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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
CSL icon
751
Carlisle Companies
CSL
$13.8B
$18.4M 0.02%
175,851
+13,740
+8% +$1.51M
RL icon
752
Ralph Lauren
RL
$22.6B
$18.3M 0.02%
163,664
+10,618
+7% +$1.15M
WBD icon
753
Warner Bros
WBD
$63.4B
$18.3M 0.02%
853,188
+75,161
+10% +$1.79M
FNF icon
754
Fidelity National Financial
FNF
$14B
$18.2M 0.02%
473,582
+145,745
+44% +$5.54M
DDS icon
755
Dillards
DDS
$8.96B
$18.2M 0.02%
226,563
+31,586
+16% +$2.28M
LUX
756
DELISTED
Luxottica Group
LUX
$18.2M 0.02%
292,459
+19,640
+7% +$1.22M
CNO icon
757
CNO Financial Group
CNO
$4.96B
$18.1M 0.02%
837,379
+25,540
+3% +$601K
BSAC icon
758
Banco Santander Chile
BSAC
$16.2B
$18.1M 0.02%
541,007
+2,799
+0.5% +$92.7K
ICLR icon
759
Icon
ICLR
$13B
$18M 0.02%
152,222
+7,324
+5% +$840K
X
760
DELISTED
US Steel
X
$18M 0.02%
510,607
-503,964
-50% -$19.9M
OI icon
761
O-I Glass
OI
$1.41B
$18M 0.02%
829,034
+1,583
+0.2% +$35.1K
CDK
762
DELISTED
CDK Global, Inc.
CDK
$17.7M 0.02%
279,902
+19,802
+8% +$1.39M
IT icon
763
Gartner
IT
$9.87B
$17.7M 0.02%
150,692
+1,337
+0.9% +$167K
WDAY icon
764
Workday
WDAY
$36.4B
$17.7M 0.02%
139,138
+54,574
+65% +$6.68M
NWG icon
765
NatWest
NWG
$72.8B
$17.7M 0.02%
2,216,876
+280,040
+14% +$2.36M
NTES icon
766
NetEase
NTES
$79.2B
$17.6M 0.02%
314,150
-41,610
-12% -$2.61M
SKYW icon
767
Skywest
SKYW
$4.37B
$17.6M 0.02%
323,311
-38,931
-11% -$2.15M
LEG icon
768
Leggett & Platt
LEG
$1.5B
$17.6M 0.02%
395,854
+25,008
+7% +$1.15M
DECK icon
769
Deckers Outdoor
DECK
$13.6B
$17.5M 0.02%
1,167,786
+22,326
+2% +$335K
EON
770
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$17.5M 0.02%
1,570,030
+124,321
+9% +$1.39M
GGP
771
DELISTED
GGP Inc.
GGP
$17.5M 0.02%
855,266
-55,378
-6% -$1.23M
FLG
772
Flagstar Bank National Association
FLG
$5.74B
$17.5M 0.02%
447,380
+28,646
+7% +$1.18M
AAWW
773
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$17.5M 0.02%
288,822
+41,647
+17% +$2.47M
FNB icon
774
FNB Corp
FNB
$6.71B
$17.4M 0.02%
1,293,867
-27,319
-2% -$388K
STWD icon
775
Starwood Property Trust
STWD
$6.15B
$17.4M 0.02%
830,389
+110,417
+15% +$2.28M
29 30
31
32 33

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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.