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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
BBBY
551
DELISTED
Bed Bath & Beyond Inc
BBBY
$29.3M 0.03%
1,397,025
+278,686
+25% +$6.16M
BALL icon
552
Ball Corp
BALL
$17.3B
$29.3M 0.03%
738,261
+125,368
+20% +$4.9M
SNPS icon
553
Synopsys
SNPS
$74.6B
$29.3M 0.03%
352,183
-950
-0.3% -$83.5K
XYL icon
554
Xylem
XYL
$28.7B
$29.2M 0.03%
380,064
+11,247
+3% +$832K
CPRT icon
555
Copart
CPRT
$27.6B
$29.1M 0.03%
2,289,320
+306,852
+15% +$3.55M
NAVI icon
556
Navient
NAVI
$808M
$29M 0.03%
2,209,600
+48,440
+2% +$659K
DT
557
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$28.9M 0.03%
1,762,772
+85,666
+5% +$1.4M
EXPE icon
558
Expedia Group
EXPE
$33.3B
$28.8M 0.03%
260,962
+12,073
+5% +$1.41M
GPN icon
559
Global Payments
GPN
$23B
$28.8M 0.03%
258,309
+2,379
+0.9% +$263K
VR
560
DELISTED
Validus Hold Ltd
VR
$28.6M 0.03%
424,638
-29,616
-7% -$1.86M
RS icon
561
Reliance Steel & Aluminium
RS
$20.7B
$28.6M 0.03%
333,829
-738
-0.2% -$65.9K
KNBWY
562
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$28.3M 0.03%
1,055,668
+58,875
+6% +$1.58M
EVHC
563
DELISTED
Envision Healthcare Holdings Inc
EVHC
$28.2M 0.03%
734,493
+293,969
+67% +$11M
SIVB
564
DELISTED
SVB Financial Group
SIVB
$28.2M 0.03%
117,554
-8,024
-6% -$2.01M
XRX icon
565
Xerox
XRX
$360M
$28.1M 0.03%
977,728
-32,607
-3% -$1M
VRSK icon
566
Verisk Analytics
VRSK
$27B
$28.1M 0.03%
270,301
+7,858
+3% +$784K
IFX
567
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$28.1M 0.03%
1,041,539
+84,517
+9% +$2.28M
NVR icon
568
NVR
NVR
$16.9B
$28.1M 0.03%
10,028
+75
+0.8% +$238K
ABEV icon
569
Ambev
ABEV
$47.6B
$28M 0.03%
3,854,550
+263,609
+7% +$1.81M
LPLA icon
570
LPL Financial
LPLA
$26.6B
$28M 0.03%
458,856
-2,461
-0.5% -$153K
AWK icon
571
American Water Works
AWK
$26.3B
$27.8M 0.03%
338,560
-6,895
-2% -$563K
SU icon
572
Suncor Energy
SU
$75.7B
$27.7M 0.03%
803,199
+132,256
+20% +$4.61M
CRH icon
573
CRH
CRH
$68B
$27.6M 0.03%
812,761
+106,997
+15% +$3.8M
TAP icon
574
Molson Coors Class B
TAP
$7.76B
$27.5M 0.03%
365,017
-33,493
-8% -$2.68M
KMX icon
575
CarMax
KMX
$8.33B
$27.3M 0.03%
440,270
+32,803
+8% +$2.14M
21 22
23
24 25

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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.