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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
-0.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$101B
AUM Growth
+$1.11B
Cap. Flow
+$2.3B
Cap. Flow %
2.27%
Top 10 Hldgs %
14.95%
Holding
4,054
New
150
Increased
2,408
Reduced
1,340
Closed
123

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$137M
2
T icon
AT&T
T
+$46.3M
3
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$41.8M
4
GSK icon
GSK
GSK
+$40.6M
5
PM icon
Philip Morris
PM
+$40.2M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$115M
2
MUFG icon
Mitsubishi UFJ Financial
MUFG
+$62.2M
3
TXN icon
Texas Instruments
TXN
+$43.9M
4
UPS icon
United Parcel Service
UPS
+$43M
5
XOM icon
ExxonMobil
XOM
+$41.8M

Sector Composition

Rank Sector Weight
1 Financials 15.27%
2 Technology 13.89%
3 Healthcare 11.08%
4 Industrials 8.76%
5 Consumer Discretionary 8.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LNC icon
226
Lincoln National
LNC
$7.91B
$85.7M 0.08%
1,172,614
+24,783
+2% +$1.94M
EFA icon
227
iShares MSCI EAFE ETF
EFA
$76.4B
$85.6M 0.08%
1,228,772
-304,111
-20% -$21.7M
MSCI icon
228
MSCI
MSCI
$40B
$85.5M 0.08%
572,073
-41,853
-7% -$6M
LUMN icon
229
Lumen
LUMN
$6.53B
$85M 0.08%
5,175,134
+548,639
+12% +$9.52M
DEO icon
230
Diageo
DEO
$46.2B
$84.8M 0.08%
626,513
+71,456
+13% +$9.94M
LEA icon
231
Lear
LEA
$7.19B
$84.8M 0.08%
638,738
+189,191
+42% +$35.6M
KHC icon
232
Kraft Heinz
KHC
$30.4B
$84.7M 0.08%
1,359,811
-127,375
-9% -$9.12M
KEY icon
233
KeyCorp
KEY
$24.3B
$84.6M 0.08%
4,327,643
+6,790
+0.2% +$142K
FE icon
234
FirstEnergy
FE
$28.9B
$84.5M 0.08%
2,484,330
+253,086
+11% +$8.13M
F icon
235
Ford
F
$57.3B
$83.3M 0.08%
7,522,000
-225,879
-3% -$2.55M
UAL icon
236
United Airlines
UAL
$38.4B
$83M 0.08%
1,195,457
+109,175
+10% +$7.54M
ETR icon
237
Entergy
ETR
$54.1B
$83M 0.08%
2,107,180
-24,854
-1% -$961K
MSI icon
238
Motorola Solutions
MSI
$69.4B
$82.8M 0.08%
786,547
+43,478
+6% +$4.44M
MCHP icon
239
Microchip Technology
MCHP
$42.8B
$82.8M 0.08%
1,812,688
-46,518
-3% -$2.14M
OMC icon
240
Omnicom Group
OMC
$22.7B
$82.5M 0.08%
1,134,877
-41,332
-4% -$3.1M
ADSK icon
241
Autodesk
ADSK
$44.3B
$82.2M 0.08%
654,526
-51,620
-7% -$6.15M
FIS icon
242
Fidelity National Information Services
FIS
$21.5B
$82M 0.08%
851,252
+28,638
+3% +$2.81M
PLD icon
243
Prologis
PLD
$138B
$81.7M 0.08%
1,297,226
+53,756
+4% +$3.34M
AZN icon
244
AstraZeneca
AZN
$263B
$81.6M 0.08%
1,161,090
+137,764
+13% +$9.54M
EG icon
245
Everest Group
EG
$15.2B
$80.4M 0.08%
313,215
+1,382
+0.4% +$332K
VOYA icon
246
Voya Financial
VOYA
$8.94B
$79.7M 0.08%
1,578,113
-124,988
-7% -$6.46M
APH icon
247
Amphenol
APH
$188B
$79.4M 0.08%
3,688,052
+35,716
+1% +$804K
SWK icon
248
Stanley Black & Decker
SWK
$14.2B
$79.4M 0.08%
518,102
+8,782
+2% +$1.43M
PPG icon
249
PPG Industries
PPG
$25.9B
$78.5M 0.08%
703,710
+48,476
+7% +$5.6M
EW icon
250
Edwards Lifesciences
EW
$47.6B
$78.3M 0.08%
1,683,939
+80,757
+5% +$3.51M
8 9
10
11 12

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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 Q1 2018 Portfolio in Review

As of Q1 2018, Parametric Portfolio Associates held 4,054 positions worth $101B, up 1.1% from $100B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q1 2018 filing shows 150 new, 2,408 increased, 1,340 reduced and 123 closed positions. Its largest new stake was VanEck JP Morgan EM Local Currency Bond ETF: 978,412 shares worth $38.4M. The largest sale was Vanguard S&P 500 ETF, an estimated $115M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2018 buy was VanEck JP Morgan EM Local Currency Bond ETF: 978,412 shares worth $38.4M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $137M increase.
  • Parametric Portfolio Associates's biggest Q1 2018 reduction was Vanguard S&P 500 ETF, cutting an estimated $115M.
  • Parametric Portfolio Associates fully exited Mitsubishi UFJ Financial in Q1 2018, selling an estimated $62.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $101B portfolio in Q1 2018.
  • Parametric Portfolio Associates opened 150 new positions and closed 123 in Q1 2018.
  • Parametric Portfolio Associates's portfolio value rose 1.1% quarter-over-quarter to $101B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2018, filed 14 May 2018.