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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
WR
1151
DELISTED
Westar Energy Inc
WR
$9.27M 0.01%
176,233
+330
+0.2% +$16.7K
AUD
1152
DELISTED
Audacy, Inc.
AUD
$9.25M 0.01%
958,985
-202,545
-17% -$2.11M
CXW icon
1153
CoreCivic
CXW
$3.03B
$9.23M 0.01%
472,979
+17,466
+4% +$377K
PLNT icon
1154
Planet Fitness
PLNT
$4.43B
$9.23M 0.01%
244,389
+9,197
+4% +$322K
NFG icon
1155
National Fuel Gas
NFG
$7.73B
$9.21M 0.01%
178,968
+40,963
+30% +$2.14M
TCF
1156
DELISTED
TCF Financial Corporation Common Stock
TCF
$9.21M 0.01%
168,406
-7,492
-4% -$422K
HBI
1157
DELISTED
Hanesbrands
HBI
$9.2M 0.01%
499,351
-91,398
-15% -$1.89M
CNX icon
1158
CNX Resources
CNX
$4.84B
$9.2M 0.01%
595,956
-82,651
-12% -$1.23M
MKSI icon
1159
MKS Inc
MKSI
$19.3B
$9.19M 0.01%
79,442
+11,733
+17% +$1.29M
HDS
1160
DELISTED
HD Supply Holdings, Inc.
HDS
$9.18M 0.01%
241,862
-14,219
-6% -$535K
AMD icon
1161
Advanced Micro Devices
AMD
$741B
$9.16M 0.01%
911,848
+71,330
+8% +$846K
BNDX icon
1162
Vanguard Total International Bond ETF
BNDX
$82.3B
$9.12M 0.01%
166,679
-30,300
-15% -$1.64M
SMG icon
1163
ScottsMiracle-Gro
SMG
$4.25B
$9.09M 0.01%
106,052
-373
-0.4% -$35.5K
ERIE icon
1164
Erie Indemnity
ERIE
$12.7B
$9.07M 0.01%
77,100
+3,787
+5% +$441K
DCI icon
1165
Donaldson
DCI
$11.1B
$9.06M 0.01%
201,115
+11,918
+6% +$571K
ALKS icon
1166
Alkermes
ALKS
$8.42B
$9.02M 0.01%
155,638
+10,426
+7% +$610K
ZEN
1167
DELISTED
ZENDESK INC
ZEN
$9.01M 0.01%
188,298
+49,576
+36% +$2.06M
VEON icon
1168
VEON
VEON
$3.57B
$9.01M 0.01%
136,501
+2,327
+2% +$195K
NWE icon
1169
NorthWestern Energy
NWE
$4.45B
$9.01M 0.01%
167,411
+12,871
+8% +$681K
ASB icon
1170
Associated Banc-Corp
ASB
$5.86B
$9M 0.01%
362,116
+31,651
+10% +$805K
SANM icon
1171
Sanmina
SANM
$9.24B
$8.98M 0.01%
343,448
-12,718
-4% -$364K
HQY icon
1172
HealthEquity
HQY
$8.46B
$8.97M 0.01%
148,120
+27,101
+22% +$1.47M
OZK icon
1173
Bank OZK
OZK
$5.62B
$8.97M 0.01%
185,745
+3,462
+2% +$175K
BOH icon
1174
Bank of Hawaii
BOH
$3.17B
$8.96M 0.01%
107,770
+4,983
+5% +$421K
DLPH
1175
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$8.96M 0.01%
187,962
-11,303
-6% -$587K
45 46
47
48 49

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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.