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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
HSNI
3476
DELISTED
HSN, Inc.
HSNI
– –
-112,892
Closed -$4.55M
POT
3477
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-391,251
Closed -$8.08M
XBKS
3478
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
– –
-11,081
Closed -$375K
AGU
3479
DELISTED
Agrium
AGU
– –
-80,458
Closed -$9.25M
NTL
3480
DELISTED
Nortel Invesora 1/20 Ser B Shr
NTL
– –
-4,556
Closed -$232K
CBF
3481
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
– –
-26,388
Closed -$1.1M
FSAM
3482
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
– –
-74,292
Closed -$98K
ASCMA
3483
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
– –
-46,688
Closed -$536K
MESA
3484
DELISTED
MESA AIR GROUP INC (NEV)
MESA
– –
-20,200
Closed –
ADVNB
3485
DELISTED
Advanta Corp Class B
ADVNB
– –
-12,265
Closed –
BBOX
3486
DELISTED
Black Box Corp
BBOX
– –
-103,333
Closed -$367K
DCM
3487
DELISTED
NTT DOCOMO, Inc.
DCM
– –
-1,543,419
Closed -$36.7M
BOBE
3488
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-75,703
Closed -$5.97M
BCR
3489
DELISTED
CR Bard Inc.
BCR
– –
-704
Closed -$233K
CB
3490
DELISTED
CHUBB CORPORATION
CB
– –
-2,611
Closed -$382K
PRH
3491
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
– –
-14,198
Closed -$359K
136 137 138 139
140

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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.