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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
MTD icon
201
Mettler-Toledo International
MTD
$26.8B
$96.7M 0.1%
168,237
-1,263
-0.7% -$794K
HPE icon
202
Hewlett Packard
HPE
$63.2B
$96.7M 0.1%
5,513,378
+105,346
+2% +$1.79M
BAP icon
203
Credicorp
BAP
$30.9B
$96.3M 0.1%
424,013
-768
-0.2% -$170K
ILMN icon
204
Illumina
ILMN
$29.4B
$95.8M 0.09%
416,768
+45,890
+12% +$10.5M
EQIX icon
205
Equinix
EQIX
$107B
$95.8M 0.09%
229,029
-30,382
-12% -$12.8M
FISV
206
Fiserv Inc
FISV
$27.2B
$94.9M 0.09%
1,330,418
+75,656
+6% +$5.32M
LUV icon
207
Southwest Airlines
LUV
$22.1B
$94.2M 0.09%
1,644,317
-6,638
-0.4% -$399K
ROP icon
208
Roper Technologies
ROP
$36.3B
$94M 0.09%
334,874
+12,012
+4% +$3.31M
SAP icon
209
SAP
SAP
$187B
$93.6M 0.09%
890,077
+39,606
+5% +$4.28M
PGR icon
210
Progressive
PGR
$124B
$93.5M 0.09%
1,533,776
+68,300
+5% +$3.9M
STX icon
211
Seagate
STX
$193B
$92.3M 0.09%
1,576,562
-3,876
-0.2% -$206K
APD icon
212
Air Products & Chemicals
APD
$66.3B
$91.7M 0.09%
576,725
+33,267
+6% +$5.49M
TTE icon
213
TotalEnergies
TTE
$193B
$90.7M 0.09%
1,571,768
+140,906
+10% +$8.07M
BSX icon
214
Boston Scientific
BSX
$65.8B
$90.7M 0.09%
3,318,376
+440,587
+15% +$12M
SCZ icon
215
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$90M 0.09%
1,381,331
+114,132
+9% +$7.53M
UN
216
DELISTED
Unilever NV New York Registry Shares
UN
$88.9M 0.09%
1,577,069
+205,107
+15% +$11.3M
KSS icon
217
Kohl's
KSS
$2.03B
$88.2M 0.09%
1,345,938
+11,935
+0.9% +$757K
GSK icon
218
GSK
GSK
$103B
$87.6M 0.09%
1,792,974
+871,875
+95% +$40.6M
EIX icon
219
Edison International
EIX
$30.7B
$87M 0.09%
1,366,867
+350,457
+34% +$21.6M
YUM icon
220
Yum! Brands
YUM
$41B
$86.9M 0.09%
1,020,900
+36,187
+4% +$2.97M
ADM icon
221
Archer Daniels Midland
ADM
$41.4B
$86.6M 0.09%
1,996,594
+219,905
+12% +$9.26M
ED icon
222
Consolidated Edison
ED
$41.6B
$86.4M 0.09%
1,108,831
-4,768
-0.4% -$371K
CCL icon
223
Carnival Corporation Ltd
CCL
$36.1B
$86.3M 0.09%
1,316,553
+128,663
+11% +$8.75M
VRTX icon
224
Vertex Pharmaceuticals
VRTX
$121B
$86.2M 0.09%
529,008
+26,112
+5% +$4.27M
AZO icon
225
AutoZone
AZO
$48.3B
$85.8M 0.08%
132,256
-3,763
-3% -$2.69M
7 8
9
10 11

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MCM
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PSUF
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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.