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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
CHD icon
326
Church & Dwight Co
CHD
$23.1B
$54.1M 0.05%
1,075,159
+176,663
+20% +$8.7M
TT icon
327
Trane Technologies
TT
$106B
$54.1M 0.05%
632,230
+14,602
+2% +$1.31M
WY icon
328
Weyerhaeuser
WY
$17.3B
$54M 0.05%
1,541,525
+117,260
+8% +$4.14M
SRE icon
329
Sempra
SRE
$60.8B
$53.6M 0.05%
963,746
+96,866
+11% +$5.23M
LDOS icon
330
Leidos
LDOS
$14.1B
$53.5M 0.05%
817,686
+9,594
+1% +$633K
BAY
331
DELISTED
BAYER AG SPONS ADR
BAY
$53.3M 0.05%
1,886,355
-47,467
-2% -$1.34M
GEN icon
332
Gen Digital
GEN
$15.6B
$53.3M 0.05%
2,060,769
-57,780
-3% -$1.57M
ING icon
333
ING
ING
$93.8B
$53.1M 0.05%
3,135,724
+73,813
+2% +$1.37M
EFX icon
334
Equifax
EFX
$20.3B
$53M 0.05%
449,777
-17,573
-4% -$2.11M
XL
335
DELISTED
XL Group Ltd.
XL
$52.9M 0.05%
957,733
+184,844
+24% +$8.11M
AEE icon
336
Ameren
AEE
$31.5B
$52.9M 0.05%
933,393
+26,156
+3% +$1.45M
OKE icon
337
Oneok
OKE
$58.7B
$52.9M 0.05%
928,531
+165,477
+22% +$9.5M
BCS icon
338
Barclays
BCS
$94.1B
$52.7M 0.05%
4,665,825
+299,408
+7% +$3.26M
HST icon
339
Host Hotels & Resorts
HST
$16.8B
$52.4M 0.05%
2,812,720
+8,937
+0.3% +$175K
APTV icon
340
Aptiv
APTV
$12B
$52.2M 0.05%
614,717
-49,937
-8% -$4.53M
RIO icon
341
Rio Tinto
RIO
$148B
$52.2M 0.05%
1,012,632
-20,505
-2% -$1.12M
VEA icon
342
Vanguard FTSE Developed Markets ETF
VEA
$226B
$51.6M 0.05%
1,165,832
-61,469
-5% -$2.79M
NEM icon
343
Newmont
NEM
$98.2B
$51.2M 0.05%
1,311,630
+9,215
+0.7% +$356K
ROK icon
344
Rockwell Automation
ROK
$51.4B
$50.4M 0.05%
289,597
+25,982
+10% +$4.93M
URI icon
345
United Rentals
URI
$71.1B
$50.4M 0.05%
291,918
-23,944
-8% -$4.25M
TDG icon
346
TransDigm Group
TDG
$69.2B
$50.3M 0.05%
163,850
-2,118
-1% -$624K
NEA icon
347
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$50.3M 0.05%
3,866,890
+388,085
+11% +$5.12M
IDXX icon
348
Idexx Laboratories
IDXX
$42.9B
$50.2M 0.05%
262,118
+5,481
+2% +$1.01M
INGR icon
349
Ingredion
INGR
$6.38B
$49.9M 0.05%
387,070
-2,648
-0.7% -$354K
PCAR icon
350
PACCAR
PCAR
$69.6B
$49.7M 0.05%
1,125,899
+4,728
+0.4% +$224K
12 13
14
15 16

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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 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.