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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
TXT icon
476
Textron
TXT
$16.7B
$35.2M 0.03%
597,579
-18,361
-3% -$1.08M
IBN icon
477
ICICI Bank
IBN
$107B
$35M 0.03%
3,957,605
-435,051
-10% -$4.3M
WU icon
478
Western Union
WU
$2.55B
$34.9M 0.03%
1,814,344
+68,248
+4% +$1.37M
LGND icon
479
Ligand Pharmaceuticals
LGND
$5.96B
$34.9M 0.03%
338,616
+40,577
+14% +$4.01M
MFG icon
480
Mizuho Financial
MFG
$129B
$34.8M 0.03%
9,392,896
+1,274,773
+16% +$4.8M
AV
481
DELISTED
Aviva Plc
AV
$34.5M 0.03%
2,423,804
+269,878
+13% +$3.84M
HUN icon
482
Huntsman Corp
HUN
$2.06B
$34.5M 0.03%
1,179,051
+18,462
+2% +$604K
BWA icon
483
BorgWarner
BWA
$13.1B
$34.3M 0.03%
776,790
-33,576
-4% -$1.56M
LKQ icon
484
LKQ Corp
LKQ
$6.69B
$34.3M 0.03%
904,303
+65,397
+8% +$2.65M
EPD icon
485
Enterprise Products Partners
EPD
$82.5B
$34.1M 0.03%
1,394,731
+112,452
+9% +$2.99M
PVH icon
486
PVH
PVH
$3.87B
$34.1M 0.03%
225,217
+23,298
+12% +$3.4M
XLNX
487
DELISTED
Xilinx Inc
XLNX
$34.1M 0.03%
471,582
+18,823
+4% +$1.36M
PBF icon
488
PBF Energy
PBF
$7.43B
$34.1M 0.03%
1,004,490
-86,870
-8% -$2.8M
CF icon
489
CF Industries
CF
$18.4B
$34M 0.03%
900,548
+2,581
+0.3% +$105K
BAH icon
490
Booz Allen Hamilton
BAH
$8.59B
$33.9M 0.03%
875,620
+130,858
+18% +$5.06M
MOS icon
491
The Mosaic Company
MOS
$7.1B
$33.9M 0.03%
1,395,204
-5,649
-0.4% -$149K
ESS icon
492
Essex Property Trust
ESS
$18.7B
$33.7M 0.03%
139,905
+7,802
+6% +$1.8M
QGEN icon
493
Qiagen
QGEN
$8.47B
$33.7M 0.03%
982,325
+115,404
+13% +$4.05M
BBWI icon
494
Bath & Body Works
BBWI
$4.13B
$33.6M 0.03%
1,086,604
-52,406
-5% -$1.98M
CX icon
495
Cemex
CX
$17.6B
$33.5M 0.03%
5,066,628
-347,170
-6% -$2.6M
BBVA icon
496
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$33.5M 0.03%
4,235,023
-188,617
-4% -$1.62M
GT icon
497
Goodyear
GT
$2.04B
$33.4M 0.03%
1,257,495
-54,561
-4% -$1.69M
IPG
498
DELISTED
Interpublic Group of Companies
IPG
$33.4M 0.03%
1,449,461
+50,927
+4% +$1.14M
JBLU icon
499
JetBlue
JBLU
$2.02B
$33.3M 0.03%
1,640,271
+176,657
+12% +$3.76M
XPO icon
500
XPO
XPO
$24.4B
$33.3M 0.03%
945,364
+46,068
+5% +$1.54M
18 19
20
21 22

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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.