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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
SUPN icon
776
Supernus Pharmaceuticals
SUPN
$2.73B
$17.4M 0.02%
379,831
+71,442
+23% +$2.98M
WTM icon
777
White Mountains Insurance
WTM
$5.43B
$17.4M 0.02%
21,122
-783
-4% -$646K
ERIC icon
778
Ericsson
ERIC
$31.8B
$17.4M 0.02%
2,713,142
+140,881
+5% +$948K
J icon
779
Jacobs Solutions
J
$16B
$17.3M 0.02%
354,113
-10,927
-3% -$578K
IRM icon
780
Iron Mountain
IRM
$37.8B
$17.2M 0.02%
524,571
-35,205
-6% -$1.19M
VE
781
DELISTED
VEOLIA ENVIRONNEMENT
VE
$17.2M 0.02%
725,504
+56,175
+8% +$1.33M
APA icon
782
APA Corp
APA
$12.3B
$17.1M 0.02%
444,225
-85,769
-16% -$3.45M
CLB icon
783
Core Laboratories
CLB
$518M
$17.1M 0.02%
157,646
+6,065
+4% +$671K
SLG icon
784
SL Green Realty
SLG
$3.83B
$17M 0.02%
181,656
+26,772
+17% +$2.51M
ALLE icon
785
Allegion
ALLE
$13.4B
$17M 0.02%
199,300
+4,531
+2% +$380K
UMPQ
786
DELISTED
Umpqua Holdings Corp
UMPQ
$16.9M 0.02%
790,965
-46,220
-6% -$1.01M
ARDC
787
Are Dynamic Credit Allocation Fund
ARDC
$296M
$16.9M 0.02%
1,042,488
+81,114
+8% +$1.32M
MGLN
788
DELISTED
Magellan Health Services, Inc.
MGLN
$16.9M 0.02%
157,854
-761
-0.5% -$76.4K
EQT icon
789
EQT Corp
EQT
$32.5B
$16.8M 0.02%
650,542
-54,254
-8% -$1.56M
HE icon
790
Hawaiian Electric Industries
HE
$2.28B
$16.8M 0.02%
487,301
+6,453
+1% +$218K
THO icon
791
Thor Industries
THO
$3.98B
$16.7M 0.02%
145,210
-6,989
-5% -$934K
ATR icon
792
AptarGroup
ATR
$8.51B
$16.7M 0.02%
186,064
+14,390
+8% +$1.27M
LII icon
793
Lennox International
LII
$19B
$16.7M 0.02%
81,726
+8,597
+12% +$1.79M
PWR icon
794
Quanta Services
PWR
$93.1B
$16.7M 0.02%
486,210
+3,999
+0.8% +$145K
ARCO icon
795
Arcos Dorados Holdings
ARCO
$1.75B
$16.7M 0.02%
1,871,152
+139,693
+8% +$1.31M
OFG icon
796
OFG Bancorp
OFG
$2.21B
$16.6M 0.02%
1,590,754
+190,473
+14% +$2.02M
EFOR
797
Everforth Inc
EFOR
$884M
$16.6M 0.02%
202,957
+29,764
+17% +$2.23M
TRMB icon
798
Trimble
TRMB
$13B
$16.6M 0.02%
462,736
-39,306
-8% -$1.58M
POR icon
799
Portland General Electric
POR
$5.93B
$16.5M 0.02%
407,922
-26,614
-6% -$1.09M
IFF icon
800
International Flavors & Fragrances
IFF
$19.5B
$16.5M 0.02%
120,613
-14,883
-11% -$2.16M
30 31
32
33 34

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MCM
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PSUF
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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.