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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
WYNN icon
526
Wynn Resorts
WYNN
$10.3B
$31.3M 0.03%
171,494
+811
+0.5% +$140K
TFX icon
527
Teleflex
TFX
$5.85B
$31.3M 0.03%
122,594
-7,625
-6% -$2M
BRK.A icon
528
Berkshire Hathaway Class A
BRK.A
$1.07T
$31.1M 0.03%
104
– –
ENB icon
529
Enbridge
ENB
$121B
$31.1M 0.03%
988,336
-29,250
-3% -$1.02M
KSU
530
DELISTED
Kansas City Southern
KSU
$31M 0.03%
281,765
+7,261
+3% +$787K
PKG icon
531
Packaging Corp of America
PKG
$22.4B
$30.9M 0.03%
274,278
-3,995
-1% -$482K
ALK icon
532
Alaska Air
ALK
$5.23B
$30.9M 0.03%
498,044
+56,271
+13% +$3.73M
HAIN icon
533
Hain Celestial
HAIN
$46.2M
$30.7M 0.03%
958,199
+269,238
+39% +$9.78M
BNS icon
534
Scotiabank
BNS
$106B
$30.7M 0.03%
497,719
+23,810
+5% +$1.51M
MKL icon
535
Markel Group
MKL
$25.2B
$30.6M 0.03%
26,162
+693
+3% +$780K
NLY icon
536
Annaly Capital Management
NLY
$17B
$30.5M 0.03%
731,372
+73,978
+11% +$3.15M
CHKP icon
537
Check Point Software Technologies
CHKP
$13.5B
$30.5M 0.03%
306,732
+8,081
+3% +$832K
MMP
538
DELISTED
Magellan Midstream Partners, L.P.
MMP
$30.4M 0.03%
521,637
+40,793
+8% +$2.74M
AA icon
539
Alcoa
AA
$11.7B
$30.4M 0.03%
676,940
-79,003
-10% -$3.91M
BF.B icon
540
Brown-Forman Class B
BF.B
$12.5B
$30.3M 0.03%
556,823
-85,947
-13% -$4.07M
PHM icon
541
Pultegroup
PHM
$24.7B
$30.3M 0.03%
1,026,867
-409,048
-28% -$12.7M
CTRA
542
DELISTED
Coterra Energy
CTRA
$30.2M 0.03%
1,258,741
-30,249
-2% -$777K
ACGL icon
543
Arch Capital
ACGL
$36.3B
$30.2M 0.03%
1,057,680
+98,244
+10% +$2.89M
MDY icon
544
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$30.1M 0.03%
88,156
-506
-0.6% -$176K
DLR icon
545
Digital Realty Trust
DLR
$72.4B
$30.1M 0.03%
285,351
+5,789
+2% +$611K
NWL icon
546
Newell Brands
NWL
$2.24B
$30M 0.03%
1,177,872
+276,719
+31% +$7.82M
CPRI icon
547
Capri Holdings
CPRI
$1.82B
$29.9M 0.03%
481,949
+66,357
+16% +$4.22M
CP icon
548
Canadian Pacific Kansas City
CP
$81.2B
$29.6M 0.03%
837,885
+96,430
+13% +$3.48M
TSCO icon
549
Tractor Supply
TSCO
$16.8B
$29.6M 0.03%
2,345,765
-1,086,395
-32% -$15.1M
FLR icon
550
Fluor
FLR
$7.2B
$29.3M 0.03%
512,529
+80,402
+19% +$4.61M
20 21
22
23 24

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MCM
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PSUF
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IA
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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.