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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
GDOT icon
926
Green Dot
GDOT
$746M
$13.1M 0.01%
204,897
-10,979
-5% -$692K
AMN icon
927
AMN Healthcare
AMN
$1.3B
$13.1M 0.01%
231,562
-33,266
-13% -$1.81M
WP
928
DELISTED
Worldpay, Inc.
WP
$13.1M 0.01%
159,788
+33,015
+26% +$2.62M
EIM
929
Eaton Vance Municipal Bond Fund
EIM
$493M
$13.1M 0.01%
1,107,784
+107,298
+11% +$1.29M
MBFI
930
DELISTED
MB Financial Corp
MBFI
$13.1M 0.01%
323,144
-15,159
-4% -$656K
FRT icon
931
Federal Realty Investment Trust
FRT
$11B
$13.1M 0.01%
112,541
-24,215
-18% -$2.86M
ASH icon
932
Ashland
ASH
$3.04B
$13M 0.01%
186,838
-1,847
-1% -$133K
VIV icon
933
Telefônica Brasil
VIV
$22.5B
$13M 0.01%
847,384
-92,780
-10% -$1.47M
ZBRA icon
934
Zebra Technologies
ZBRA
$12.6B
$13M 0.01%
93,495
-11,378
-11% -$1.46M
TS icon
935
Tenaris
TS
$28.5B
$13M 0.01%
375,256
+49,669
+15% +$1.71M
MMS icon
936
Maximus
MMS
$3.2B
$13M 0.01%
194,351
-29,815
-13% -$2.03M
HCSG icon
937
Healthcare Services Group
HCSG
$1.58B
$12.9M 0.01%
297,006
-47,419
-14% -$2.32M
LFUS icon
938
Littelfuse
LFUS
$10.2B
$12.9M 0.01%
61,848
+2,097
+4% +$440K
BHF icon
939
Brighthouse Financial
BHF
$3.63B
$12.9M 0.01%
250,359
+56,258
+29% +$3.25M
HXL icon
940
Hexcel
HXL
$8.28B
$12.9M 0.01%
199,113
+9,812
+5% +$646K
SBS icon
941
Sabesp
SBS
$19.9B
$12.9M 0.01%
6,259,363
-369,073
-6% -$793K
BLKB icon
942
Blackbaud
BLKB
$1.59B
$12.8M 0.01%
126,025
-4,155
-3% -$414K
PK icon
943
Park Hotels & Resorts
PK
$3.03B
$12.8M 0.01%
474,289
+84,348
+22% +$2.33M
ACIW icon
944
ACI Worldwide
ACIW
$5.88B
$12.8M 0.01%
538,544
+31,481
+6% +$744K
IDA icon
945
Idacorp
IDA
$8.2B
$12.8M 0.01%
144,647
-1,262
-0.9% -$107K
AAN.A
946
DELISTED
The Aaron's Company Inc Class A
AAN.A
$12.8M 0.01%
273,840
+6,999
+3% +$326K
SKX
947
DELISTED
Skechers
SKX
$12.7M 0.01%
327,660
-203,276
-38% -$8.1M
VVC
948
DELISTED
Vectren Corporation
VVC
$12.7M 0.01%
199,034
-2,397
-1% -$148K
CMPR icon
949
Cimpress
CMPR
$2.41B
$12.7M 0.01%
82,028
-5,807
-7% -$865K
AIF
950
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$12.7M 0.01%
807,449
+203,887
+34% +$3.19M
36 37
38
39 40

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MCM
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PSUF
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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.