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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
FR icon
1226
First Industrial Realty Trust
FR
$8.77B
$8.34M 0.01%
285,261
+2,875
+1% +$84.8K
ONB icon
1227
Old National Bancorp
ONB
$10.3B
$8.31M 0.01%
491,506
+20,608
+4% +$363K
TMX
1228
DELISTED
Terminix Global Holdings, Inc.
TMX
$8.29M 0.01%
243,492
+243
+0.1% +$8.46K
CMTL icon
1229
Comtech Telecommunications
CMTL
$51.5M
$8.28M 0.01%
277,035
+49,547
+22% +$1.2M
PDCO
1230
DELISTED
Patterson Companies, Inc.
PDCO
$8.28M 0.01%
372,495
+24,224
+7% +$754K
CHK
1231
DELISTED
Chesapeake Energy Corporation
CHK
$8.28M 0.01%
13,708
+5,011
+58% +$3.36M
VEEV icon
1232
Veeva Systems
VEEV
$32.7B
$8.27M 0.01%
113,300
+2,764
+3% +$179K
SNX icon
1233
TD Synnex
SNX
$19.8B
$8.27M 0.01%
139,614
+2,272
+2% +$141K
WST icon
1234
West Pharmaceutical
WST
$23.7B
$8.25M 0.01%
93,491
-7,676
-8% -$718K
VG
1235
DELISTED
Vonage Holdings Corporation
VG
$8.24M 0.01%
773,651
+43,079
+6% +$459K
RITM icon
1236
Rithm Capital
RITM
$5.46B
$8.23M 0.01%
500,128
-8,353
-2% -$142K
FHI icon
1237
Federated Hermes
FHI
$4.59B
$8.22M 0.01%
246,268
-15,326
-6% -$521K
BHE icon
1238
Benchmark Electronics
BHE
$2.76B
$8.21M 0.01%
274,980
+33,151
+14% +$995K
RRX icon
1239
Regal Rexnord
RRX
$13.5B
$8.21M 0.01%
111,870
-16,434
-13% -$1.24M
EGBN icon
1240
Eagle Bancorp
EGBN
$866M
$8.17M 0.01%
136,552
+37,331
+38% +$2.31M
THS
1241
DELISTED
Treehouse Foods
THS
$8.17M 0.01%
213,444
+78,123
+58% +$3.4M
NBR icon
1242
Nabors Industries
NBR
$1.12B
$8.17M 0.01%
23,366
+23
+0.1% +$8.38K
SBNY
1243
DELISTED
Signature Bank
SBNY
$8.16M 0.01%
57,483
+1,503
+3% +$227K
CAE icon
1244
CAE Inc. Common Shares
CAE
$8.48B
$8.16M 0.01%
438,788
+29,917
+7% +$549K
CLH icon
1245
Clean Harbors
CLH
$16B
$8.15M 0.01%
166,939
+9,175
+6% +$481K
DISH
1246
DELISTED
DISH Network Corp.
DISH
$8.14M 0.01%
214,814
-43,268
-17% -$1.9M
VYX icon
1247
NCR Voyix
VYX
$1.19B
$8.13M 0.01%
420,362
-25,776
-6% -$543K
PFPT
1248
DELISTED
Proofpoint, Inc.
PFPT
$8.09M 0.01%
71,215
+10,563
+17% +$1.12M
ILG
1249
DELISTED
ILG, Inc Common Stock
ILG
$8.09M 0.01%
260,172
+3,531
+1% +$111K
SF
1250
Stifel
SF
$12.8B
$8.08M 0.01%
307,022
+40,039
+15% +$1.13M
48 49
50
51 52

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MCM
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PSUF
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IA
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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.