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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
TEN
1326
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$7.23M 0.01%
131,706
+27,506
+26% +$1.57M
WB icon
1327
Weibo
WB
$1.95B
$7.2M 0.01%
60,202
+4,793
+9% +$612K
AN icon
1328
AutoNation
AN
$7.37B
$7.18M 0.01%
153,516
+1,740
+1% +$93K
ALSN icon
1329
Allison Transmission
ALSN
$10B
$7.17M 0.01%
183,686
-3,136
-2% -$130K
TPH
1330
DELISTED
Tri Pointe Homes
TPH
$7.17M 0.01%
436,683
+9,937
+2% +$171K
NEU icon
1331
NewMarket
NEU
$7.2B
$7.17M 0.01%
17,851
+2,487
+16% +$1.01M
RRD
1332
DELISTED
RR Donnelley & Sons Co.
RRD
$7.17M 0.01%
820,977
+62,579
+8% +$518K
UTL icon
1333
Unitil
UTL
$1.01B
$7.16M 0.01%
154,281
+14,230
+10% +$624K
OMF icon
1334
OneMain Financial
OMF
$7.19B
$7.16M 0.01%
239,008
+40,900
+21% +$1.3M
CBRL icon
1335
Cracker Barrel
CBRL
$1.2B
$7.16M 0.01%
44,945
+2,784
+7% +$461K
MCRN
1336
DELISTED
Milacron Holdings Corp.
MCRN
$7.13M 0.01%
353,787
+100,078
+39% +$1.98M
SITC icon
1337
SITE Centers
SITC
$235M
$7.12M 0.01%
753,816
-57,039
-7% -$573K
AZPN
1338
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$7.12M 0.01%
90,256
+168
+0.2% +$13.3K
OTEX icon
1339
Open Text
OTEX
$6.02B
$7.1M 0.01%
203,972
+40,207
+25% +$1.4M
BOE icon
1340
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$7.08M 0.01%
611,899
-276,620
-31% -$3.38M
CNDT icon
1341
Conduent
CNDT
$251M
$7.08M 0.01%
379,834
+106,454
+39% +$1.87M
CNA icon
1342
CNA Financial
CNA
$15B
$7.07M 0.01%
143,316
+4,662
+3% +$244K
CUBE icon
1343
CubeSmart
CUBE
$9.62B
$7.07M 0.01%
250,765
+102,420
+69% +$2.79M
IVR icon
1344
Invesco Mortgage Capital
IVR
$769M
$7.01M 0.01%
42,810
-616
-1% -$102K
AMH icon
1345
American Homes 4 Rent
AMH
$12.2B
$7.01M 0.01%
349,118
-30,254
-8% -$602K
ATI icon
1346
ATI
ATI
$25.5B
$7.01M 0.01%
296,012
-10,123
-3% -$272K
OMCL icon
1347
Omnicell
OMCL
$1.96B
$7M 0.01%
161,326
-9,680
-6% -$445K
PLXS icon
1348
Plexus
PLXS
$6.69B
$7M 0.01%
117,165
+14,318
+14% +$879K
GBX icon
1349
The Greenbrier Companies
GBX
$1.6B
$6.98M 0.01%
138,824
+8,162
+6% +$415K
TNET icon
1350
TriNet
TNET
$3.14B
$6.97M 0.01%
150,579
+3,244
+2% +$143K
52 53
54
55 56

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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.