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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
DF
1476
DELISTED
Dean Foods Company
DF
$5.99M 0.01%
694,844
-12,177
-2% -$120K
WRLD icon
1477
World Acceptance Corp
WRLD
$880M
$5.97M 0.01%
56,744
-16,967
-23% -$1.75M
SRCL
1478
DELISTED
Stericycle Inc
SRCL
$5.97M 0.01%
101,925
-12,827
-11% -$868K
AIR icon
1479
AAR Corp
AIR
$5.62B
$5.93M 0.01%
134,447
-6,326
-4% -$262K
EDR
1480
DELISTED
Education Realty Trust Inc
EDR
$5.92M 0.01%
180,763
+31,897
+21% +$1.03M
AWP
1481
abrdn Global Premier Properties Fund
AWP
$379M
$5.92M 0.01%
316,093
+82,015
+35% +$1.59M
JOYY
1482
JOYY Inc
JOYY
$3.77B
$5.92M 0.01%
56,239
+840
+2% +$106K
EXPR
1483
DELISTED
Express, Inc.
EXPR
$5.89M 0.01%
41,158
-36
-0.1% -$5.31K
EEP
1484
DELISTED
Enbridge Energy Partners
EEP
$5.89M 0.01%
611,312
+48,947
+9% +$643K
ROG icon
1485
Rogers Corp
ROG
$2.13B
$5.89M 0.01%
49,286
-10,186
-17% -$1.55M
BRKR icon
1486
Bruker
BRKR
$9.58B
$5.89M 0.01%
196,709
-6,829
-3% -$222K
UCB
1487
United Community Banks
UCB
$4.27B
$5.87M 0.01%
185,598
+35,088
+23% +$1.1M
PFGC icon
1488
Performance Food Group
PFGC
$18.1B
$5.87M 0.01%
196,703
+14,822
+8% +$475K
BCC icon
1489
Boise Cascade
BCC
$2.83B
$5.84M 0.01%
151,359
-12,929
-8% -$537K
ENIC icon
1490
Enel Chile
ENIC
$6.05B
$5.84M 0.01%
912,059
+23,167
+3% +$143K
RBC icon
1491
RBC Bearings
RBC
$18.2B
$5.83M 0.01%
46,980
+2,805
+6% +$348K
CSGS
1492
DELISTED
CSG Systems International
CSGS
$5.83M 0.01%
128,706
+5,734
+5% +$263K
TLRD
1493
DELISTED
Tailored Brands, Inc.
TLRD
$5.8M 0.01%
231,289
-7,973
-3% -$185K
VIAV icon
1494
Viavi Solutions
VIAV
$8.66B
$5.79M 0.01%
595,427
+70,226
+13% +$669K
ABM icon
1495
ABM Industries
ABM
$2.88B
$5.78M 0.01%
172,697
+9,795
+6% +$358K
TBI
1496
Trueblue
TBI
$235M
$5.78M 0.01%
223,193
+10,485
+5% +$286K
HOPE icon
1497
Hope Bancorp
HOPE
$1.8B
$5.78M 0.01%
317,615
+66,918
+27% +$1.24M
DOOR
1498
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$5.76M 0.01%
93,816
-7,096
-7% -$478K
BGS icon
1499
B&G Foods
BGS
$297M
$5.72M 0.01%
241,567
-7,522
-3% -$230K
BRO icon
1500
Brown & Brown
BRO
$25B
$5.72M 0.01%
224,733
+19,599
+10% +$512K
58 59
60
61 62

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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.