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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
DUK icon
126
Duke Energy
DUK
$102B
$152M 0.15%
1,967,099
-12,880
-0.7% -$996K
MRSH
127
Marsh
MRSH
$86.3B
$152M 0.15%
1,839,343
+76,925
+4% +$6.37M
EA icon
128
Electronic Arts
EA
$52.4B
$151M 0.15%
1,243,044
+78,234
+7% +$9.48M
DE icon
129
Deere & Co
DE
$170B
$150M 0.15%
967,508
-13,454
-1% -$2.18M
CB icon
130
Chubb
CB
$140B
$149M 0.15%
1,092,024
+845
+0.1% +$122K
SCHW
131
Charles Schwab
SCHW
$177B
$149M 0.15%
2,847,859
-23,403
-0.8% -$1.25M
ALL icon
132
Allstate
ALL
$66.9B
$148M 0.15%
1,556,454
+22,413
+1% +$2.17M
PX
133
DELISTED
Praxair Inc
PX
$147M 0.15%
1,019,371
+29,805
+3% +$4.64M
CI icon
134
Cigna
CI
$76.6B
$146M 0.14%
871,256
-11,714
-1% -$2.28M
OXY icon
135
Occidental Petroleum
OXY
$57B
$146M 0.14%
2,245,964
-130,756
-6% -$9.15M
STZ icon
136
Constellation Brands
STZ
$22.2B
$145M 0.14%
637,057
-1,371
-0.2% -$302K
EMR icon
137
Emerson Electric
EMR
$82.9B
$145M 0.14%
2,121,423
+41,856
+2% +$2.98M
STI
138
DELISTED
SunTrust Banks, Inc.
STI
$145M 0.14%
2,124,828
+57,190
+3% +$3.97M
PRU icon
139
Prudential Financial
PRU
$41.7B
$144M 0.14%
1,386,629
+54,018
+4% +$6.09M
ZTS icon
140
Zoetis
ZTS
$31.6B
$143M 0.14%
1,718,046
+16,136
+0.9% +$1.27M
KMB icon
141
Kimberly-Clark
KMB
$36.4B
$143M 0.14%
1,299,053
+115,601
+10% +$13.2M
CTSH icon
142
Cognizant
CTSH
$21.5B
$143M 0.14%
1,770,465
+26,662
+2% +$2.11M
WBA
143
DELISTED
Walgreens Boots Alliance
WBA
$141M 0.14%
2,155,735
+149,956
+7% +$10.7M
ICE icon
144
Intercontinental Exchange
ICE
$82.4B
$141M 0.14%
1,938,658
+63,741
+3% +$4.66M
BNY
145
Bank of New York Mellon
BNY
$108B
$140M 0.14%
2,713,342
+128,169
+5% +$7.13M
EBAY icon
146
eBay
EBAY
$48.6B
$140M 0.14%
3,472,637
+109,146
+3% +$4.52M
SYY icon
147
Sysco
SYY
$39.7B
$140M 0.14%
2,330,126
+134,566
+6% +$8.15M
GD icon
148
General Dynamics
GD
$105B
$139M 0.14%
628,992
+38,548
+7% +$8.38M
DFS
149
DELISTED
Discover Financial Services
DFS
$139M 0.14%
1,929,963
+28,861
+2% +$2.23M
TSM icon
150
TSMC
TSM
$2.09T
$137M 0.14%
3,132,547
+383,816
+14% +$16.7M
4 5
6
7 8

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AF
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MCM
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PSUF
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IA
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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.