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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
AGCO icon
601
AGCO
AGCO
$8.71B
$25.5M 0.03%
393,776
+45,231
+13% +$3.12M
MFC icon
602
Manulife Financial
MFC
$73.2B
$25.4M 0.03%
1,364,673
+270,617
+25% +$5.42M
ARW icon
603
Arrow Electronics
ARW
$10.9B
$25.3M 0.03%
328,512
+7,001
+2% +$568K
RRC icon
604
Range Resources
RRC
$8.85B
$25.2M 0.02%
1,735,838
+781,110
+82% +$11.7M
MPLX icon
605
MPLX
MPLX
$59.2B
$25.2M 0.02%
763,808
+59,663
+8% +$2.14M
BWXT icon
606
BWX Technologies
BWXT
$16.2B
$25M 0.02%
393,524
+16,798
+4% +$1.06M
JWN
607
DELISTED
Nordstrom
JWN
$25M 0.02%
515,737
+25,330
+5% +$1.26M
AAP icon
608
Advance Auto Parts
AAP
$3.48B
$24.9M 0.02%
210,425
+23,146
+12% +$2.64M
MT icon
609
ArcelorMittal
MT
$50.9B
$24.9M 0.02%
783,622
+12,832
+2% +$440K
TTWO icon
610
Take-Two Interactive
TTWO
$45.3B
$24.9M 0.02%
254,184
+957
+0.4% +$107K
FL
611
DELISTED
Foot Locker
FL
$24.8M 0.02%
544,677
-3,922
-0.7% -$183K
AOD
612
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$24.8M 0.02%
2,773,156
+331,304
+14% +$3.13M
BKR icon
613
Baker Hughes
BKR
$60.1B
$24.7M 0.02%
890,940
+265,140
+42% +$8.11M
KB icon
614
KB Financial Group
KB
$41.5B
$24.7M 0.02%
425,557
+36,799
+9% +$2.21M
E icon
615
ENI
E
$73.5B
$24.6M 0.02%
696,823
+66,970
+11% +$2.32M
PKX icon
616
POSCO
PKX
$16.1B
$24.6M 0.02%
311,939
+11,919
+4% +$1.01M
FUJI
617
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$24.6M 0.02%
613,103
+44,995
+8% +$1.8M
BVN icon
618
Compañía de Minas Buenaventura
BVN
$8.06B
$24.6M 0.02%
1,614,322
-12,605
-0.8% -$191K
TER icon
619
Teradyne
TER
$52.4B
$24.6M 0.02%
537,475
-253,879
-32% -$11.6M
FMC icon
620
FMC
FMC
$1.39B
$24.5M 0.02%
369,577
+25,446
+7% +$1.9M
NOW icon
621
ServiceNow
NOW
$109B
$24.5M 0.02%
741,590
+36,150
+5% +$1.12M
BFH icon
622
Bread Financial
BFH
$4.29B
$24.3M 0.02%
143,259
-1,088
-0.8% -$213K
CIB icon
623
Grupo Cibest SA
CIB
$20.9B
$24.3M 0.02%
578,815
-9,176
-2% -$400K
MUI
624
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$24.3M 0.02%
1,854,253
+353,579
+24% +$4.76M
BIO icon
625
Bio-Rad Laboratories Class A
BIO
$8.47B
$24.3M 0.02%
97,087
+605
+0.6% +$154K
23 24
25
26 27

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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.