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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
PNC icon
76
PNC Financial Services
PNC
$100B
$216M 0.21%
1,431,093
+73,796
+5% +$11.5M
CRM icon
77
Salesforce
CRM
$134B
$216M 0.21%
1,858,394
-134,166
-7% -$15.4M
RTN
78
DELISTED
Raytheon Company
RTN
$216M 0.21%
1,000,529
+24,636
+3% +$5.1M
LMT icon
79
Lockheed Martin
LMT
$134B
$215M 0.21%
636,842
+22,781
+4% +$7.75M
ITW icon
80
Illinois Tool Works
ITW
$81.4B
$215M 0.21%
1,370,955
-82,936
-6% -$13.8M
MDT icon
81
Medtronic
MDT
$107B
$214M 0.21%
2,665,907
+70,144
+3% +$5.79M
TJX icon
82
TJX Companies
TJX
$170B
$212M 0.21%
5,201,944
+168,904
+3% +$6.68M
IWF icon
83
iShares Russell 1000 Growth ETF
IWF
$122B
$210M 0.21%
6,167,868
+455,320
+8% +$16M
AXP icon
84
American Express
AXP
$223B
$209M 0.21%
2,243,509
+38,635
+2% +$3.74M
COP icon
85
ConocoPhillips
COP
$147B
$209M 0.21%
3,526,252
-8,561
-0.2% -$484K
MS icon
86
Morgan Stanley
MS
$337B
$208M 0.2%
3,847,360
-76,186
-2% -$4.22M
BIIB icon
87
Biogen
BIIB
$29.9B
$203M 0.2%
742,285
-49,656
-6% -$15.4M
TMO icon
88
Thermo Fisher Scientific
TMO
$211B
$201M 0.2%
974,490
+21,887
+2% +$4.59M
TWX
89
DELISTED
Time Warner Inc
TWX
$198M 0.2%
2,092,473
+218,799
+12% +$20.6M
AVGO icon
90
Broadcom
AVGO
$1.82T
$197M 0.19%
8,376,460
-177,050
-2% -$4.46M
AET
91
DELISTED
Aetna Inc
AET
$195M 0.19%
1,153,170
+17,584
+2% +$3.16M
MU icon
92
Micron Technology
MU
$1.04T
$192M 0.19%
3,688,735
+6,074
+0.2% +$291K
FDX icon
93
FedEx
FDX
$74.5B
$192M 0.19%
799,867
+23,084
+3% +$5.84M
NEE icon
94
NextEra Energy
NEE
$187B
$192M 0.19%
4,690,976
+73,364
+2% +$2.83M
RDS.A
95
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$191M 0.19%
2,994,776
+241,360
+9% +$15.9M
CME icon
96
CME Group
CME
$92.2B
$190M 0.19%
1,176,747
+17,051
+1% +$2.71M
SBUX icon
97
Starbucks
SBUX
$118B
$188M 0.19%
3,247,245
+3,722
+0.1% +$215K
DG icon
98
Dollar General
DG
$25.9B
$187M 0.18%
2,000,356
+74,381
+4% +$7.15M
GE icon
99
GE Aerospace
GE
$367B
$187M 0.18%
2,895,833
+151,195
+6% +$11.2M
MDLZ icon
100
Mondelez International
MDLZ
$77.7B
$187M 0.18%
4,472,923
+269,220
+6% +$11.7M
2 3
4
5 6

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MCM
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PSUF
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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.