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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
BEL
2476
DELISTED
Belmond Ltd.
BEL
$1.34M ﹤0.01%
120,134
+4,297
+4% +$52.8K
SPOK icon
2477
Spok Holdings
SPOK
$228M
$1.34M ﹤0.01%
89,411
-10,641
-11% -$161K
TRTN
2478
DELISTED
Triton International Limited
TRTN
$1.33M ﹤0.01%
43,600
-68,164
-61% -$2.28M
TBX icon
2479
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.33M ﹤0.01%
46,045
-5,998
-12% -$174K
PGNX
2480
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$1.33M ﹤0.01%
178,206
-15,825
-8% -$105K
CRAI icon
2481
CRA International
CRAI
$1.16B
$1.33M ﹤0.01%
25,405
-317
-1% -$15.3K
DNOW icon
2482
DNOW Inc
DNOW
$2.53B
$1.33M ﹤0.01%
129,765
-17,251
-12% -$188K
MBUU icon
2483
Malibu Boats
MBUU
$559M
$1.33M ﹤0.01%
39,928
+75
+0.2% +$2.44K
CNS icon
2484
Cohen & Steers
CNS
$4.24B
$1.32M ﹤0.01%
32,456
-12,659
-28% -$532K
ACRE
2485
Ares Commercial Real Estate
ACRE
$256M
$1.31M ﹤0.01%
106,071
+270
+0.3% +$3.4K
DXPE icon
2486
DXP Enterprises
DXPE
$2.49B
$1.31M ﹤0.01%
33,640
-9,219
-22% -$302K
CHFN
2487
DELISTED
Charter Financial Corp
CHFN
$1.31M ﹤0.01%
64,121
-767
-1% -$14.9K
ASNA
2488
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.31M ﹤0.01%
32,495
+2,678
+9% +$113K
UCTT
2489
Ultra Clean Holdings
UCTT
$3.47B
$1.3M ﹤0.01%
67,815
+13,414
+25% +$283K
MYOK
2490
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$1.3M ﹤0.01%
26,725
+21,271
+390% +$1.11M
FOLD
2491
DELISTED
Amicus Therapeutics
FOLD
$1.3M ﹤0.01%
86,530
+10,341
+14% +$157K
KG
2492
Kestrel Group
KG
$68M
$1.3M ﹤0.01%
10,010
+996
+11% +$138K
NGVC icon
2493
Vitamin Cottage Natural Grocers
NGVC
$744M
$1.29M ﹤0.01%
180,880
-14,568
-7% -$112K
MXL icon
2494
MaxLinear
MXL
$5.35B
$1.29M ﹤0.01%
56,883
+3,862
+7% +$95.9K
VIG icon
2495
Vanguard Dividend Appreciation ETF
VIG
$113B
$1.28M ﹤0.01%
12,701
+1,380
+12% +$143K
REN
2496
DELISTED
Resolute Energy Corporaton
REN
$1.28M ﹤0.01%
+37,036
New +$1.26M
AZZ icon
2497
AZZ Inc
AZZ
$4.41B
$1.28M ﹤0.01%
29,259
-3,398
-10% -$152K
PLYA
2498
DELISTED
Playa Hotels & Resorts
PLYA
$1.28M ﹤0.01%
125,176
+21,833
+21% +$228K
EWM icon
2499
iShares MSCI Malaysia ETF
EWM
$309M
$1.28M ﹤0.01%
35,332
-277
-0.8% -$9.71K
PJT icon
2500
PJT Partners
PJT
$4.47B
$1.27M ﹤0.01%
25,428
-1,476
-5% -$71.1K
98 99
100
101 102

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NIPH
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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.