We are live on ! Find out more
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
NVDA icon
51
NVIDIA
NVDA
$5.01T
$311M 0.31%
53,692,280
+2,226,640
+4% +$13.1M
ABT icon
52
Abbott
ABT
$180B
$307M 0.3%
5,118,565
-32,099
-0.6% -$1.93M
NKE icon
53
Nike
NKE
$61.9B
$306M 0.3%
4,612,342
+65,901
+1% +$4.35M
BKNG icon
54
Booking.com
BKNG
$138B
$300M 0.3%
3,605,600
+162,875
+5% +$12.8M
AGG icon
55
iShares Core US Aggregate Bond ETF
AGG
$138B
$299M 0.29%
2,786,792
+28,017
+1% +$3.01M
RTX icon
56
RTX Corp
RTX
$287B
$295M 0.29%
3,730,263
+56,284
+2% +$4.65M
MO icon
57
Altria Group
MO
$122B
$291M 0.29%
4,664,880
+52,209
+1% +$3.46M
HON icon
58
Honeywell
HON
$77.1B
$280M 0.28%
2,145,127
+34,932
+2% +$4.83M
COST icon
59
Costco
COST
$415B
$268M 0.26%
1,422,368
+6,536
+0.5% +$1.23M
PYPL icon
60
PayPal
PYPL
$49.5B
$264M 0.26%
3,480,247
-8,037
-0.2% -$637K
BDX icon
61
Becton Dickinson
BDX
$43.1B
$263M 0.26%
1,243,993
-184,665
-13% -$40.4M
ELV icon
62
Elevance Health
ELV
$81.9B
$258M 0.25%
1,174,665
-680
-0.1% -$160K
BMY icon
63
Bristol-Myers Squibb
BMY
$127B
$249M 0.25%
3,938,037
+231,812
+6% +$14.9M
ACN icon
64
Accenture
ACN
$89.9B
$245M 0.24%
1,593,255
+64,211
+4% +$10.2M
GS icon
65
Goldman Sachs
GS
$313B
$240M 0.24%
954,537
+5,583
+0.6% +$1.45M
UPS icon
66
United Parcel Service
UPS
$97.6B
$237M 0.23%
2,268,655
-371,807
-14% -$43M
USB icon
67
US Bancorp
USB
$99.6B
$234M 0.23%
4,640,329
+48,128
+1% +$2.63M
CAT icon
68
Caterpillar
CAT
$409B
$231M 0.23%
1,568,445
-29,752
-2% -$4.7M
TRV icon
69
Travelers Companies
TRV
$80.8B
$228M 0.23%
1,642,528
+3,943
+0.2% +$551K
CL icon
70
Colgate-Palmolive
CL
$72.6B
$228M 0.22%
3,180,220
+105,747
+3% +$7.61M
CVS icon
71
CVS Health
CVS
$137B
$225M 0.22%
3,615,881
-2,693
-0.1% -$193K
VLO icon
72
Valero Energy
VLO
$89.8B
$224M 0.22%
2,419,787
+94,497
+4% +$8.82M
NOC icon
73
Northrop Grumman
NOC
$77B
$221M 0.22%
633,258
-1,383
-0.2% -$463K
AMAT icon
74
Applied Materials
AMAT
$426B
$220M 0.22%
3,954,899
+315,974
+9% +$17.6M
QCOM icon
75
Qualcomm
QCOM
$176B
$219M 0.22%
3,958,471
-156,014
-4% -$9.94M
1 2
3
4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.