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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
RNR icon
451
RenaissanceRe
RNR
$13.7B
$37.8M 0.04%
272,835
+3,670
+1% +$476K
AIZ icon
452
Assurant
AIZ
$13.8B
$37.7M 0.04%
412,392
+10,352
+3% +$946K
FMX icon
453
Fomento Económico Mexicano
FMX
$44.7B
$37.7M 0.04%
411,914
+23,276
+6% +$2.18M
CS
454
DELISTED
Credit Suisse Group
CS
$37.4M 0.04%
2,230,346
+136,094
+6% +$2.49M
BBD icon
455
Banco Bradesco
BBD
$38.4B
$37.3M 0.04%
5,511,720
-1,146,891
-17% -$7.65M
NKTR icon
456
Nektar Therapeutics
NKTR
$2.37B
$37.3M 0.04%
23,376
-5,444
-19% -$7.01M
FDS icon
457
Factset
FDS
$9.57B
$37.2M 0.04%
186,391
-8,126
-4% -$1.64M
VTR icon
458
Ventas
VTR
$48.7B
$37.1M 0.04%
748,636
+119,486
+19% +$6.27M
CAJ
459
DELISTED
Canon, Inc.
CAJ
$37M 0.04%
1,015,177
+99,471
+11% +$3.76M
LLL
460
DELISTED
L3 Technologies, Inc.
LLL
$37M 0.04%
177,796
+5,223
+3% +$1.08M
EC icon
461
Ecopetrol
EC
$32.5B
$36.7M 0.04%
1,896,360
-26,107
-1% -$467K
ETFC
462
DELISTED
E*Trade Financial Corporation
ETFC
$36.6M 0.04%
660,785
-9,647
-1% -$514K
NLSN
463
DELISTED
Nielsen Holdings plc
NLSN
$36.6M 0.04%
1,151,561
-9,766
-0.8% -$338K
AXA
464
DELISTED
AXA ADS (1 ORD SHS)
AXA
$36.5M 0.04%
1,374,806
+34,388
+3% +$914K
DOC icon
465
Healthpeak Properties
DOC
$15.4B
$36.5M 0.04%
1,570,403
+538,114
+52% +$12.5M
CSGP icon
466
CoStar Group
CSGP
$12.1B
$36.3M 0.04%
1,001,330
+438,740
+78% +$15.1M
MAS icon
467
Masco
MAS
$16.2B
$36.2M 0.04%
896,288
+112,328
+14% +$4.82M
EMD
468
Western Asset Emerging Markets Debt Fund
EMD
$610M
$36.1M 0.04%
2,487,955
+190,972
+8% +$2.89M
HES
469
DELISTED
Hess
HES
$36.1M 0.04%
713,444
+66,231
+10% +$3.25M
HYG icon
470
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$35.7M 0.04%
417,118
+162
+0% +$14K
AMG icon
471
Affiliated Managers Group
AMG
$9.54B
$35.7M 0.04%
188,226
+2,090
+1% +$407K
GL icon
472
Globe Life
GL
$13.5B
$35.6M 0.04%
423,339
+3,826
+0.9% +$335K
BXP icon
473
Boston Properties
BXP
$11B
$35.6M 0.04%
288,940
-258
-0.1% -$31.4K
IWM icon
474
iShares Russell 2000 ETF
IWM
$80B
$35.4M 0.04%
233,368
-109,351
-32% -$16.9M
STLA icon
475
Stellantis
STLA
$16.3B
$35.4M 0.03%
1,724,540
+6,141
+0.4% +$135K
17 18
19
20 21

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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.