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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 15.6%
2 Miscellaneous 15%
3 Technology 14.11%
4 Healthcare 11.3%
5 Industrials 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VOO icon
1
Vanguard S&P 500 ETF
VOO
$1.03T
$2.37B 2.34%
9,797,073
-458,555
-4% -$115M
IVV icon
2
iShares Core S&P 500 ETF
IVV
$889B
$2.19B 2.16%
8,246,395
+499,220
+6% +$137M
AAPL icon
3
Apple
AAPL
$4.67T
$2.15B 2.12%
51,156,364
+534,544
+1% +$23M
MSFT icon
4
Microsoft
MSFT
$3.71T
$1.9B 1.88%
20,827,702
+379,808
+2% +$34.7M
AMZN icon
5
Amazon
AMZN
$2.79T
$1.43B 1.41%
19,717,880
+390,260
+2% +$27.9M
JPM icon
6
JPMorgan Chase
JPM
$953B
$1.19B 1.17%
10,786,412
+103,546
+1% +$11.7M
JNJ icon
7
Johnson & Johnson
JNJ
$663B
$1.1B 1.08%
8,561,869
+245,864
+3% +$33.2M
META icon
8
Meta Platforms (Facebook)
META
$1.57T
$1.1B 1.08%
6,861,006
+47,054
+0.7% +$8.45M
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.14T
$924M 0.91%
17,817,680
+369,940
+2% +$20.5M
BAC icon
10
Bank of America
BAC
$438B
$818M 0.81%
27,288,740
-462,745
-2% -$14.5M
INTC icon
11
Intel
INTC
$506B
$807M 0.8%
15,501,383
+323,641
+2% +$15.4M
UNH icon
12
UnitedHealth
UNH
$356B
$791M 0.78%
3,694,282
-16,126
-0.4% -$3.68M
BRK.B icon
13
Berkshire Hathaway Class B
BRK.B
$1.08T
$741M 0.73%
3,716,093
+203,527
+6% +$41.8M
XOM icon
14
ExxonMobil
XOM
$656B
$720M 0.71%
9,647,808
-523,300
-5% -$41.8M
PFE icon
15
Pfizer
PFE
$162B
$714M 0.7%
21,207,210
+680,317
+3% +$23.4M
WFC icon
16
Wells Fargo
WFC
$272B
$693M 0.68%
13,228,397
+492,000
+4% +$29.2M
V icon
17
Visa
V
$700B
$671M 0.66%
5,612,119
+42,212
+0.8% +$5.12M
GOOG icon
18
Alphabet (Google) Class C
GOOG
$4.1T
$667M 0.66%
12,924,320
+215,180
+2% +$11.9M
CSCO icon
19
Cisco
CSCO
$431B
$632M 0.62%
14,730,819
+503,905
+4% +$21.4M
CVX icon
20
Chevron
CVX
$409B
$631M 0.62%
5,531,753
-10,666
-0.2% -$1.28M
HD icon
21
Home Depot
HD
$320B
$624M 0.62%
3,498,299
+47,615
+1% +$8.93M
T icon
22
AT&T
T
$176B
$598M 0.59%
22,217,383
+1,662,443
+8% +$46.3M
C icon
23
Citigroup
C
$231B
$580M 0.57%
8,588,188
-82,243
-0.9% -$6.18M
SPY icon
24
State Street SPDR S&P 500 ETF Trust
SPY
$815B
$576M 0.57%
2,190,517
+74,900
+4% +$20.4M
MA icon
25
Mastercard
MA
$507B
$535M 0.53%
3,051,704
+136,346
+5% +$23.3M
1
2 3 4 5

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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 16% of assets, up from 16% a quarter earlier, followed by Miscellaneous and Technology.

  • 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.