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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
XRAY icon
501
Dentsply Sirona
XRAY
$2.63B
$33.2M 0.03%
660,775
-122,187
-16% -$7.2M
HSIC icon
502
Henry Schein
HSIC
$9.7B
$33M 0.03%
625,887
+83,989
+15% +$4.65M
TSLA icon
503
Tesla
TSLA
$1.21T
$32.9M 0.03%
1,853,670
+276,180
+18% +$6.07M
IEX icon
504
IDEX
IEX
$16.4B
$32.7M 0.03%
229,699
-4,272
-2% -$596K
L icon
505
Loews
L
$24.4B
$32.7M 0.03%
657,587
+21,311
+3% +$1.08M
HDB icon
506
HDFC Bank
HDB
$119B
$32.6M 0.03%
1,321,884
+177,828
+16% +$4.48M
JLL icon
507
Jones Lang LaSalle
JLL
$15.3B
$32.6M 0.03%
186,785
+16,687
+10% +$2.68M
RHI icon
508
Robert Half
RHI
$4.02B
$32.5M 0.03%
562,085
+53,323
+10% +$3.05M
AES icon
509
AES
AES
$10.6B
$32.4M 0.03%
2,853,387
+214,688
+8% +$2.33M
PBCT
510
DELISTED
People's United Financial Inc
PBCT
$32.4M 0.03%
1,735,832
+107,626
+7% +$2.09M
SCG
511
DELISTED
Scana
SCG
$32.3M 0.03%
860,960
+184,698
+27% +$7.4M
DASTY
512
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$32.3M 0.03%
236,460
+11,444
+5% +$1.56M
MHK icon
513
Mohawk Industries
MHK
$7B
$32.2M 0.03%
138,465
+20,864
+18% +$5.38M
CINF icon
514
Cincinnati Financial
CINF
$28.5B
$32.1M 0.03%
431,630
+12,582
+3% +$941K
AKZOY
515
DELISTED
Akzo Nobel NV
AKZOY
$32M 0.03%
1,011,689
+96,101
+10% +$3.04M
PACW
516
DELISTED
PacWest Bancorp
PACW
$32M 0.03%
646,243
+67,425
+12% +$3.52M
YUMC icon
517
Yum China
YUMC
$15.3B
$32M 0.03%
770,764
+38,068
+5% +$1.64M
CE icon
518
Celanese
CE
$4.9B
$31.9M 0.03%
318,748
+3,478
+1% +$367K
TD icon
519
Toronto Dominion Bank
TD
$197B
$31.9M 0.03%
560,550
+14,424
+3% +$844K
BR icon
520
Broadridge
BR
$17.8B
$31.7M 0.03%
288,699
-800
-0.3% -$79.4K
OC icon
521
Owens Corning
OC
$11.5B
$31.6M 0.03%
392,727
+16,284
+4% +$1.42M
VNQ icon
522
Vanguard Real Estate ETF
VNQ
$39.9B
$31.5M 0.03%
416,874
+18,434
+5% +$1.41M
MGA icon
523
Magna International
MGA
$18B
$31.5M 0.03%
558,247
-58,762
-10% -$3.28M
NJ
524
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$31.3M 0.03%
811,620
+45,569
+6% +$1.76M
HIT
525
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$31.3M 0.03%
427,929
-61,506
-13% -$4.5M
19 20
21
22 23

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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.