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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
MAGN
2026
Magnera Corp
MAGN
$493M
$2.8M ﹤0.01%
10,481
+161
+2% +$45.3K
BBT
2027
Beacon Financial Corp
BBT
$2.5B
$2.79M ﹤0.01%
73,649
+1,959
+3% +$74.4K
FSP
2028
Franklin Street Properties
FSP
$49.8M
$2.79M ﹤0.01%
331,923
-6,202
-2% -$57.4K
CVLT icon
2029
Commault Systems
CVLT
$4.98B
$2.78M ﹤0.01%
48,622
+1,225
+3% +$66K
WMS icon
2030
Advanced Drainage Systems
WMS
$10.6B
$2.77M ﹤0.01%
106,979
+2,356
+2% +$59.7K
GCP
2031
DELISTED
GCP Applied Technologies Inc.
GCP
$2.77M ﹤0.01%
95,225
-5,799
-6% -$187K
RMAX icon
2032
RE/MAX Holdings
RMAX
$198M
$2.76M ﹤0.01%
45,624
+15,617
+52% +$818K
LNW
2033
DELISTED
Light & Wonder
LNW
$2.75M ﹤0.01%
66,162
-63,350
-49% -$2.97M
PRSU
2034
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$2.75M ﹤0.01%
52,473
-4,107
-7% -$224K
CENX icon
2035
Century Aluminum
CENX
$4.22B
$2.75M ﹤0.01%
166,300
-12,089
-7% -$253K
HTO
2036
H2O America
HTO
$2.67B
$2.75M ﹤0.01%
52,071
+2,340
+5% +$131K
XENT
2037
DELISTED
Intersect ENT, Inc
XENT
$2.75M ﹤0.01%
69,841
+33,162
+90% +$1.21M
WOR icon
2038
Worthington Enterprises
WOR
$2.74B
$2.74M ﹤0.01%
103,618
+2,353
+2% +$66K
KGC icon
2039
Kinross Gold
KGC
$27.7B
$2.74M ﹤0.01%
693,321
+88,487
+15% +$353K
TILE icon
2040
Interface
TILE
$1.95B
$2.74M ﹤0.01%
108,555
+3,526
+3% +$87.5K
WSFS icon
2041
WSFS Financial
WSFS
$4.14B
$2.74M ﹤0.01%
57,125
-3,183
-5% -$157K
DFIN icon
2042
Donnelley Financial Solutions
DFIN
$1.28B
$2.73M ﹤0.01%
159,223
-130,101
-45% -$2.53M
EBIX
2043
DELISTED
Ebix Inc
EBIX
$2.73M ﹤0.01%
36,701
-14,646
-29% -$1.19M
SBGI icon
2044
Sinclair Inc
SBGI
$1.02B
$2.73M ﹤0.01%
87,304
-333
-0.4% -$11.8K
NXGN
2045
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.73M ﹤0.01%
200,032
+14,814
+8% +$195K
FSS icon
2046
Federal Signal
FSS
$6.82B
$2.73M ﹤0.01%
123,945
+34,694
+39% +$718K
PHH
2047
DELISTED
PHH Corporation
PHH
$2.73M ﹤0.01%
260,885
+83,359
+47% +$809K
NBHC icon
2048
National Bank Holdings
NBHC
$1.9B
$2.73M ﹤0.01%
82,037
-4,407
-5% -$146K
ETD icon
2049
Ethan Allen Interiors
ETD
$600M
$2.72M ﹤0.01%
118,646
+23,953
+25% +$603K
TRNO icon
2050
Terreno Realty
TRNO
$7.58B
$2.72M ﹤0.01%
78,692
+4,695
+6% +$161K
80 81
82
83 84

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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.