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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
COR
1426
DELISTED
Coresite Realty Corporation
COR
$6.33M 0.01%
63,105
-2,410
-4% -$247K
LXP icon
1427
LXP Industrial Trust
LXP
$3.53B
$6.32M 0.01%
160,681
+15,482
+11% +$659K
KPN
1428
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$6.32M 0.01%
2,116,749
-521,638
-20% -$1.56M
GPI icon
1429
Group 1 Automotive
GPI
$4.17B
$6.31M 0.01%
96,634
+1,062
+1% +$78.6K
ISD
1430
PGIM High Yield Bond Fund
ISD
$416M
$6.31M 0.01%
446,616
+146,939
+49% +$2.13M
BECN
1431
DELISTED
Beacon Roofing Supply, Inc.
BECN
$6.31M 0.01%
118,915
-29,973
-20% -$1.72M
EXPO icon
1432
Exponent
EXPO
$3.15B
$6.31M 0.01%
160,402
+1,224
+0.8% +$46.3K
AMKR icon
1433
Amkor Technology
AMKR
$11.3B
$6.3M 0.01%
622,106
-17,936
-3% -$187K
TFSL icon
1434
TFS Financial
TFSL
$5.18B
$6.3M 0.01%
428,853
+7,604
+2% +$114K
SSL icon
1435
Sasol
SSL
$7.03B
$6.29M 0.01%
184,693
-3,537
-2% -$122K
RPAI
1436
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$6.28M 0.01%
538,722
+98,111
+22% +$1.18M
UTF icon
1437
Cohen & Steers Infrastructure Fund
UTF
$3.11B
$6.27M 0.01%
292,982
-6,792
-2% -$152K
GMED icon
1438
Globus Medical
GMED
$10.9B
$6.25M 0.01%
125,422
-5,221
-4% -$245K
NHY
1439
DELISTED
NORSK HYDRO A. S. ADR
NHY
$6.25M 0.01%
1,050,130
+5,772
+0.6% +$34.3K
KOF icon
1440
Coca-Cola Femsa
KOF
$22.8B
$6.25M 0.01%
94,033
+14,500
+18% +$1.03M
AGM icon
1441
Federal Agricultural Mortgage
AGM
$2.31B
$6.23M 0.01%
71,611
+6,866
+11% +$557K
LECO icon
1442
Lincoln Electric
LECO
$14.6B
$6.23M 0.01%
69,282
-1,106
-2% -$103K
INGN icon
1443
Inogen
INGN
$174M
$6.23M 0.01%
50,705
+474
+0.9% +$57.9K
QIWI
1444
DELISTED
QIWI PLC
QIWI
$6.22M 0.01%
325,739
-2,241
-0.7% -$38.2K
EVV
1445
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$6.22M 0.01%
477,515
+89,196
+23% +$1.18M
SLAB icon
1446
Silicon Laboratories
SLAB
$7.17B
$6.21M 0.01%
69,133
-14,368
-17% -$1.36M
MBI icon
1447
MBIA
MBI
$278M
$6.21M 0.01%
670,145
+10,453
+2% +$84K
SNP
1448
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$6.19M 0.01%
69,959
+16,404
+31% +$1.35M
IBOC icon
1449
International Bancshares
IBOC
$4.83B
$6.17M 0.01%
158,711
-2,432
-2% -$98.7K
ESLT icon
1450
Elbit Systems
ESLT
$38.4B
$6.17M 0.01%
50,724
+2,372
+5% +$329K
56 57
58
59 60

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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.