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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
MASI
1201
DELISTED
Masimo
MASI
$8.69M 0.01%
98,813
+5,185
+6% +$452K
EQC
1202
DELISTED
Equity Commonwealth
EQC
$8.68M 0.01%
282,987
+29,505
+12% +$877K
TKR icon
1203
Timken Company
TKR
$9.72B
$8.67M 0.01%
190,205
+6,080
+3% +$293K
WBC
1204
DELISTED
WABCO HOLDINGS INC.
WBC
$8.64M 0.01%
64,531
-29,735
-32% -$4.31M
ELUX
1205
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$8.63M 0.01%
136,710
+8,805
+7% +$556K
TGNA
1206
DELISTED
TEGNA Inc
TGNA
$8.62M 0.01%
757,041
-11,386
-1% -$156K
PINC
1207
DELISTED
Premier
PINC
$8.6M 0.01%
274,747
-953
-0.3% -$30.8K
VGR
1208
DELISTED
Vector Group Ltd.
VGR
$8.59M 0.01%
654,519
+46,167
+8% +$618K
AMAG
1209
DELISTED
AMAG Pharmaceuticals
AMAG
$8.58M 0.01%
425,704
+63,898
+18% +$1.08M
ACCO icon
1210
Acco Brands
ACCO
$401M
$8.56M 0.01%
682,112
-3,552
-0.5% -$44.5K
TLK icon
1211
Telkom Indonesia
TLK
$14.2B
$8.55M 0.01%
323,809
+4,607
+1% +$136K
WAFD icon
1212
WaFd
WAFD
$2.71B
$8.55M 0.01%
247,116
-25,038
-9% -$889K
CASY icon
1213
Casey's General Stores
CASY
$31.7B
$8.54M 0.01%
77,844
-834
-1% -$96.5K
B
1214
DELISTED
Barnes Group Inc.
B
$8.54M 0.01%
142,567
-5,670
-4% -$358K
NTB icon
1215
Bank of N.T. Butterfield & Son
NTB
$2.37B
$8.54M 0.01%
190,211
+54,616
+40% +$2.33M
FULT icon
1216
Fulton Financial
FULT
$4.73B
$8.53M 0.01%
480,512
+19,171
+4% +$354K
SSB icon
1217
SouthState Bank Corp
SSB
$10.3B
$8.53M 0.01%
99,936
-5,015
-5% -$444K
PBI icon
1218
Pitney Bowes
PBI
$2.41B
$8.5M 0.01%
780,507
+104,100
+15% +$1.29M
CMC icon
1219
Commercial Metals
CMC
$7.8B
$8.48M 0.01%
414,692
+33,084
+9% +$803K
LCII icon
1220
LCI Industries
LCII
$2.62B
$8.48M 0.01%
81,387
-8,164
-9% -$938K
KLXI
1221
DELISTED
KLX Inc.
KLXI
$8.47M 0.01%
141,388
+2,900
+2% +$170K
QCP
1222
DELISTED
Quality Care Properties, Inc.
QCP
$8.44M 0.01%
434,598
+113,003
+35% +$1.69M
H icon
1223
Hyatt Hotels
H
$17.8B
$8.42M 0.01%
110,360
+1,840
+2% +$145K
PTC icon
1224
PTC
PTC
$14.7B
$8.38M 0.01%
107,474
-4,342
-4% -$317K
WCN
1225
Waste Connections
WCN
$42.7B
$8.35M 0.01%
116,385
-3,696
-3% -$263K
47 48
49
50 51

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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.