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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
SPB icon
1551
Spectrum Brands
SPB
$2.08B
$5.37M 0.01%
51,768
-12,919
-20% -$1.39M
SXT icon
1552
Sensient Technologies
SXT
$5.3B
$5.37M 0.01%
76,016
+8,997
+13% +$648K
CVI icon
1553
CVR Energy
CVI
$3.39B
$5.36M 0.01%
177,297
+1,491
+0.8% +$50.1K
WLH
1554
DELISTED
WILLIAM LYON HOMES
WLH
$5.36M 0.01%
194,911
-2,745
-1% -$76.4K
DORM icon
1555
Dorman Products
DORM
$4.28B
$5.36M 0.01%
80,908
+1,793
+2% +$128K
JNK icon
1556
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$5.36M 0.01%
49,797
+16,297
+49% +$1.77M
KS
1557
DELISTED
KapStone Paper and Pack Corp.
KS
$5.34M 0.01%
155,698
-1,612
-1% -$51.4K
WABC icon
1558
Westamerica Bancorp
WABC
$1.39B
$5.34M 0.01%
91,922
-1,561
-2% -$92.6K
COHR
1559
DELISTED
Coherent Inc
COHR
$5.33M 0.01%
28,471
-9,643
-25% -$2.33M
MDC
1560
DELISTED
M.D.C. Holdings, Inc.
MDC
$5.33M 0.01%
222,770
+28,877
+15% +$763K
NNN icon
1561
NNN REIT
NNN
$9.37B
$5.32M 0.01%
135,538
-10,181
-7% -$397K
POLY
1562
DELISTED
Plantronics, Inc.
POLY
$5.32M 0.01%
88,139
+8,367
+10% +$467K
DCH
1563
Dauch Corp
DCH
$1.33B
$5.32M 0.01%
349,210
-64,166
-16% -$1.05M
MTDR icon
1564
Matador Resources
MTDR
$5.73B
$5.31M 0.01%
177,549
+2,747
+2% +$83.4K
PHI icon
1565
PLDT
PHI
$4.32B
$5.3M 0.01%
186,874
+23,418
+14% +$684K
EGP icon
1566
EastGroup Properties
EGP
$11.3B
$5.3M 0.01%
64,085
+2,300
+4% +$191K
PAC icon
1567
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$5.28M 0.01%
53,014
+1,321
+3% +$134K
BEAT
1568
DELISTED
BioTelemetry, Inc.
BEAT
$5.28M 0.01%
170,086
+123,827
+268% +$4.07M
UVV icon
1569
Universal Corp
UVV
$1.36B
$5.28M 0.01%
108,825
+13,107
+14% +$650K
ALOG
1570
DELISTED
Analogic Corp
ALOG
$5.27M 0.01%
54,982
+7,872
+17% +$682K
NTGR icon
1571
NETGEAR
NTGR
$663M
$5.27M 0.01%
92,158
-8,277
-8% -$509K
DRH icon
1572
Diamondrock Hospitality Co
DRH
$2.67B
$5.27M 0.01%
504,680
-9,865
-2% -$109K
PBA icon
1573
Pembina Pipeline
PBA
$29B
$5.26M 0.01%
168,589
+3,592
+2% +$119K
SCS
1574
DELISTED
Steelcase
SCS
$5.26M 0.01%
386,811
-2,549
-0.7% -$37.4K
QEP
1575
DELISTED
QEP RESOURCES, INC.
QEP
$5.24M 0.01%
534,683
-297,376
-36% -$2.81M
61 62
63
64 65

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MCM
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PSUF
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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.