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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
ENDP
1926
DELISTED
Endo International plc
ENDP
$3.28M ﹤0.01%
551,771
+28,072
+5% +$196K
ICFI icon
1927
ICF International
ICFI
$1.5B
$3.27M ﹤0.01%
56,007
+2,486
+5% +$140K
ENOV icon
1928
Enovis
ENOV
$1.74B
$3.27M ﹤0.01%
59,594
+11,043
+23% +$681K
IRBT
1929
DELISTED
iRobot
IRBT
$3.26M ﹤0.01%
50,799
-3,520
-6% -$265K
ECPG icon
1930
Encore Capital Group
ECPG
$2.01B
$3.26M ﹤0.01%
72,133
-2,263
-3% -$96.8K
AVTA
1931
DELISTED
Avantax, Inc. Common Stock
AVTA
$3.25M ﹤0.01%
132,075
+21,224
+19% +$505K
MOD icon
1932
Modine Manufacturing
MOD
$9.46B
$3.25M ﹤0.01%
153,467
-4,571
-3% -$104K
TRS icon
1933
TriMas Corp
TRS
$1.41B
$3.24M ﹤0.01%
123,491
+2,003
+2% +$51.9K
AUB icon
1934
Atlantic Union Bankshares
AUB
$6.05B
$3.24M ﹤0.01%
88,292
+11,796
+15% +$446K
PRDO icon
1935
Perdoceo Education
PRDO
$2.17B
$3.24M ﹤0.01%
246,547
-31,525
-11% -$403K
PLUS icon
1936
ePlus
PLUS
$2.43B
$3.23M ﹤0.01%
83,258
-9,782
-11% -$377K
KWR icon
1937
Quaker Houghton
KWR
$2.58B
$3.23M ﹤0.01%
21,807
+2,312
+12% +$350K
MATW icon
1938
Matthews International
MATW
$887M
$3.22M ﹤0.01%
63,658
+12,303
+24% +$653K
ZNH
1939
DELISTED
China Southern Airlines Company Limited
ZNH
$3.22M ﹤0.01%
61,141
+4,675
+8% +$281K
HIFR
1940
DELISTED
InfraREIT, Inc.
HIFR
$3.21M ﹤0.01%
165,471
+45,117
+37% +$857K
LABL
1941
DELISTED
Multi-Color Corp
LABL
$3.21M ﹤0.01%
48,598
+5,663
+13% +$402K
MHO icon
1942
M/I Homes
MHO
$3.95B
$3.2M ﹤0.01%
100,484
-6,066
-6% -$199K
MSD
1943
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$3.19M ﹤0.01%
339,794
+949
+0.3% +$9.18K
MTX icon
1944
Minerals Technologies
MTX
$2.29B
$3.18M ﹤0.01%
47,531
+1,569
+3% +$112K
LQ
1945
DELISTED
La Quinta Holdings Inc.
LQ
$3.18M ﹤0.01%
167,972
+8,494
+5% +$160K
VREX icon
1946
Varex Imaging
VREX
$462M
$3.17M ﹤0.01%
88,628
-45,043
-34% -$1.72M
ETSY icon
1947
Etsy
ETSY
$8.12B
$3.17M ﹤0.01%
112,964
+68,261
+153% +$1.53M
HTLD icon
1948
Heartland Express
HTLD
$1.01B
$3.17M ﹤0.01%
175,994
-12,980
-7% -$274K
TTMI icon
1949
TTM Technologies
TTMI
$10.6B
$3.15M ﹤0.01%
205,705
-15,569
-7% -$253K
CLW icon
1950
Clearwater Paper
CLW
$348M
$3.14M ﹤0.01%
80,340
-941
-1% -$39.1K
76 77
78
79 80

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MCM
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PSUF
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IA
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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.