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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
EWC icon
1651
iShares MSCI Canada ETF
EWC
$6.12B
$4.74M ﹤0.01%
171,849
+61,574
+56% +$1.77M
FIBK icon
1652
First Interstate BancSystem
FIBK
$3.68B
$4.74M ﹤0.01%
119,738
-9,147
-7% -$374K
CPF icon
1653
Central Pacific Financial
CPF
$1.03B
$4.73M ﹤0.01%
166,230
+30,101
+22% +$883K
CVBF icon
1654
CVB Financial
CVBF
$4.02B
$4.73M ﹤0.01%
208,847
+5,944
+3% +$140K
CCOI icon
1655
Cogent Communications
CCOI
$600M
$4.71M ﹤0.01%
108,449
+8,691
+9% +$381K
SGI
1656
Somnigroup International
SGI
$14.3B
$4.71M ﹤0.01%
415,556
-26,952
-6% -$370K
PFS icon
1657
Provident Financial Services
PFS
$3.15B
$4.7M ﹤0.01%
183,834
+14,468
+9% +$381K
AU icon
1658
AngloGold Ashanti
AU
$38.8B
$4.7M ﹤0.01%
495,499
+58,525
+13% +$596K
WDFC icon
1659
WD-40
WDFC
$3.02B
$4.7M ﹤0.01%
35,672
+4,073
+13% +$514K
CWT icon
1660
California Water Service
CWT
$3.11B
$4.7M ﹤0.01%
126,035
-6,226
-5% -$248K
KAI icon
1661
Kadant
KAI
$3.6B
$4.69M ﹤0.01%
49,668
-1,008
-2% -$99K
PTR
1662
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$4.69M ﹤0.01%
67,268
+11,703
+21% +$845K
MDP
1663
DELISTED
Meredith Corporation
MDP
$4.69M ﹤0.01%
87,186
-3,333
-4% -$198K
GNC
1664
DELISTED
GNC Holdings, Inc.
GNC
$4.69M ﹤0.01%
1,214,901
+297,158
+32% +$1.24M
MANT
1665
DELISTED
Mantech International Corp
MANT
$4.68M ﹤0.01%
84,458
+10,116
+14% +$540K
GTLS
1666
DELISTED
Chart Industries
GTLS
$4.68M ﹤0.01%
79,326
-1,858
-2% -$99.9K
WUBA
1667
DELISTED
58.com Inc
WUBA
$4.68M ﹤0.01%
58,583
+1,242
+2% +$98K
CNSL
1668
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.66M ﹤0.01%
425,261
+145,761
+52% +$1.75M
MSA icon
1669
Mine Safety
MSA
$6.76B
$4.65M ﹤0.01%
55,902
-3,338
-6% -$268K
CSOD
1670
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$4.65M ﹤0.01%
118,965
+3,061
+3% +$124K
NP
1671
DELISTED
Neenah, Inc. Common Stock
NP
$4.64M ﹤0.01%
59,225
-366
-0.6% -$31.1K
ATSG
1672
DELISTED
Air Transport Services Group
ATSG
$4.64M ﹤0.01%
198,964
-32,985
-14% -$809K
GVA icon
1673
Granite Construction
GVA
$5.11B
$4.63M ﹤0.01%
82,976
+2,162
+3% +$133K
TRST
1674
Trustco Bank Corp NY
TRST
$975M
$4.63M ﹤0.01%
109,635
+16,793
+18% +$737K
AIN icon
1675
Albany International
AIN
$2.09B
$4.63M ﹤0.01%
73,813
-4,194
-5% -$268K
65 66
67
68 69

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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.