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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
SWN
1176
DELISTED
Southwestern Energy Company
SWN
$8.95M 0.01%
2,066,117
-1,217,214
-37% -$5.47M
MIK
1177
DELISTED
Michaels Stores, Inc
MIK
$8.94M 0.01%
453,685
+14,387
+3% +$344K
CDP icon
1178
COPT Defense Properties
CDP
$4.34B
$8.94M 0.01%
346,126
+31,047
+10% +$822K
WWW icon
1179
Wolverine World Wide
WWW
$1.71B
$8.93M 0.01%
309,151
-46,189
-13% -$1.42M
MTZ icon
1180
MasTec
MTZ
$24.7B
$8.93M 0.01%
189,735
-11,766
-6% -$596K
GNW icon
1181
Genworth Financial
GNW
$3.85B
$8.91M 0.01%
3,149,183
-283,805
-8% -$853K
WSM icon
1182
Williams-Sonoma
WSM
$27.8B
$8.91M 0.01%
337,788
+35,530
+12% +$939K
WLK icon
1183
Westlake Corp
WLK
$9.25B
$8.89M 0.01%
79,985
+2,329
+3% +$259K
VTA
1184
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$8.88M 0.01%
757,373
+58,110
+8% +$682K
FTR
1185
DELISTED
Frontier Communications Corp.
FTR
$8.88M 0.01%
1,196,058
+306,331
+34% +$2.38M
ITGR icon
1186
Integer Holdings
ITGR
$3.41B
$8.85M 0.01%
156,522
+7,895
+5% +$398K
ENTG icon
1187
Entegris
ENTG
$18B
$8.85M 0.01%
254,307
-19,355
-7% -$655K
RP
1188
DELISTED
RealPage, Inc.
RP
$8.83M 0.01%
171,498
-9,083
-5% -$454K
CMD
1189
DELISTED
Cantel Medical Corporation
CMD
$8.83M 0.01%
79,246
+682
+0.9% +$76.4K
AVNS icon
1190
Avanos Medical
AVNS
$8.82M 0.01%
191,409
-15,147
-7% -$719K
CBL
1191
DELISTED
CBL& Associates Properties, Inc.
CBL
$8.82M 0.01%
2,114,435
+195,101
+10% +$976K
HYI
1192
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$8.79M 0.01%
602,344
+107,787
+22% +$1.61M
CLR
1193
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$8.79M 0.01%
149,038
-4,300
-3% -$232K
TRCO
1194
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$8.75M 0.01%
215,999
+6,549
+3% +$276K
THRM icon
1195
Gentherm
THRM
$1.29B
$8.74M 0.01%
257,359
+63,963
+33% +$2.07M
JACK icon
1196
Jack in the Box
JACK
$308M
$8.73M 0.01%
102,322
+1,459
+1% +$131K
GFI icon
1197
Gold Fields
GFI
$29.2B
$8.73M 0.01%
2,171,489
+167,442
+8% +$683K
TREX icon
1198
Trex
TREX
$4.57B
$8.72M 0.01%
320,548
+716
+0.2% +$19.7K
LFC
1199
DELISTED
China Life Insurance Company Ltd.
LFC
$8.7M 0.01%
622,025
+1,546
+0.2% +$23.7K
HRG
1200
DELISTED
HRG Group, Inc.
HRG
$8.7M 0.01%
527,311
-215,197
-29% -$3.59M
46 47
48
49 50

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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.