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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
CWI icon
2526
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.73B
$1.23M ﹤0.01%
47,298
– –
DRUA
2527
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$1.23M ﹤0.01%
50,552
+3,899
+8% +$94.6K
BBBY
2528
Bed Bath & Beyond
BBBY
$503M
$1.21M ﹤0.01%
44,569
+4,559
+11% +$214K
XNCR icon
2529
Xencor
XNCR
$1.48B
$1.21M ﹤0.01%
40,427
+1,801
+5% +$47.1K
COUP
2530
DELISTED
Coupa Software Incorporated
COUP
$1.21M ﹤0.01%
+26,550
New +$1.09M
MRT
2531
DELISTED
MedEquities Realty Trust, Inc.
MRT
$1.21M ﹤0.01%
115,161
+102,052
+778% +$1.08M
SPSC icon
2532
SPS Commerce
SPSC
$2.51B
$1.2M ﹤0.01%
37,572
+14,404
+62% +$407K
MGI
2533
DELISTED
MoneyGram International, Inc. New
MGI
$1.2M ﹤0.01%
138,898
+42,754
+44% +$478K
OCFC icon
2534
OceanFirst Financial
OCFC
$1.74B
$1.2M ﹤0.01%
44,704
-11,372
-20% -$307K
VSEC icon
2535
VSE Corp
VSEC
$5.59B
$1.2M ﹤0.01%
23,103
+1,653
+8% +$81.9K
HSTM icon
2536
HealthStream
HSTM
$843M
$1.19M ﹤0.01%
47,910
+1,744
+4% +$41.9K
FORM icon
2537
FormFactor
FORM
$6.88B
$1.19M ﹤0.01%
86,985
-30,676
-26% -$444K
AVAV icon
2538
AeroVironment
AVAV
$7.91B
$1.19M ﹤0.01%
26,058
-698
-3% -$34.9K
CTWS
2539
DELISTED
Connecticut Water Service Inc
CTWS
$1.19M ﹤0.01%
19,598
-6,145
-24% -$333K
ECOL
2540
DELISTED
US Ecology, Inc.
ECOL
$1.18M ﹤0.01%
22,204
+3,545
+19% +$187K
ZVO
2541
DELISTED
Zovio Inc. Common Stock
ZVO
$1.17M ﹤0.01%
174,193
-17,250
-9% -$128K
EGOV
2542
DELISTED
NIC Inc
EGOV
$1.17M ﹤0.01%
88,293
-2,894
-3% -$42.9K
FRO icon
2543
Frontline
FRO
$8.63B
$1.17M ﹤0.01%
263,939
+166,590
+171% +$746K
QNST icon
2544
QuinStreet
QNST
$916M
$1.17M ﹤0.01%
91,225
+16,263
+22% +$190K
WEB
2545
DELISTED
Web.com Group, Inc.
WEB
$1.16M ﹤0.01%
64,300
-12,778
-17% -$261K
GNRT
2546
DELISTED
Gener8 Maritime, Inc.
GNRT
$1.16M ﹤0.01%
205,858
+13,929
+7% +$83K
LGTY
2547
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.16M ﹤0.01%
88,948
+51,737
+139% +$651K
ANIP icon
2548
ANI Pharmaceuticals
ANIP
$1.84B
$1.15M ﹤0.01%
19,688
+4,328
+28% +$275K
PGEN icon
2549
Precigen
PGEN
$1.97B
$1.14M ﹤0.01%
74,549
+37,109
+99% +$531K
FET icon
2550
Forum Energy Technologies
FET
$593M
$1.14M ﹤0.01%
5,190
-2,805
-35% -$782K
100 101
102
103 104

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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.