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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
BPL
851
DELISTED
Buckeye Partners, L.P.
BPL
$15M 0.01%
400,474
+35,511
+10% +$1.73M
LSXMK
852
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$14.9M 0.01%
477,574
+132,538
+38% +$4.22M
CFR icon
853
Cullen/Frost Bankers
CFR
$10.3B
$14.8M 0.01%
139,599
+4,556
+3% +$476K
ALB icon
854
Albemarle
ALB
$13.7B
$14.8M 0.01%
159,195
-11,073
-7% -$1.22M
USFD icon
855
US Foods
USFD
$21.9B
$14.7M 0.01%
449,998
+79,466
+21% +$2.6M
TWNK
856
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$14.7M 0.01%
992,375
+505,389
+104% +$7.08M
AMTD
857
DELISTED
TD Ameritrade Holding Corp
AMTD
$14.7M 0.01%
247,652
+34,275
+16% +$1.94M
HAE icon
858
Haemonetics
HAE
$3.63B
$14.6M 0.01%
200,035
+26,581
+15% +$1.82M
ULTI
859
DELISTED
Ultimate Software Group Inc
ULTI
$14.6M 0.01%
59,853
-567
-0.9% -$134K
FLEX icon
860
Flex
FLEX
$42.5B
$14.6M 0.01%
1,184,543
+229,879
+24% +$3.14M
MLCO icon
861
Melco Resorts & Entertainment
MLCO
$2.18B
$14.6M 0.01%
502,957
+29,485
+6% +$826K
SNA icon
862
Snap-on
SNA
$21.1B
$14.5M 0.01%
98,489
-7,355
-7% -$1.21M
TDY icon
863
Teledyne Technologies
TDY
$30.2B
$14.5M 0.01%
77,460
+5,251
+7% +$992K
BLD
864
DELISTED
TopBuild
BLD
$14.5M 0.01%
188,880
+1,843
+1% +$139K
IGSB icon
865
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
$14.4M 0.01%
277,092
– –
RIG icon
866
Transocean
RIG
$5.84B
$14.4M 0.01%
1,451,169
+86,520
+6% +$891K
Y
867
DELISTED
Alleghany Corp
Y
$14.3M 0.01%
23,344
-76
-0.3% -$45.8K
REG icon
868
Regency Centers
REG
$15.1B
$14.3M 0.01%
242,671
-51,585
-18% -$3.12M
ARE icon
869
Alexandria Real Estate Equities
ARE
$8.96B
$14.2M 0.01%
113,705
+16,394
+17% +$2.03M
ABMD
870
DELISTED
Abiomed Inc
ABMD
$14.2M 0.01%
48,711
-1,281
-3% -$325K
VCSH icon
871
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$14.1M 0.01%
179,915
+49
+0% +$3.86K
IPGP icon
872
IPG Photonics
IPGP
$3.81B
$14.1M 0.01%
60,386
+634
+1% +$156K
ROL icon
873
Rollins
ROL
$18.8B
$14.1M 0.01%
621,063
+17,008
+3% +$374K
TOL icon
874
Toll Brothers
TOL
$14.1B
$14.1M 0.01%
325,650
-28,500
-8% -$1.34M
HOLX
875
DELISTED
Hologic
HOLX
$14.1M 0.01%
376,662
-72,633
-16% -$2.93M
33 34
35
36 37

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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.