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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
JOE icon
2576
St. Joe Company
JOE
$3.57B
$1.08M ﹤0.01%
57,183
+413
+0.7% +$7.65K
PFBC icon
2577
Preferred Bank
PFBC
$1.25B
$1.08M ﹤0.01%
16,790
+164
+1% +$10.5K
SAIL
2578
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.07M ﹤0.01%
+51,905
New +$950K
EWA icon
2579
iShares MSCI Australia ETF
EWA
$1.39B
$1.07M ﹤0.01%
48,539
+2,077
+4% +$47.9K
VCEL icon
2580
Vericel Corp
VCEL
$2.39B
$1.07M ﹤0.01%
+107,188
New +$887K
GDO
2581
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.07M ﹤0.01%
63,691
-270
-0.4% -$4.65K
GOOD
2582
Gladstone Commercial Corp
GOOD
$627M
$1.06M ﹤0.01%
61,359
-5,551
-8% -$102K
ATRA icon
2583
Atara Biotherapeutics
ATRA
$70.4M
$1.06M ﹤0.01%
1,085
-627
-37% -$571K
GLRE icon
2584
Greenlight Captial
GLRE
$586M
$1.06M ﹤0.01%
65,814
+23,636
+56% +$430K
LEN.B icon
2585
Lennar Class B
LEN.B
$20.7B
$1.06M ﹤0.01%
23,289
+11,127
+91% +$530K
WLFC icon
2586
Willis Lease Finance
WLFC
$1.68B
$1.05M ﹤0.01%
+92,271
New +$850K
WFC.PRR
2587
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.05M ﹤0.01%
37,722
+6,393
+20% +$179K
PRTY
2588
DELISTED
Party City Holdco Inc.
PRTY
$1.05M ﹤0.01%
67,558
+16,050
+31% +$243K
CEVA icon
2589
CEVA Inc
CEVA
$883M
$1.05M ﹤0.01%
29,018
-2,985
-9% -$121K
CTRE icon
2590
CareTrust REIT
CTRE
$10.1B
$1.04M ﹤0.01%
77,793
+24,376
+46% +$361K
ARII
2591
DELISTED
American Railcar Industries, Inc.
ARII
$1.04M ﹤0.01%
27,860
+3,419
+14% +$132K
AYX
2592
DELISTED
Alteryx Inc
AYX
$1.04M ﹤0.01%
+30,397
New +$947K
SBLK icon
2593
Star Bulk Carriers
SBLK
$3.12B
$1.04M ﹤0.01%
89,118
-3,725
-4% -$44.3K
AFI
2594
DELISTED
Armstrong Flooring, Inc.
AFI
$1.04M ﹤0.01%
76,357
+315
+0.4% +$4.75K
TERP
2595
DELISTED
TerraForm Power, Inc
TERP
$1.04M ﹤0.01%
96,574
-21,014
-18% -$237K
LBAI
2596
DELISTED
Lakeland Bancorp Inc
LBAI
$1.03M ﹤0.01%
51,947
-4,129
-7% -$82.8K
ICHR icon
2597
Ichor Holdings
ICHR
$2.37B
$1.03M ﹤0.01%
42,443
-28,518
-40% -$777K
OEF icon
2598
iShares S&P 100 ETF
OEF
$19.8B
$1.03M ﹤0.01%
8,850
+2,438
+38% +$295K
UFI icon
2599
UNIFI
UFI
$121M
$1.03M ﹤0.01%
28,330
+4,167
+17% +$149K
BAC.PRY.CL
2600
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.02M ﹤0.01%
38,785
+3,071
+9% +$81.1K
102 103
104
105 106

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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.