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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
EOG icon
151
EOG Resources
EOG
$78B
$137M 0.14%
1,300,872
+20,670
+2% +$2.23M
CCI icon
152
Crown Castle
CCI
$32.7B
$136M 0.13%
1,238,619
+67,704
+6% +$7.35M
DAL icon
153
Delta Air Lines
DAL
$55.9B
$136M 0.13%
2,472,614
+117,720
+5% +$6.49M
CHTR icon
154
Charter Communications
CHTR
$14.7B
$135M 0.13%
434,034
+28,716
+7% +$10.1M
CSX icon
155
CSX Corp
CSX
$98.6B
$135M 0.13%
7,264,500
-251,112
-3% -$4.69M
SYK icon
156
Stryker
SYK
$127B
$135M 0.13%
838,226
+51,799
+7% +$8.35M
MET icon
157
MetLife
MET
$61B
$132M 0.13%
2,886,039
-45,819
-2% -$2.22M
ESRX
158
DELISTED
Express Scripts Holding Company
ESRX
$132M 0.13%
1,910,689
+138,893
+8% +$10.6M
EL icon
159
Estee Lauder
EL
$29B
$130M 0.13%
869,919
+40,739
+5% +$5.64M
BP icon
160
BP
BP
$113B
$129M 0.13%
3,424,629
+80,648
+2% +$3.04M
ECL icon
161
Ecolab
ECL
$75.6B
$129M 0.13%
939,976
-40,798
-4% -$5.49M
ISRG icon
162
Intuitive Surgical
ISRG
$121B
$129M 0.13%
934,989
-900
-0.1% -$126K
ROST icon
163
Ross Stores
ROST
$76.6B
$128M 0.13%
1,645,887
+35,364
+2% +$2.81M
ATVI
164
DELISTED
Activision Blizzard
ATVI
$124M 0.12%
1,843,744
-34,939
-2% -$2.47M
TFCFA
165
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$123M 0.12%
3,358,626
+34,089
+1% +$1.26M
ADI icon
166
Analog Devices
ADI
$181B
$121M 0.12%
1,326,836
-10,892
-0.8% -$992K
SJM icon
167
J.M. Smucker
SJM
$12.6B
$121M 0.12%
972,090
-9,810
-1% -$1.23M
GLW icon
168
Corning
GLW
$126B
$119M 0.12%
4,280,325
+70,285
+2% +$2.17M
HSBC icon
169
HSBC
HSBC
$355B
$118M 0.12%
2,664,032
+64,577
+2% +$3.07M
RF icon
170
Regions Financial
RF
$26.3B
$118M 0.12%
6,371,853
+120,373
+2% +$2.28M
HCA icon
171
HCA Healthcare
HCA
$84.8B
$118M 0.12%
1,212,529
+39,514
+3% +$3.83M
LRCX icon
172
Lam Research
LRCX
$382B
$116M 0.11%
5,700,610
+161,540
+3% +$3.2M
MON
173
DELISTED
Monsanto Co
MON
$116M 0.11%
989,965
+50,101
+5% +$6.03M
NSC icon
174
Norfolk Southern
NSC
$78.8B
$115M 0.11%
849,715
+8,589
+1% +$1.24M
HAL icon
175
Halliburton
HAL
$27.9B
$115M 0.11%
2,446,233
-170,713
-7% -$8.42M
5 6
7
8 9

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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.