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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
DKS icon
976
Dick's Sporting Goods
DKS
$18.7B
$12.2M 0.01%
348,045
+99,467
+40% +$3.24M
STL
977
DELISTED
Sterling Bancorp
STL
$12.2M 0.01%
539,630
+65,283
+14% +$1.6M
OGE icon
978
OGE Energy
OGE
$10.3B
$12.1M 0.01%
370,507
+64,523
+21% +$2.04M
WPX
979
DELISTED
WPX Energy, Inc.
WPX
$12.1M 0.01%
820,734
+29,450
+4% +$424K
DISCK
980
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$12.1M 0.01%
620,229
+270,996
+78% +$6.07M
NUS icon
981
Nu Skin
NUS
$255M
$12.1M 0.01%
163,933
+7,972
+5% +$566K
SON icon
982
Sonoco
SON
$5.89B
$12.1M 0.01%
248,753
+7,970
+3% +$405K
NGVT icon
983
Ingevity
NGVT
$2.61B
$12.1M 0.01%
163,617
+9,573
+6% +$716K
BRX icon
984
Brixmor Property Group
BRX
$9.84B
$12M 0.01%
789,204
+97,050
+14% +$1.55M
CBSH icon
985
Commerce Bancshares
CBSH
$8.55B
$12M 0.01%
296,611
-5,897
-2% -$234K
ACWI icon
986
iShares MSCI ACWI ETF
ACWI
$32.3B
$12M 0.01%
167,614
-26,070
-13% -$1.92M
PAM icon
987
Pampa Energía
PAM
$4.7B
$12M 0.01%
201,614
-15,605
-7% -$1.02M
AYI icon
988
Acuity Brands
AYI
$9.98B
$12M 0.01%
86,216
-270
-0.3% -$41.5K
LOGM
989
DELISTED
LogMein, Inc.
LOGM
$12M 0.01%
103,641
-8,207
-7% -$998K
WES
990
DELISTED
Western Gas Partners Lp
WES
$12M 0.01%
280,171
+24,890
+10% +$1.21M
AGO icon
991
Assured Guaranty
AGO
$3.8B
$12M 0.01%
330,155
+13,077
+4% +$461K
TMIC
992
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$11.9M 0.01%
202,416
+10,378
+5% +$612K
TI
993
DELISTED
Telecom Italia
TI
$11.9M 0.01%
1,246,006
+448,007
+56% +$4.12M
WIT icon
994
Wipro
WIT
$19.3B
$11.9M 0.01%
6,148,843
+964,899
+19% +$1.98M
LPL icon
995
LG Display
LPL
$3B
$11.9M 0.01%
982,559
+59,120
+6% +$817K
MNDT
996
DELISTED
Mandiant, Inc. Common Stock
MNDT
$11.9M 0.01%
702,247
+41,495
+6% +$669K
SIG icon
997
Signet Jewelers
SIG
$3.81B
$11.8M 0.01%
306,785
+30,956
+11% +$1.54M
RPM icon
998
RPM International
RPM
$14.2B
$11.7M 0.01%
246,282
-395
-0.2% -$20.1K
ZAYO
999
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$11.7M 0.01%
342,330
+43,281
+14% +$1.56M
VC icon
1000
Visteon
VC
$2.78B
$11.7M 0.01%
105,994
-9,259
-8% -$1.16M
38 39
40
41 42

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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.