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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
AVNT icon
1076
Avient
AVNT
$3.43B
$10.3M 0.01%
242,929
+1,042
+0.4% +$45K
GES
1077
DELISTED
Guess Inc
GES
$10.3M 0.01%
497,825
+18,266
+4% +$305K
MANH icon
1078
Manhattan Associates
MANH
$9.99B
$10.3M 0.01%
245,995
-25,405
-9% -$1.19M
CMG icon
1079
Chipotle Mexican Grill
CMG
$43.2B
$10.3M 0.01%
1,593,150
+109,200
+7% +$688K
CXT icon
1080
Crane NXT
CXT
$3.11B
$10.3M 0.01%
319,575
-11,956
-4% -$387K
TWO
1081
Two Harbors Investment
TWO
$1.27B
$10.3M 0.01%
167,204
-12,235
-7% -$751K
GIL icon
1082
Gildan
GIL
$9.49B
$10.2M 0.01%
354,017
+6,789
+2% +$210K
TTEK icon
1083
Tetra Tech
TTEK
$8.62B
$10.2M 0.01%
1,043,675
-93,630
-8% -$925K
WLL
1084
DELISTED
Whiting Petroleum Corporation
WLL
$10.2M 0.01%
4,022
-572
-12% -$1.23M
UAA icon
1085
Under Armour
UAA
$3.07B
$10.2M 0.01%
622,435
+166,505
+37% +$2.61M
SPLK
1086
DELISTED
Splunk Inc
SPLK
$10.2M 0.01%
103,438
+9,299
+10% +$888K
WWD icon
1087
Woodward
WWD
$24.3B
$10.2M 0.01%
141,882
+45,032
+46% +$3.39M
DPG
1088
Duff & Phelps Utility and Infrastructure Fund
DPG
$536M
$10.2M 0.01%
727,515
+302,842
+71% +$4.55M
UMC icon
1089
United Microelectronic
UMC
$43.5B
$10.2M 0.01%
3,922,128
-193,654
-5% -$480K
DST
1090
DELISTED
DST Systems Inc.
DST
$10.2M 0.01%
121,381
-36,771
-23% -$2.99M
LBTYA icon
1091
Liberty Global Class A
LBTYA
$3.5B
$10.1M 0.01%
324,017
-21,156
-6% -$731K
WSO icon
1092
Watsco Inc
WSO
$15B
$10.1M 0.01%
56,020
+2,679
+5% +$464K
TREE icon
1093
LendingTree
TREE
$575M
$10.1M 0.01%
30,836
-5,511
-15% -$1.98M
WTRG icon
1094
Essential Utilities
WTRG
$11.6B
$10.1M 0.01%
297,035
-28,140
-9% -$980K
SBH icon
1095
Sally Beauty Holdings
SBH
$1.47B
$10.1M 0.01%
614,574
+121,618
+25% +$2.09M
PE
1096
DELISTED
PARSLEY ENERGY INC
PE
$10.1M 0.01%
347,010
-16,979
-5% -$452K
DYN
1097
DELISTED
Dynegy, Inc.
DYN
$10.1M 0.01%
743,906
+9,143
+1% +$114K
ENR icon
1098
Energizer
ENR
$1.5B
$10.1M 0.01%
168,760
-5,728
-3% -$309K
DCT
1099
DELISTED
DCT Industrial Trust Inc.
DCT
$10M 0.01%
178,303
+4,025
+2% +$228K
CPS icon
1100
Cooper-Standard Automotive
CPS
$524M
$10M 0.01%
81,688
+22
+0% +$2.71K
42 43
44
45 46

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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.