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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
MELI icon
376
Mercado Libre
MELI
$91.3B
$46.8M 0.05%
131,315
-1,156
-0.9% -$423K
A icon
377
Agilent Technologies
A
$39.1B
$46.8M 0.05%
698,910
+54,986
+9% +$3.85M
LH icon
378
Labcorp
LH
$24.3B
$46.7M 0.05%
336,405
+8,626
+3% +$1.27M
TNL icon
379
Travel + Leisure Co
TNL
$4.54B
$46.7M 0.05%
903,966
+7,797
+0.9% +$417K
COL
380
DELISTED
Rockwell Collins
COL
$46.4M 0.05%
343,934
+10,337
+3% +$1.41M
CA
381
DELISTED
CA, Inc.
CA
$46.2M 0.05%
1,363,455
+12,861
+1% +$447K
CBRE icon
382
CBRE Group
CBRE
$40.8B
$45.8M 0.05%
969,613
+79,366
+9% +$3.62M
HBAN icon
383
Huntington Bancshares
HBAN
$35.1B
$45.7M 0.05%
3,024,941
+67,534
+2% +$1.06M
ANSS
384
DELISTED
Ansys
ANSS
$45.5M 0.04%
290,435
+6,387
+2% +$1.02M
WBK
385
DELISTED
Westpac Banking Corporation
WBK
$45.4M 0.04%
2,048,761
+58,921
+3% +$1.41M
NUE icon
386
Nucor
NUE
$56.4B
$45.1M 0.04%
738,041
-67,144
-8% -$4.45M
CTXS
387
DELISTED
Citrix Systems Inc
CTXS
$45.1M 0.04%
485,777
+15,313
+3% +$1.41M
WHR icon
388
Whirlpool
WHR
$2.42B
$44.9M 0.04%
293,377
+18,618
+7% +$3.11M
DGX icon
389
Quest Diagnostics
DGX
$25.1B
$44.9M 0.04%
447,238
+9,903
+2% +$1.01M
TMUS icon
390
T-Mobile US
TMUS
$193B
$44.8M 0.04%
733,411
+110,174
+18% +$6.89M
NRG icon
391
NRG Energy
NRG
$29.8B
$44.6M 0.04%
1,459,624
-34,427
-2% -$954K
DLTR icon
392
Dollar Tree
DLTR
$23.1B
$44.2M 0.04%
465,666
-4,419
-0.9% -$463K
TV icon
393
Televisa
TV
$1.45B
$44.2M 0.04%
2,768,358
+138,961
+5% +$2.54M
LYG icon
394
Lloyds Banking Group
LYG
$87.4B
$44.2M 0.04%
11,871,032
+946,017
+9% +$3.66M
PNW icon
395
Pinnacle West Capital
PNW
$12.9B
$43.8M 0.04%
548,524
-27,334
-5% -$2.14M
AVB icon
396
AvalonBay Communities
AVB
$27.1B
$43.7M 0.04%
265,866
-15,390
-5% -$2.52M
NXPI icon
397
NXP Semiconductors
NXPI
$68B
$43.6M 0.04%
373,059
-70,688
-16% -$8.53M
LHX icon
398
L3Harris
LHX
$55.9B
$43.6M 0.04%
270,600
+6,196
+2% +$946K
HMC icon
399
Honda
HMC
$36.5B
$43.6M 0.04%
1,256,318
+135,345
+12% +$4.77M
CPA icon
400
Copa Holdings
CPA
$5.56B
$43.6M 0.04%
339,004
+1,182
+0.3% +$159K
14 15
16
17 18

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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.