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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
CLX icon
251
Clorox
CLX
$11.6B
$78.2M 0.08%
587,561
-7,660
-1% -$1.03M
KDP icon
252
Keurig Dr Pepper
KDP
$40.4B
$78.2M 0.08%
660,618
-10,886
-2% -$1.21M
EMN icon
253
Eastman Chemical
EMN
$7.8B
$77.8M 0.08%
736,863
-24,820
-3% -$2.51M
MCK icon
254
McKesson
MCK
$98.5B
$77.5M 0.08%
550,023
+3,316
+0.6% +$517K
BTI icon
255
British American Tobacco
BTI
$132B
$77.4M 0.08%
1,342,491
-149,032
-10% -$9.37M
VFC icon
256
VF Corp
VFC
$6.68B
$77.4M 0.08%
1,108,899
+37,250
+3% +$2.69M
AON icon
257
Aon
AON
$77.3B
$77.2M 0.08%
550,211
+6,245
+1% +$875K
NVO
258
Novo Nordisk
NVO
$216B
$77.2M 0.08%
3,134,108
+106,386
+4% +$2.79M
PCG icon
259
PG&E
PCG
$47.8B
$76.1M 0.08%
1,732,018
+870,110
+101% +$36.9M
AMX icon
260
America Movil
AMX
$78.1B
$76M 0.08%
3,982,143
+137,115
+4% +$2.54M
FCX icon
261
Freeport-McMoran
FCX
$90B
$75.4M 0.07%
4,289,400
-246,085
-5% -$4.62M
GGG icon
262
Graco
GGG
$12.9B
$75.3M 0.07%
1,647,090
-61,930
-4% -$2.83M
DXC icon
263
DXC Technology
DXC
$1.63B
$75.2M 0.07%
864,457
-21,254
-2% -$1.86M
HIG icon
264
Hartford Financial Services
HIG
$38.5B
$74.4M 0.07%
1,444,994
+55,614
+4% +$3.04M
D icon
265
Dominion Energy
D
$62.5B
$74.4M 0.07%
1,103,927
-115,309
-9% -$8.51M
APC
266
DELISTED
Anadarko Petroleum
APC
$74.3M 0.07%
1,230,273
+59,010
+5% +$3.46M
TROW icon
267
T. Rowe Price
TROW
$25B
$73.9M 0.07%
684,560
+13,496
+2% +$1.5M
AAL icon
268
American Airlines Group
AAL
$9.58B
$73.8M 0.07%
1,420,686
+1,135
+0.1% +$60.8K
SBAC icon
269
SBA Communications
SBAC
$18.4B
$73.4M 0.07%
429,596
-10,267
-2% -$1.7M
FTV icon
270
Fortive
FTV
$19B
$72.4M 0.07%
1,480,645
+38,317
+3% +$1.82M
AZ
271
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$70.6M 0.07%
3,113,350
+217,362
+8% +$4.93M
SYF icon
272
Synchrony
SYF
$23.7B
$70.5M 0.07%
2,102,470
-139,484
-6% -$5.18M
VIAB
273
DELISTED
Viacom Inc. Class B
VIAB
$70.5M 0.07%
2,268,210
+112,690
+5% +$3.64M
WEC icon
274
WEC Energy
WEC
$37.7B
$70.4M 0.07%
1,123,002
+14,102
+1% +$875K
PH icon
275
Parker-Hannifin
PH
$125B
$69.9M 0.07%
408,803
+4,219
+1% +$799K
9 10
11
12 13

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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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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.