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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
FITB
176
Fifth Third Bancorp
FITB
$52B
$114M 0.11%
3,578,073
+170,419
+5% +$5.56M
GWW icon
177
W.W. Grainger
GWW
$65.3B
$113M 0.11%
399,408
-1,522
-0.4% -$398K
MAR icon
178
Marriott International
MAR
$98.7B
$112M 0.11%
821,493
+16,859
+2% +$2.36M
PEG icon
179
Public Service Enterprise Group
PEG
$39.8B
$111M 0.11%
2,215,815
+32,050
+1% +$1.57M
BAX icon
180
Baxter International
BAX
$11.6B
$111M 0.11%
1,701,580
+53,666
+3% +$3.63M
SPG icon
181
Simon Property Group
SPG
$74.5B
$108M 0.11%
701,711
-26,760
-4% -$4.26M
AMP icon
182
Ameriprise Financial
AMP
$46.8B
$108M 0.11%
730,406
-6,902
-0.9% -$1.13M
AEP icon
183
American Electric Power
AEP
$73.7B
$108M 0.11%
1,571,463
+15,798
+1% +$1.06M
WM icon
184
Waste Management
WM
$95.9B
$106M 0.1%
1,260,112
+1,391
+0.1% +$119K
SHY icon
185
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$106M 0.1%
1,263,250
+2,090
+0.2% +$175K
AGN
186
DELISTED
Allergan plc
AGN
$104M 0.1%
620,101
+136,785
+28% +$22.9M
TSN icon
187
Tyson Foods
TSN
$20.2B
$104M 0.1%
1,424,851
+20,550
+1% +$1.57M
XLE icon
188
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$104M 0.1%
3,092,750
+187,044
+6% +$6.62M
BABA icon
189
Alibaba
BABA
$269B
$104M 0.1%
566,445
+77,279
+16% +$14.6M
ETN icon
190
Eaton
ETN
$157B
$103M 0.1%
1,293,663
+63,479
+5% +$5.21M
SO icon
191
Southern Company
SO
$110B
$102M 0.1%
2,285,156
-70,415
-3% -$3.13M
TM icon
192
Toyota
TM
$210B
$102M 0.1%
782,413
+52,523
+7% +$7.04M
WDC icon
193
Western Digital
WDC
$179B
$102M 0.1%
1,462,184
+2,988
+0.2% +$201K
VWO icon
194
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$102M 0.1%
2,170,167
-416,033
-16% -$19.9M
CMI icon
195
Cummins
CMI
$91.7B
$100M 0.1%
618,758
+5,201
+0.8% +$894K
TFC icon
196
Truist Financial
TFC
$63.2B
$99.8M 0.1%
1,916,915
+88,843
+5% +$4.79M
BBY icon
197
Best Buy
BBY
$18B
$99.5M 0.1%
1,421,029
+52,291
+4% +$3.76M
ASML icon
198
ASML
ASML
$675B
$97.8M 0.1%
492,565
-8,645
-2% -$1.7M
IP icon
199
International Paper
IP
$22.3B
$97.4M 0.1%
1,925,819
-98,150
-5% -$5.45M
COR icon
200
Cencora
COR
$60.3B
$97M 0.1%
1,124,937
+99,287
+10% +$9.54M
6 7
8
9 10

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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.