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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
UTHR icon
726
United Therapeutics
UTHR
$26.3B
$19.2M 0.02%
171,076
-4,024
-2% -$511K
FFIV icon
727
F5
FFIV
$23B
$19.2M 0.02%
132,626
+7,950
+6% +$1.14M
PANW icon
728
Palo Alto Networks
PANW
$259B
$19.2M 0.02%
633,840
+16,218
+3% +$451K
UFS
729
DELISTED
DOMTAR CORPORATION (New)
UFS
$19.1M 0.02%
449,609
-27,025
-6% -$1.27M
CM icon
730
Canadian Imperial Bank of Commerce
CM
$108B
$19M 0.02%
431,202
+12,292
+3% +$576K
MFA
731
MFA Financial
MFA
$927M
$19M 0.02%
630,713
+22,387
+4% +$664K
PBH icon
732
Prestige Consumer Healthcare
PBH
$2.39B
$19M 0.02%
563,168
+86,231
+18% +$3.31M
MAC icon
733
Macerich
MAC
$7.41B
$19M 0.02%
338,879
-41,378
-11% -$2.52M
SHG icon
734
Shinhan Financial Group
SHG
$33.6B
$19M 0.02%
447,216
+23,011
+5% +$1.04M
FSLR icon
735
First Solar
FSLR
$22.1B
$19M 0.02%
267,057
+13,435
+5% +$914K
BKU icon
736
Bankunited
BKU
$3.36B
$18.9M 0.02%
473,084
+54,292
+13% +$2.24M
TCF
737
DELISTED
TCF Financial Corporation
TCF
$18.9M 0.02%
826,741
+68,939
+9% +$1.53M
IDTI
738
DELISTED
Integrated Device Technology I
IDTI
$18.9M 0.02%
616,953
+117,323
+23% +$3.64M
FLIR
739
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$18.8M 0.02%
375,998
+12,628
+3% +$629K
IHG icon
740
InterContinental Hotels
IHG
$23.5B
$18.8M 0.02%
291,318
+40,876
+16% +$2.77M
KUB
741
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$18.8M 0.02%
211,063
-1,231
-0.6% -$109K
CACC icon
742
Credit Acceptance
CACC
$5.78B
$18.8M 0.02%
56,756
-4,531
-7% -$1.5M
HYT icon
743
BlackRock Corporate High Yield Fund
HYT
$1.35B
$18.7M 0.02%
1,769,054
+197,915
+13% +$2.13M
FIVE icon
744
Five Below
FIVE
$11.5B
$18.6M 0.02%
253,390
-11,586
-4% -$781K
NVG icon
745
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.66B
$18.5M 0.02%
1,278,177
-157,632
-11% -$2.32M
SCM
746
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$18.5M 0.02%
374,104
+37,737
+11% +$1.87M
CHT icon
747
Chunghwa Telecom
CHT
$33.4B
$18.5M 0.02%
476,765
+47,990
+11% +$1.78M
NDAQ icon
748
Nasdaq
NDAQ
$52.5B
$18.5M 0.02%
642,744
+51,015
+9% +$1.38M
NWSA icon
749
News Corp Class A
NWSA
$14.8B
$18.4M 0.02%
1,167,425
+89,394
+8% +$1.47M
GRMN
750
Garmin
GRMN
$46.8B
$18.4M 0.02%
312,074
-942
-0.3% -$57.7K
28 29
30
31 32

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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.