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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
NGHC
951
DELISTED
National General Holdings Corp
NGHC
$12.7M 0.01%
520,998
+174,454
+50% +$3.75M
TECK icon
952
Teck Resources
TECK
$29.3B
$12.6M 0.01%
489,965
-11,122
-2% -$313K
FICO icon
953
Fair Isaac
FICO
$29.7B
$12.6M 0.01%
74,274
+1,544
+2% +$258K
TAL icon
954
TAL Education Group
TAL
$5.86B
$12.6M 0.01%
338,958
+10,618
+3% +$364K
FCF icon
955
First Commonwealth Financial
FCF
$2.12B
$12.6M 0.01%
888,931
+21,174
+2% +$306K
TRU icon
956
TransUnion
TRU
$14.9B
$12.6M 0.01%
221,226
+2,529
+1% +$146K
WEN icon
957
Wendy's
WEN
$1.39B
$12.6M 0.01%
715,661
+33,070
+5% +$549K
AFB
958
AllianceBernstein National Municipal Income Fund
AFB
$314M
$12.6M 0.01%
1,003,223
+216,804
+28% +$2.78M
ST icon
959
Sensata Technologies
ST
$6.75B
$12.5M 0.01%
241,460
+50,417
+26% +$2.69M
KNX icon
960
Knight Transportation
KNX
$11.5B
$12.5M 0.01%
271,831
-32,886
-11% -$1.56M
HWM icon
961
Howmet Aerospace
HWM
$115B
$12.5M 0.01%
707,708
-31,382
-4% -$638K
SCO
962
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$12.5M 0.01%
3,055,946
+300,852
+11% +$1.23M
EBS icon
963
Emergent Biosolutions
EBS
$378M
$12.5M 0.01%
237,330
+15,611
+7% +$778K
UGI icon
964
UGI
UGI
$7.91B
$12.5M 0.01%
280,738
-143,925
-34% -$6.45M
WAB icon
965
Wabtec
WAB
$50.8B
$12.5M 0.01%
153,189
-52,005
-25% -$4.19M
WTFC icon
966
Wintrust Financial
WTFC
$10.7B
$12.5M 0.01%
144,874
-3,659
-2% -$315K
VSH icon
967
Vishay Intertechnology
VSH
$5.7B
$12.3M 0.01%
662,187
-36,044
-5% -$722K
XYZ
968
Block Inc
XYZ
$48.4B
$12.3M 0.01%
249,819
-70,515
-22% -$3.24M
UNFI icon
969
United Natural Foods
UNFI
$2.97B
$12.3M 0.01%
286,193
+10,819
+4% +$489K
SEO
970
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$12.3M 0.01%
651,641
+62,803
+11% +$1.18M
POOL icon
971
Pool Corp
POOL
$6.73B
$12.3M 0.01%
83,955
+10,559
+14% +$1.45M
EVR icon
972
Evercore
EVR
$13.2B
$12.2M 0.01%
140,456
+3,971
+3% +$374K
LSTR icon
973
Landstar System
LSTR
$6.5B
$12.2M 0.01%
111,541
-5,532
-5% -$606K
GOLD
974
DELISTED
Randgold Resources Ltd
GOLD
$12.2M 0.01%
146,892
-10,142
-6% -$914K
SIRI icon
975
SiriusXM
SIRI
$10.5B
$12.2M 0.01%
195,634
+27,471
+16% +$1.65M
37 38
39
40 41

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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.