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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
CCU icon
1026
Compañía de Cervecerías Unidas
CCU
$2.17B
$11.3M 0.01%
382,814
+12,686
+3% +$365K
VMW
1027
DELISTED
VMware, Inc
VMW
$11.2M 0.01%
92,661
+5,491
+6% +$691K
JBTM
1028
JBT Marel
JBTM
$7.54B
$11.2M 0.01%
99,069
-5,696
-5% -$652K
DNB
1029
DELISTED
Dun & Bradstreet
DNB
$11.2M 0.01%
95,775
+8,211
+9% +$999K
KEP icon
1030
Korea Electric Power
KEP
$15.1B
$11.2M 0.01%
726,484
+57,734
+9% +$914K
CENTA icon
1031
Central Garden & Pet Co Class A
CENTA
$2.49B
$11.2M 0.01%
352,701
+18,618
+6% +$560K
WPP icon
1032
WPP
WPP
$4.51B
$11.2M 0.01%
140,470
-8,149
-5% -$724K
CVSA
1033
Covista Inc
CVSA
$4.18B
$11.2M 0.01%
234,868
-70,112
-23% -$3.28M
AWC
1034
DELISTED
Alumina Ltd
AWC
$11.1M 0.01%
1,515,239
+169,099
+13% +$1.24M
BFAM icon
1035
Bright Horizons
BFAM
$4.27B
$11.1M 0.01%
111,482
+4,505
+4% +$438K
ITT icon
1036
ITT
ITT
$17.7B
$11.1M 0.01%
226,880
+9,324
+4% +$492K
EAD
1037
Allspring Income Opportunities Fund
EAD
$372M
$11.1M 0.01%
1,380,904
+45,633
+3% +$375K
PUB
1038
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$11.1M 0.01%
638,582
+60,740
+11% +$1.06M
ZD icon
1039
Ziff Davis
ZD
$1.96B
$11.1M 0.01%
161,551
-4,910
-3% -$332K
BT
1040
DELISTED
BT Group plc (ADR)
BT
$11M 0.01%
682,808
+172,079
+34% +$2.95M
SPIL
1041
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$11M 0.01%
1,273,025
+57,135
+5% +$488K
BYD icon
1042
Boyd Gaming
BYD
$6.66B
$11M 0.01%
345,344
-84,633
-20% -$3.03M
LPX icon
1043
Louisiana-Pacific
LPX
$5.36B
$11M 0.01%
382,420
-3,770
-1% -$108K
LCI
1044
DELISTED
Lannett Company, Inc.
LCI
$11M 0.01%
171,343
+8,554
+5% +$659K
FAF icon
1045
First American
FAF
$8B
$11M 0.01%
186,768
+6,710
+4% +$393K
AEO icon
1046
American Eagle Outfitters
AEO
$3.05B
$10.9M 0.01%
549,294
+131,091
+31% +$2.46M
MTN icon
1047
Vail Resorts
MTN
$5.43B
$10.9M 0.01%
49,254
-15,279
-24% -$3.34M
LAD icon
1048
Lithia Motors
LAD
$8.03B
$10.9M 0.01%
108,557
-1,197
-1% -$135K
LTM
1049
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$10.9M 0.01%
708,799
-49,965
-7% -$795K
WEX icon
1050
WEX
WEX
$6.23B
$10.9M 0.01%
69,592
+775
+1% +$116K
40 41
42
43 44

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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.