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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
HIO
876
Western Asset High Income Opportunity Fund
HIO
$334M
$14M 0.01%
2,917,996
+368,295
+14% +$1.82M
BERY
877
DELISTED
Berry Global Group, Inc.
BERY
$14M 0.01%
278,756
+40,731
+17% +$2.12M
NATI
878
DELISTED
National Instruments Corp
NATI
$14M 0.01%
277,071
+19,700
+8% +$959K
AMCR
879
DELISTED
AMCOR LTD ADR
AMCR
$14M 0.01%
319,295
-12,525
-4% -$550K
FNSR
880
DELISTED
Finisar Corp
FNSR
$14M 0.01%
885,747
+127,279
+17% +$2.4M
SEE
881
DELISTED
Sealed Air
SEE
$14M 0.01%
326,999
-10,160
-3% -$459K
ORI icon
882
Old Republic International
ORI
$10.5B
$14M 0.01%
651,806
+31,864
+5% +$661K
MPWR icon
883
Monolithic Power Systems
MPWR
$65.8B
$14M 0.01%
120,623
+9,075
+8% +$1.08M
CY
884
DELISTED
Cypress Semiconductor
CY
$14M 0.01%
823,233
-103,459
-11% -$1.77M
TDK
885
DELISTED
TDK CORP AMER DEP SH
TDK
$13.9M 0.01%
155,342
+24,206
+18% +$2.17M
WW
886
DELISTED
WW International
WW
$13.9M 0.01%
218,006
-27,947
-11% -$1.79M
WRB icon
887
W.R. Berkley
WRB
$28.1B
$13.9M 0.01%
644,426
+18,968
+3% +$396K
FHN icon
888
First Horizon
FHN
$12.1B
$13.9M 0.01%
736,557
+6,714
+0.9% +$132K
JEF icon
889
Jefferies Financial Group
JEF
$13B
$13.9M 0.01%
681,207
-102,629
-13% -$2.33M
CC icon
890
Chemours
CC
$2.55B
$13.8M 0.01%
284,129
-85,982
-23% -$4.3M
MDU icon
891
MDU Resources
MDU
$4.37B
$13.8M 0.01%
1,285,188
+63,972
+5% +$650K
TDS icon
892
Telephone and Data Systems
TDS
$3.83B
$13.8M 0.01%
490,938
+43,220
+10% +$1.17M
SIGI icon
893
Selective Insurance
SIGI
$5.53B
$13.8M 0.01%
226,687
-9,760
-4% -$575K
FBIN icon
894
Fortune Brands Innovations
FBIN
$6.14B
$13.8M 0.01%
273,193
-10,010
-4% -$558K
LULU icon
895
lululemon athletica
LULU
$13.4B
$13.7M 0.01%
154,093
-4,637
-3% -$371K
MD icon
896
Pediatrix Medical
MD
$2.15B
$13.7M 0.01%
246,839
+17,869
+8% +$980K
JHX icon
897
James Hardie Industries
JHX
$15.5B
$13.7M 0.01%
764,726
+68,974
+10% +$1.22M
MTG icon
898
MGIC Investment
MTG
$6.34B
$13.7M 0.01%
1,051,788
-15,064
-1% -$213K
MPT
899
Medical Properties Trust
MPT
$2.86B
$13.7M 0.01%
1,050,688
+147,639
+16% +$1.89M
COLB icon
900
Columbia Banking Systems
COLB
$8.74B
$13.6M 0.01%
324,470
-14,516
-4% -$630K
34 35
36
37 38

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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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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.