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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
WAGE
1401
DELISTED
WageWorks, Inc.
WAGE
$6.53M 0.01%
144,349
-18,139
-11% -$991K
B
1402
Barrick Mining
B
$61.5B
$6.51M 0.01%
522,759
+82,445
+19% +$1.1M
ICL icon
1403
ICL Group
ICL
$6.76B
$6.49M 0.01%
1,531,402
+57,429
+4% +$246K
PIPR icon
1404
Piper Sandler
PIPR
$5.24B
$6.49M 0.01%
312,580
+6,820
+2% +$151K
HIW icon
1405
Highwoods Properties
HIW
$3.71B
$6.49M 0.01%
148,029
-18,818
-11% -$852K
GLOG
1406
DELISTED
GASLOG LTD
GLOG
$6.48M 0.01%
394,185
-4,804
-1% -$91K
TRMK icon
1407
Trustmark
TRMK
$2.74B
$6.47M 0.01%
207,569
+10,973
+6% +$353K
FUL icon
1408
H.B. Fuller
FUL
$3.07B
$6.46M 0.01%
129,867
+13,618
+12% +$705K
LSXMA
1409
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.46M 0.01%
217,411
+3,987
+2% +$121K
LHO
1410
DELISTED
LaSalle Hotel Properties
LHO
$6.45M 0.01%
222,437
+1,465
+0.7% +$40.4K
MRCY icon
1411
Mercury Systems
MRCY
$5.97B
$6.44M 0.01%
133,236
-39,525
-23% -$1.89M
CMP icon
1412
Compass Minerals
CMP
$1.25B
$6.44M 0.01%
106,727
-3,119
-3% -$209K
NWN icon
1413
Northwest Natural Holdings
NWN
$2.18B
$6.42M 0.01%
111,317
+2,600
+2% +$146K
DK icon
1414
Delek US
DK
$3.85B
$6.41M 0.01%
157,584
-47,188
-23% -$1.7M
RCI icon
1415
Rogers Communications
RCI
$18.8B
$6.4M 0.01%
143,196
-545
-0.4% -$25.6K
ESL
1416
DELISTED
Esterline Technologies
ESL
$6.39M 0.01%
87,391
+7,941
+10% +$591K
CIEN icon
1417
Ciena
CIEN
$49.6B
$6.39M 0.01%
246,587
+61,083
+33% +$1.44M
PRAA icon
1418
PRA Group
PRAA
$688M
$6.38M 0.01%
167,984
-1,065
-0.6% -$38.8K
SSD icon
1419
Simpson Manufacturing
SSD
$8.16B
$6.38M 0.01%
110,760
-16,917
-13% -$978K
CARS icon
1420
Cars.com
CARS
$705M
$6.38M 0.01%
225,010
+25,677
+13% +$752K
PCH
1421
DELISTED
PotlatchDeltic
PCH
$6.37M 0.01%
122,370
+7,059
+6% +$367K
AEIS icon
1422
Advanced Energy
AEIS
$10.9B
$6.37M 0.01%
99,646
-10,247
-9% -$708K
Z icon
1423
Zillow
Z
$7.7B
$6.35M 0.01%
117,980
+17,905
+18% +$864K
SEM
1424
DELISTED
Select Medical
SEM
$6.33M 0.01%
681,566
-44,046
-6% -$419K
GTY
1425
Getty Realty Corp
GTY
$2.12B
$6.33M 0.01%
251,099
+24,470
+11% +$612K
55 56
57
58 59

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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.