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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
MKTAY
626
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$24.3M 0.02%
489,453
+25,485
+5% +$1.26M
WPZ
627
DELISTED
Williams Partners L.P.
WPZ
$24.2M 0.02%
703,420
+56,477
+9% +$2.21M
WTW icon
628
Willis Towers Watson
WTW
$28.6B
$24.2M 0.02%
158,880
+2,273
+1% +$357K
SIX
629
DELISTED
Six Flags Entertainment Corp.
SIX
$24.1M 0.02%
386,984
+45,089
+13% +$2.94M
ANF icon
630
Abercrombie & Fitch
ANF
$4.41B
$24.1M 0.02%
994,969
+77,682
+8% +$1.64M
NCLH icon
631
Norwegian Cruise Line
NCLH
$9.2B
$24M 0.02%
452,704
+1,437
+0.3% +$81.7K
CNI icon
632
Canadian National Railway
CNI
$78B
$24M 0.02%
327,719
+3,228
+1% +$249K
THC icon
633
Tenet Healthcare
THC
$21B
$23.9M 0.02%
987,546
+176,651
+22% +$3.52M
FRC
634
DELISTED
First Republic Bank
FRC
$23.8M 0.02%
257,268
-64,838
-20% -$5.98M
JBL icon
635
Jabil
JBL
$32.6B
$23.8M 0.02%
828,545
+78,914
+11% +$2.15M
CDNS icon
636
Cadence Design Systems
CDNS
$93.4B
$23.8M 0.02%
647,193
-14,402
-2% -$587K
PHG icon
637
Philips
PHG
$24.3B
$23.8M 0.02%
817,512
+49,359
+6% +$1.47M
ETP
638
DELISTED
Energy Transfer Partners, L.P.
ETP
$23.7M 0.02%
1,458,627
+112,143
+8% +$2.08M
BMO icon
639
Bank of Montreal
BMO
$125B
$23.5M 0.02%
310,829
-79,584
-20% -$6.26M
SEIC icon
640
SEI Investments
SEIC
$12.2B
$23.4M 0.02%
312,794
+1,881
+0.6% +$140K
AJG icon
641
Arthur J. Gallagher & Co
AJG
$65.1B
$23.4M 0.02%
340,104
+3,799
+1% +$256K
AAXJ icon
642
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.66B
$23.4M 0.02%
+301,197
New +$23.7M
EQNR icon
643
Equinor
EQNR
$91.4B
$23.4M 0.02%
987,356
+91,084
+10% +$2.09M
TRN icon
644
Trinity Industries
TRN
$2.95B
$23.3M 0.02%
993,698
-426
-0% -$10.5K
O icon
645
Realty Income
O
$61.1B
$23.2M 0.02%
462,387
-999
-0.2% -$49.8K
QRVO icon
646
Qorvo
QRVO
$7.92B
$23.2M 0.02%
328,797
-27,217
-8% -$2.05M
PC
647
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$23M 0.02%
1,597,409
+98,486
+7% +$1.42M
SNN icon
648
Smith & Nephew
SNN
$13.1B
$22.8M 0.02%
597,720
+44,828
+8% +$1.62M
VALE icon
649
Vale
VALE
$62.9B
$22.8M 0.02%
1,791,291
+167,427
+10% +$2.2M
BHC icon
650
Bausch Health
BHC
$1.67B
$22.7M 0.02%
1,426,661
+136,634
+11% +$2.54M
24 25
26
27 28

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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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ACI
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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.