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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
CRMT icon
2551
America's Car Mart
CRMT
$27.1M
$1.14M ﹤0.01%
22,607
-2,272
-9% -$108K
GIC icon
2552
Global Industrial
GIC
$1.39B
$1.14M ﹤0.01%
39,973
-4,951
-11% -$150K
UNVR
2553
DELISTED
Univar Solutions Inc.
UNVR
$1.14M ﹤0.01%
41,127
-11,300
-22% -$332K
MYRG icon
2554
MYR Group
MYRG
$5.31B
$1.13M ﹤0.01%
36,800
+4,043
+12% +$137K
CHEF icon
2555
Chefs' Warehouse
CHEF
$4.09B
$1.13M ﹤0.01%
49,211
+4,057
+9% +$87.3K
ITCI
2556
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$1.13M ﹤0.01%
53,789
+34,419
+178% +$670K
LILAK icon
2557
Liberty Latin America Class C
LILAK
$1.65B
$1.13M ﹤0.01%
69,052
-7,076
-9% -$130K
PCTY icon
2558
Paylocity
PCTY
$7.43B
$1.13M ﹤0.01%
22,015
-2,646
-11% -$131K
OSG
2559
DELISTED
Overseas Shipholding Group Inc.
OSG
$1.13M ﹤0.01%
397,217
+132,877
+50% +$310K
CHUBK
2560
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$1.12M ﹤0.01%
49,967
-1,234
-2% -$24.9K
SCHW.PRC
2561
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.12M ﹤0.01%
43,010
+3,355
+8% +$87.6K
KERX
2562
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.12M ﹤0.01%
272,981
-52,405
-16% -$244K
BKT icon
2563
BlackRock Income Trust
BKT
$332M
$1.11M ﹤0.01%
63,319
+170
+0.3% +$3.02K
ATRI
2564
DELISTED
Atrion Corp
ATRI
$1.11M ﹤0.01%
1,766
+2
+0.1% +$1.17K
PRO
2565
DELISTED
PROS Holdings
PRO
$1.11M ﹤0.01%
33,643
+3,502
+12% +$108K
SHLD
2566
DELISTED
Sears Holding Corporation
SHLD
$1.11M ﹤0.01%
415,111
-7,810
-2% -$21.1K
VCO
2567
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.11M ﹤0.01%
26,701
– –
IMAX icon
2568
IMAX
IMAX
$2.59B
$1.1M ﹤0.01%
57,492
-27,938
-33% -$581K
PEGI
2569
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.1M ﹤0.01%
63,711
-7,363
-10% -$143K
KANG
2570
DELISTED
iKang Healthcare Group, Inc.
KANG
$1.09M ﹤0.01%
54,840
– –
IRWD icon
2571
Ironwood Pharmaceuticals
IRWD
$626M
$1.09M ﹤0.01%
84,078
-7,785
-8% -$97K
HTBK
2572
DELISTED
Heritage Commerce
HTBK
$1.08M ﹤0.01%
+65,717
New +$1.06M
SDY icon
2573
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$1.08M ﹤0.01%
11,857
-1,083
-8% -$101K
ZOES
2574
DELISTED
Zoe's Kitchen, Inc.
ZOES
$1.08M ﹤0.01%
74,793
+283
+0.4% +$4.25K
KOP icon
2575
Koppers
KOP
$965M
$1.08M ﹤0.01%
26,259
-6,561
-20% -$289K
101 102
103
104 105

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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.