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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
PG icon
26
Procter & Gamble
PG
$343B
$519M 0.51%
6,546,349
-319,186
-5% -$26.6M
IEFA icon
27
iShares Core MSCI EAFE ETF
IEFA
$186B
$512M 0.51%
7,774,776
+460,126
+6% +$30.9M
VZ icon
28
Verizon
VZ
$194B
$511M 0.5%
10,695,535
+779,677
+8% +$39.2M
PEP icon
29
PepsiCo
PEP
$186B
$506M 0.5%
4,631,614
+165,771
+4% +$18.9M
ORCL icon
30
Oracle
ORCL
$331B
$502M 0.5%
10,975,238
+33,416
+0.3% +$1.66M
MRK icon
31
Merck
MRK
$324B
$483M 0.48%
9,296,942
+729,919
+9% +$39.4M
BA icon
32
Boeing
BA
$165B
$480M 0.47%
1,463,746
-31,912
-2% -$10.8M
WMT icon
33
Walmart Inc
WMT
$871B
$478M 0.47%
16,122,084
+402,864
+3% +$13M
MMM icon
34
3M
MMM
$89B
$477M 0.47%
2,601,496
+19,804
+0.8% +$3.92M
PM icon
35
Philip Morris
PM
$301B
$443M 0.44%
4,455,445
+385,505
+9% +$40.2M
KO icon
36
Coca-Cola
KO
$354B
$441M 0.44%
10,163,399
+403,398
+4% +$18.1M
CMCSA icon
37
Comcast
CMCSA
$79.1B
$432M 0.43%
12,634,245
-702,431
-5% -$27.2M
IBM icon
38
IBM
IBM
$202B
$419M 0.41%
2,857,676
+94,480
+3% +$14.3M
AMGN icon
39
Amgen
AMGN
$203B
$408M 0.4%
2,395,675
+47,832
+2% +$8.78M
DIS icon
40
Walt Disney
DIS
$165B
$408M 0.4%
4,059,580
+164,070
+4% +$17.4M
MCD icon
41
McDonald's
MCD
$188B
$381M 0.38%
2,434,400
+67,649
+3% +$11.1M
DD icon
42
DuPont de Nemours
DD
$18.6B
$372M 0.37%
2,305,060
-45,922
-2% -$8.31M
ABBV icon
43
AbbVie
ABBV
$458B
$358M 0.35%
3,780,347
+100,105
+3% +$11M
IEMG icon
44
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$350M 0.35%
5,999,396
+225,570
+4% +$13.3M
TXN icon
45
Texas Instruments
TXN
$255B
$350M 0.34%
3,365,375
-405,734
-11% -$43.9M
ADBE icon
46
Adobe
ADBE
$89.5B
$338M 0.33%
1,564,885
-185
-0% -$37.6K
LOW icon
47
Lowe's Companies
LOW
$116B
$331M 0.33%
3,766,595
-43,902
-1% -$4.16M
UNP icon
48
Union Pacific
UNP
$183B
$317M 0.31%
2,357,342
+22,338
+1% +$3.01M
GILD icon
49
Gilead Sciences
GILD
$161B
$313M 0.31%
4,156,759
+271,674
+7% +$21.6M
NFLX icon
50
Netflix
NFLX
$292B
$311M 0.31%
10,544,710
+45,210
+0.4% +$1.23M
1
2
3 4 5

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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.