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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
ANDV
276
DELISTED
Andeavor
ANDV
$69.8M 0.07%
694,494
+45,843
+7% +$4.78M
PSA icon
277
Public Storage
PSA
$60.2B
$69.2M 0.07%
345,155
-13,184
-4% -$2.57M
CFG icon
278
Citizens Financial Group
CFG
$30.4B
$68.8M 0.07%
1,640,062
+109,258
+7% +$4.91M
ZBH icon
279
Zimmer Biomet
ZBH
$17.7B
$67.5M 0.07%
637,543
+43,982
+7% +$5.11M
DHI icon
280
D.R. Horton
DHI
$41B
$65.8M 0.06%
1,500,194
+51,272
+4% +$2.39M
VAR
281
DELISTED
Varian Medical Systems, Inc.
VAR
$64.9M 0.06%
528,801
-13,187
-2% -$1.57M
RHT
282
DELISTED
Red Hat Inc
RHT
$64.8M 0.06%
433,714
+12,835
+3% +$1.78M
CAG icon
283
Conagra Brands
CAG
$7.07B
$64.8M 0.06%
1,756,956
+599,737
+52% +$22.1M
PXD
284
DELISTED
Pioneer Natural Resource Co.
PXD
$64.7M 0.06%
376,592
-6,789
-2% -$1.2M
BF
285
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$64.5M 0.06%
2,541,094
+103,547
+4% +$2.63M
SNY icon
286
Sanofi
SNY
$104B
$64.1M 0.06%
1,599,007
+48,640
+3% +$2.02M
CNC icon
287
Centene
CNC
$31.3B
$63.4M 0.06%
1,185,604
-1,536
-0.1% -$80.1K
IVZ icon
288
Invesco
IVZ
$13.3B
$63.3M 0.06%
1,977,389
+76,396
+4% +$2.63M
SCCO icon
289
Southern Copper
SCCO
$141B
$63.1M 0.06%
1,257,070
-71,335
-5% -$3.38M
SAN icon
290
Banco Santander
SAN
$194B
$63M 0.06%
10,037,801
+396,522
+4% +$2.63M
M icon
291
Macy's
M
$6.15B
$62.9M 0.06%
2,113,318
+281,535
+15% +$7.61M
GIS icon
292
General Mills
GIS
$19.2B
$62.8M 0.06%
1,392,696
-114,299
-8% -$6.2M
ES icon
293
Eversource Energy
ES
$28.2B
$62.3M 0.06%
1,056,977
+4,378
+0.4% +$259K
BUD icon
294
AB InBev
BUD
$158B
$61.7M 0.06%
561,353
+32,592
+6% +$3.61M
REGN icon
295
Regeneron Pharmaceuticals
REGN
$68.8B
$61.5M 0.06%
178,460
-8,175
-4% -$2.84M
KMI icon
296
Kinder Morgan
KMI
$73.1B
$60.9M 0.06%
4,045,522
-21,526
-0.5% -$373K
NBIS
297
Nebius Group N.V.
NBIS
$47.7B
$60.9M 0.06%
1,543,079
-52,142
-3% -$2.05M
ALLY icon
298
Ally Financial
ALLY
$13.1B
$60.6M 0.06%
2,233,387
+64,480
+3% +$1.85M
RDS.B
299
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$60.2M 0.06%
918,659
+44,811
+5% +$3.02M
WELL icon
300
Welltower
WELL
$178B
$60.2M 0.06%
1,105,656
+281,266
+34% +$15.9M
10 11
12
13 14

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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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ACI
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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.