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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
EEM icon
301
iShares MSCI Emerging Markets ETF
EEM
$28B
$60M 0.06%
1,242,167
-92,364
-7% -$4.53M
TEL icon
302
TE Connectivity
TEL
$58.8B
$59.9M 0.06%
599,880
+20,643
+4% +$2.09M
BHP icon
303
BHP
BHP
$213B
$59.6M 0.06%
1,503,622
+56,986
+4% +$2.4M
RGA icon
304
Reinsurance Group of America
RGA
$15.7B
$59.4M 0.06%
385,690
+16,491
+4% +$2.59M
PUK icon
305
Prudential
PUK
$36.5B
$58.9M 0.06%
1,187,358
+81,964
+7% +$4.15M
NTAP icon
306
NetApp
NTAP
$32.9B
$58.8M 0.06%
953,923
-18,756
-2% -$1.14M
BIDU icon
307
Baidu
BIDU
$35.8B
$58.7M 0.06%
263,042
+5,454
+2% +$1.34M
CMS icon
308
CMS Energy
CMS
$23.1B
$58.4M 0.06%
1,288,963
-38,164
-3% -$1.67M
SI
309
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$58.4M 0.06%
912,995
-39,955
-4% -$2.55M
QVCGA
310
DELISTED
QVC Group Inc Series A
QVCGA
$58.3M 0.06%
47,747
+7,775
+19% +$10.2M
CAH icon
311
Cardinal Health
CAH
$53.4B
$58.2M 0.06%
929,100
+126,031
+16% +$8.65M
ITOT icon
312
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$57.7M 0.06%
953,791
+455,975
+92% +$28.5M
MTB icon
313
M&T Bank
MTB
$36.2B
$57.2M 0.06%
310,531
+18,107
+6% +$3.38M
VOD icon
314
Vodafone
VOD
$34.9B
$57.1M 0.06%
2,052,935
-1,743
-0.1% -$51.9K
ORLY icon
315
O'Reilly Automotive
ORLY
$72.4B
$56.9M 0.06%
3,453,090
+455,910
+15% +$7.71M
SMFG icon
316
Sumitomo Mitsui Financial
SMFG
$166B
$56.4M 0.06%
6,634,566
+354,074
+6% +$3.16M
CMA
317
DELISTED
Comerica
CMA
$56.2M 0.06%
585,442
-5
-0% -$477
DVN icon
318
Devon Energy
DVN
$51.9B
$56M 0.06%
1,761,664
-64,733
-4% -$2.38M
XEL icon
319
Xcel Energy
XEL
$51B
$56M 0.06%
1,230,936
+6,965
+0.6% +$310K
ALXN
320
DELISTED
Alexion Pharmaceuticals
ALXN
$55.5M 0.05%
498,372
+8,594
+2% +$1.03M
PFG icon
321
Principal Financial Group
PFG
$23.6B
$55.5M 0.05%
911,724
-5,641
-0.6% -$371K
DTE icon
322
DTE Energy
DTE
$31.1B
$54.8M 0.05%
616,625
+15,800
+3% +$1.39M
WMB icon
323
Williams Companies
WMB
$90.5B
$54.6M 0.05%
2,195,647
-150,062
-6% -$4.43M
MKC icon
324
McCormick & Company Non-Voting
MKC
$13.4B
$54.5M 0.05%
1,024,996
+14,404
+1% +$757K
SWKS icon
325
Skyworks Solutions
SWKS
$9.06B
$54.2M 0.05%
540,779
+18,864
+4% +$1.96M
11 12
13
14 15

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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.