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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
CCEP icon
576
Coca-Cola Europacific Partners
CCEP
$48.1B
$27.2M 0.03%
653,809
+100,958
+18% +$3.98M
INCY icon
577
Incyte
INCY
$23.7B
$27.1M 0.03%
325,548
+91,788
+39% +$8.28M
REP
578
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$27.1M 0.03%
1,520,390
+203,528
+15% +$3.63M
NGG icon
579
National Grid
NGG
$81.6B
$26.9M 0.03%
538,905
+177,816
+49% +$8.67M
JBHT icon
580
JB Hunt Transport Services
JBHT
$26.4B
$26.8M 0.03%
229,110
-30,502
-12% -$3.65M
AKAM icon
581
Akamai
AKAM
$16.4B
$26.8M 0.03%
378,019
+26,305
+7% +$1.79M
FCN icon
582
FTI Consulting
FCN
$4.88B
$26.8M 0.03%
554,124
+29,048
+6% +$1.31M
FMS icon
583
Fresenius Medical Care
FMS
$13.4B
$26.8M 0.03%
523,853
+43,157
+9% +$2.3M
AME icon
584
Ametek
AME
$55.7B
$26.5M 0.03%
349,420
+13,026
+4% +$989K
TCOM icon
585
Trip.com Group
TCOM
$28.2B
$26.5M 0.03%
568,750
-5,955
-1% -$279K
ANET icon
586
Arista Networks
ANET
$215B
$26.5M 0.03%
1,658,224
+327,152
+25% +$5.51M
NI icon
587
NiSource
NI
$22B
$26.4M 0.03%
1,104,029
+63,059
+6% +$1.49M
CNQ icon
588
Canadian Natural Resources
CNQ
$93.4B
$26.4M 0.03%
1,710,153
+57,648
+3% +$927K
CUK
589
DELISTED
Carnival PLC
CUK
$26.3M 0.03%
401,167
-14,771
-4% -$1M
AEL
590
DELISTED
American Equity Investment Life Holding Company
AEL
$26.3M 0.03%
894,318
-45,584
-5% -$1.46M
RJF icon
591
Raymond James Financial
RJF
$33.3B
$26.2M 0.03%
439,637
+22,341
+5% +$1.39M
JNPR
592
DELISTED
Juniper Networks
JNPR
$26M 0.03%
1,068,941
-72,370
-6% -$1.92M
MITSY
593
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$26M 0.03%
74,978
+4,309
+6% +$1.49M
KIM icon
594
Kimco Realty
KIM
$17.8B
$25.9M 0.03%
1,799,336
+311,468
+21% +$4.8M
PAA icon
595
Plains All American Pipeline
PAA
$17.1B
$25.8M 0.03%
1,173,315
+89,592
+8% +$1.97M
RACE icon
596
Ferrari
RACE
$66.8B
$25.8M 0.03%
214,251
+6,184
+3% +$750K
ACM icon
597
Aecom
ACM
$9.12B
$25.8M 0.03%
723,426
-7,513
-1% -$277K
TSS
598
DELISTED
Total System Services, Inc.
TSS
$25.7M 0.03%
298,452
+20,383
+7% +$1.75M
LW icon
599
Lamb Weston
LW
$7.3B
$25.6M 0.03%
440,137
+18,178
+4% +$1.03M
ON icon
600
ON Semiconductor
ON
$34.7B
$25.6M 0.03%
1,045,342
+7,669
+0.7% +$185K
22 23
24
25 26

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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.