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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
ADP icon
101
Automatic Data Processing
ADP
$100B
$186M 0.18%
1,639,975
+14,397
+0.9% +$1.68M
STT icon
102
State Street
STT
$50.9B
$184M 0.18%
1,840,298
-82,812
-4% -$8.68M
INTU icon
103
Intuit
INTU
$81.1B
$180M 0.18%
1,037,415
+27,855
+3% +$4.69M
LLY icon
104
Eli Lilly
LLY
$1.07T
$179M 0.18%
2,319,732
-48,165
-2% -$3.88M
SHW icon
105
Sherwin-Williams
SHW
$78.3B
$179M 0.18%
1,368,825
+61,350
+5% +$8.36M
MPC icon
106
Marathon Petroleum
MPC
$90.3B
$179M 0.18%
2,446,580
+68,142
+3% +$4.69M
AFL icon
107
Aflac
AFL
$63.9B
$177M 0.17%
4,035,136
+94,222
+2% +$4.17M
COF icon
108
Capital One
COF
$124B
$174M 0.17%
1,820,130
+62,865
+4% +$6.26M
AIG icon
109
American International
AIG
$41.9B
$173M 0.17%
3,186,593
+14,749
+0.5% +$871K
SLB icon
110
SLB Ltd
SLB
$77.8B
$172M 0.17%
2,652,169
+317,776
+14% +$22.2M
DHR icon
111
Danaher
DHR
$135B
$171M 0.17%
1,974,909
+85,457
+5% +$7.48M
CELG
112
DELISTED
Celgene Corp
CELG
$168M 0.17%
1,882,364
-305,094
-14% -$29.3M
AMT icon
113
American Tower
AMT
$77.7B
$167M 0.16%
1,147,063
+108,067
+10% +$15.2M
MCO icon
114
Moody's
MCO
$81.7B
$166M 0.16%
1,031,659
-82,619
-7% -$13.4M
SPGI icon
115
S&P Global
SPGI
$126B
$163M 0.16%
854,401
+63,144
+8% +$11.7M
KR icon
116
Kroger
KR
$34.8B
$163M 0.16%
6,808,817
+295,905
+5% +$8.04M
LYB icon
117
LyondellBasell Industries
LYB
$19.5B
$163M 0.16%
1,540,629
+6,752
+0.4% +$755K
PSX icon
118
Phillips 66
PSX
$82.9B
$158M 0.16%
1,648,591
+78,814
+5% +$7.67M
GM icon
119
General Motors
GM
$74.7B
$157M 0.16%
4,327,414
+11,896
+0.3% +$483K
EXC icon
120
Exelon
EXC
$48.6B
$156M 0.15%
5,605,774
+502,167
+10% +$13.6M
BLK icon
121
Blackrock
BLK
$164B
$155M 0.15%
285,321
+13,361
+5% +$7.33M
TGT icon
122
Target
TGT
$62.1B
$153M 0.15%
2,209,943
+212,856
+11% +$15.5M
HUM icon
123
Humana
HUM
$46.7B
$153M 0.15%
570,329
+38,334
+7% +$10.4M
HPQ icon
124
HP
HPQ
$23.5B
$153M 0.15%
6,982,281
-39,302
-0.6% -$888K
NVS icon
125
Novartis
NVS
$295B
$152M 0.15%
2,104,352
-49,192
-2% -$3.74M
3 4
5
6 7

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AF
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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.