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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
PGTI
2501
DELISTED
PGT, Inc.
PGTI
$1.27M ﹤0.01%
68,223
+14,239
+26% +$247K
IRT icon
2502
Independence Realty Trust
IRT
$3.93B
$1.27M ﹤0.01%
138,436
+20,321
+17% +$184K
VIA
2503
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.27M ﹤0.01%
21,437
+632
+3% +$33.7K
SHEN icon
2504
Shenandoah Telecom
SHEN
$655M
$1.27M ﹤0.01%
35,204
-815
-2% -$27.1K
GS.PRJ
2505
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.27M ﹤0.01%
47,590
+3,640
+8% +$96K
SUBC
2506
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.27M ﹤0.01%
98,497
-17,919
-15% -$230K
CRVL icon
2507
CorVel
CRVL
$3.14B
$1.26M ﹤0.01%
74,877
+10,626
+17% +$180K
BNED icon
2508
Barnes & Noble Education
BNED
$451M
$1.26M ﹤0.01%
1,829
+32
+2% +$22.5K
PTLA
2509
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.26M ﹤0.01%
38,479
+8,166
+27% +$358K
INB
2510
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$1.25M ﹤0.01%
137,330
+57,425
+72% +$555K
TWI icon
2511
Titan International
TWI
$530M
$1.25M ﹤0.01%
99,428
-21,400
-18% -$278K
TRHC
2512
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.25M ﹤0.01%
32,308
+409
+1% +$14.3K
VT icon
2513
Vanguard Total World Stock ETF
VT
$76.3B
$1.25M ﹤0.01%
17,017
-71,804
-81% -$5.44M
CMRX
2514
DELISTED
Chimerix, Inc.
CMRX
$1.25M ﹤0.01%
240,799
+18,325
+8% +$92.9K
KYNB
2515
Kyntra Bio
KYNB
$28.2M
$1.25M ﹤0.01%
1,083
+105
+11% +$138K
TR icon
2516
Tootsie Roll Industries
TR
$2.94B
$1.25M ﹤0.01%
53,758
+4,837
+10% +$126K
EGL
2517
DELISTED
Engility Holdings, Inc.
EGL
$1.25M ﹤0.01%
51,210
+4,847
+10% +$127K
VRTS icon
2518
Virtus Investment Partners
VRTS
$1.14B
$1.24M ﹤0.01%
10,030
+1,760
+21% +$223K
SWCH
2519
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$1.24M ﹤0.01%
+78,065
New +$1.24M
DVY icon
2520
iShares Select Dividend ETF
DVY
$24.1B
$1.24M ﹤0.01%
13,015
+2,716
+26% +$265K
AOSL icon
2521
Alpha and Omega Semiconductor
AOSL
$863M
$1.24M ﹤0.01%
80,044
+8,855
+12% +$143K
MSEX icon
2522
Middlesex Water
MSEX
$1.08B
$1.23M ﹤0.01%
33,475
+5,376
+19% +$199K
CNOB icon
2523
Center Bancorp
CNOB
$1.66B
$1.23M ﹤0.01%
42,654
+1,011
+2% +$29.4K
CORR
2524
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.23M ﹤0.01%
32,684
-3,306
-9% -$123K
NVEE
2525
DELISTED
NV5 Global
NVEE
$1.23M ﹤0.01%
87,972
-126,128
-59% -$1.56M
99 100
101
102 103

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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.