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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
Avg Time Held Equity + Options
12.4 quarters
Top 10 Avg Time Held Equity + Options
12.5 quarters
Top 20 Avg Time Held Equity + Options
9.9 quarters
Avg Time Held Equity only
12.4 quarters
Top 10 Avg Time Held Equity only
12.5 quarters
Top 20 Avg Time Held Equity only
9.9 quarters

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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$1.05T
$2.52B 2.51%
10,255,628
+486,310
+5% +$116M
2013 Q2
18 quarters
AAPL icon
2
Apple
AAPL
$4.96T
$2.14B 2.14%
50,621,820
+2,185,540
+5% +$91.3M
2013 Q2
18 quarters
IVV icon
3
iShares Core S&P 500 ETF
IVV
$896B
$2.08B 2.08%
7,747,175
+1,593,138
+26% +$417M
2013 Q2
18 quarters
MSFT icon
4
Microsoft
MSFT
$4.01T
$1.75B 1.74%
20,447,894
+924,988
+5% +$75.9M
2013 Q2
18 quarters
META icon
5
Meta Platforms (Facebook)
META
$1.9T
$1.2B 1.2%
6,813,952
+406,342
+6% +$71.8M
2013 Q2
18 quarters
JNJ icon
6
Johnson & Johnson
JNJ
$636B
$1.16B 1.16%
8,316,005
+289,353
+4% +$40.3M
2013 Q2
18 quarters
JPM icon
7
JPMorgan Chase
JPM
$889B
$1.14B 1.14%
10,682,866
+605,861
+6% +$61.3M
2013 Q2
18 quarters
AMZN icon
8
Amazon
AMZN
$2.8T
$1.13B 1.13%
19,327,620
+1,104,180
+6% +$60.8M
2013 Q2
18 quarters
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.31T
$919M 0.92%
17,447,740
+1,768,120
+11% +$91.3M
2015 Q4
8 quarters
XOM icon
10
ExxonMobil
XOM
$706B
$851M 0.85%
10,171,108
+782,410
+8% +$64.7M
2013 Q2
18 quarters
BAC icon
11
Bank of America
BAC
$381B
$819M 0.82%
27,751,485
+2,094,024
+8% +$57.7M
2013 Q2
18 quarters
UNH icon
12
UnitedHealth
UNH
$339B
$818M 0.82%
3,710,408
+54,959
+2% +$11.6M
2013 Q2
18 quarters
WFC icon
13
Wells Fargo
WFC
$252B
$773M 0.77%
12,736,397
+2,030,448
+19% +$115M
2013 Q2
18 quarters
PFE icon
14
Pfizer
PFE
$162B
$705M 0.7%
20,526,893
+1,085,511
+6% +$37M
2013 Q2
18 quarters
INTC icon
15
Intel
INTC
$534B
$701M 0.7%
15,177,742
+1,115,156
+8% +$48.7M
2013 Q2
18 quarters
BRK.B icon
16
Berkshire Hathaway Class B
BRK.B
$1.11T
$696M 0.69%
3,512,566
+268,881
+8% +$51.1M
2013 Q2
18 quarters
CVX icon
17
Chevron
CVX
$422B
$694M 0.69%
5,542,419
+238,040
+4% +$28.2M
2013 Q2
18 quarters
GOOG icon
18
Alphabet (Google) Class C
GOOG
$4.27T
$665M 0.66%
12,709,140
+735,820
+6% +$37.5M
2013 Q2
18 quarters
HD icon
19
Home Depot
HD
$291B
$654M 0.65%
3,450,684
+187,570
+6% +$32.4M
2013 Q2
18 quarters
C icon
20
Citigroup
C
$221B
$645M 0.64%
8,670,431
+824,852
+11% +$61M
2013 Q2
18 quarters
V icon
21
Visa
V
$733B
$635M 0.63%
5,569,907
+346,220
+7% +$38.2M
2013 Q2
18 quarters
PG icon
22
Procter & Gamble
PG
$355B
$631M 0.63%
6,865,535
+263,748
+4% +$23.7M
2013 Q2
18 quarters
T icon
23
AT&T
T
$154B
$604M 0.6%
20,554,940
-467,446
-2% -$12.8M
2013 Q2
18 quarters
SPY icon
24
State Street SPDR S&P 500 ETF Trust
SPY
$821B
$565M 0.56%
2,115,617
+28,585
+1% +$7.43M
2013 Q2
18 quarters
CSCO icon
25
Cisco
CSCO
$455B
$545M 0.54%
14,226,914
+439,726
+3% +$15.7M
2013 Q2
18 quarters
1
2 3 4 5

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AF
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MCM
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PSUF
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IA
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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.