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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
MGM icon
701
MGM Resorts International
MGM
$11.8B
$20.5M 0.02%
585,036
+38,618
+7% +$1.36M
VER
702
DELISTED
VEREIT, Inc.
VER
$20.5M 0.02%
588,748
+157,718
+37% +$5.6M
RVTY icon
703
Revvity
RVTY
$12.1B
$20.3M 0.02%
268,113
+18,779
+8% +$1.45M
INFO
704
DELISTED
IHS Markit Ltd. Common Shares
INFO
$20.3M 0.02%
420,545
+70,599
+20% +$3.34M
BNL
705
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$20.3M 0.02%
674,963
+76,548
+13% +$2.3M
RMD icon
706
ResMed
RMD
$29.5B
$20.2M 0.02%
205,467
+13,841
+7% +$1.31M
DSU icon
707
BlackRock Debt Strategies Fund
DSU
$589M
$20.2M 0.02%
1,740,515
+29,594
+2% +$343K
JD icon
708
JD.com
JD
$41.8B
$20.2M 0.02%
499,127
+38,034
+8% +$1.72M
TWTR
709
DELISTED
Twitter, Inc.
TWTR
$20.2M 0.02%
695,673
+144,228
+26% +$4.23M
COO icon
710
Cooper Companies
COO
$13.7B
$20M 0.02%
349,840
+34,760
+11% +$2.03M
LOPE icon
711
Grand Canyon Education
LOPE
$3.84B
$19.8M 0.02%
188,903
-12,204
-6% -$1.18M
BIG
712
DELISTED
Big Lots, Inc.
BIG
$19.8M 0.02%
455,094
-24,152
-5% -$1.32M
CAKE icon
713
Cheesecake Factory
CAKE
$4.32B
$19.8M 0.02%
409,818
+65,593
+19% +$3.15M
HRL icon
714
Hormel Foods
HRL
$14.3B
$19.7M 0.02%
574,839
+51,963
+10% +$1.76M
NOK icon
715
Nokia
NOK
$51.8B
$19.7M 0.02%
3,603,975
+972,457
+37% +$5.24M
SQM icon
716
Sociedad Química y Minera de Chile
SQM
$19.6B
$19.6M 0.02%
399,236
-44,248
-10% -$2.39M
MAA icon
717
Mid-America Apartment Communities
MAA
$15.5B
$19.5M 0.02%
214,247
+26,690
+14% +$2.41M
ORAN
718
DELISTED
Orange
ORAN
$19.5M 0.02%
1,143,994
+143,713
+14% +$2.5M
BG icon
719
Bunge Global
BG
$22.8B
$19.5M 0.02%
263,630
-38,019
-13% -$2.87M
BBL
720
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$19.4M 0.02%
488,721
+41,378
+9% +$1.74M
AVT icon
721
Avnet
AVT
$7.25B
$19.4M 0.02%
463,601
+26,547
+6% +$1.12M
RELX icon
722
RELX
RELX
$62.3B
$19.3M 0.02%
924,626
+15,875
+2% +$343K
EXR icon
723
Extra Space Storage
EXR
$31.3B
$19.3M 0.02%
220,829
+9,677
+5% +$814K
UPM
724
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$19.3M 0.02%
518,955
+45,236
+10% +$1.68M
XEC
725
DELISTED
CIMAREX ENERGY CO
XEC
$19.3M 0.02%
205,965
-53,467
-21% -$5.7M
27 28
29
30 31

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MCM
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PSUF
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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.