$392B
$694M 0.69%
5,542,419
+238,040
+4% +$28.2M
GOOG icon
18
Alphabet (Google) Class C
GOOG
$4.13T
$665M 0.66%
12,709,140
+735,820
+6% +$37.5M
HD icon
19
Home Depot
HD
$328B
$654M 0.65%
3,450,684
+187,570
+6% +$32.4M
C icon
20
Citigroup
C
$223B
$645M 0.64%
8,670,431
+824,852
+11% +$61M
V icon
21
Visa
V
$709B
$635M 0.63%
5,569,907
+346,220
+7% +$38.2M
PG icon
22
Procter & Gamble
PG
$333B
$631M 0.63%
6,865,535
+263,748
+4% +$23.7M
T icon
23
AT&T
T
$174B
$604M 0.6%
20,554,940
-467,446
-2% -$12.8M
SPY icon
24
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$565M 0.56%
2,115,617
+28,585
+1% +$7.43M
CSCO icon
25
Cisco
CSCO
$442B
$545M 0.54%
14,226,914
+439,726
+3% +$15.7M
1
2 3 4 5

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MCM
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PSUF
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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.