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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
NDSN icon
1001
Nordson
NDSN
$16.8B
$11.7M 0.01%
85,622
+2,557
+3% +$361K
KEX icon
1002
Kirby Corp
KEX
$7.68B
$11.7M 0.01%
151,594
-403
-0.3% -$30.2K
EAT icon
1003
Brinker International
EAT
$8.43B
$11.6M 0.01%
322,668
+74,677
+30% +$2.71M
XHR
1004
Xenia Hotels & Resorts
XHR
$1.97B
$11.6M 0.01%
589,206
-7,939
-1% -$165K
GATX icon
1005
GATX Corp
GATX
$6.59B
$11.6M 0.01%
169,543
-6,332
-4% -$433K
KAMN
1006
DELISTED
Kaman Corp
KAMN
$11.6M 0.01%
186,887
+15,636
+9% +$959K
EWBC icon
1007
East-West Bancorp
EWBC
$18B
$11.6M 0.01%
185,243
-8,072
-4% -$529K
EHI
1008
Western Asset Global High Income Fund
EHI
$175M
$11.6M 0.01%
1,230,420
+126,667
+11% +$1.24M
PII icon
1009
Polaris
PII
$4.07B
$11.6M 0.01%
101,062
+1,523
+2% +$183K
BCO icon
1010
Brink's
BCO
$4.83B
$11.6M 0.01%
162,118
-6,202
-4% -$477K
LPNT
1011
DELISTED
LifePoint Health, Inc.
LPNT
$11.5M 0.01%
245,426
+55,982
+30% +$2.69M
SFLY
1012
DELISTED
Shutterfly, Inc.
SFLY
$11.5M 0.01%
141,937
+39,678
+39% +$2.77M
PRAH
1013
DELISTED
PRA Health Sciences, Inc.
PRAH
$11.5M 0.01%
138,952
+2,828
+2% +$251K
IART icon
1014
Integra LifeSciences
IART
$1.57B
$11.5M 0.01%
208,114
-4,077
-2% -$214K
DHC
1015
Diversified Healthcare Trust
DHC
$2.22B
$11.5M 0.01%
733,130
-35,421
-5% -$589K
IWR icon
1016
iShares Russell Mid-Cap ETF
IWR
$56.3B
$11.5M 0.01%
222,448
+91,912
+70% +$4.84M
APOG icon
1017
Apogee Enterprises
APOG
$871M
$11.5M 0.01%
264,696
+133,245
+101% +$5.95M
ALV icon
1018
Autoliv
ALV
$8.94B
$11.4M 0.01%
108,646
+4,650
+4% +$479K
BIT icon
1019
BlackRock Multi-Sector Income Trust
BIT
$693M
$11.4M 0.01%
679,976
+53,048
+8% +$932K
SLGN icon
1020
Silgan Holdings
SLGN
$5.02B
$11.4M 0.01%
409,480
+36,723
+10% +$1.05M
TRI icon
1021
Thomson Reuters
TRI
$45.4B
$11.4M 0.01%
253,310
+2,745
+1% +$131K
ARMK icon
1022
Aramark
ARMK
$15.1B
$11.4M 0.01%
397,485
+8,650
+2% +$265K
CEO
1023
DELISTED
CNOOC Limited
CEO
$11.3M 0.01%
76,342
-42,185
-36% -$6.33M
FNDE icon
1024
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.51B
$11.3M 0.01%
361,623
+47,661
+15% +$1.49M
CPT icon
1025
Camden Property Trust
CPT
$11.3B
$11.3M 0.01%
133,803
+5,978
+5% +$499K
39 40
41
42 43

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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.