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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
AVD icon
2626
American Vanguard Corp
AVD
$74.1M
$972K ﹤0.01%
48,107
+5,780
+14% +$120K
SEB icon
2627
Seaboard Corp
SEB
$4.36B
$968K ﹤0.01%
227
-37
-14% -$154K
STGW icon
2628
Stagwell
STGW
$1.98B
$964K ﹤0.01%
133,887
-13,423
-9% -$115K
LMAT icon
2629
LeMaitre Vascular
LMAT
$2.34B
$960K ﹤0.01%
26,498
+4,469
+20% +$155K
TAST
2630
DELISTED
Carrols Restaurant Group, Inc.
TAST
$957K ﹤0.01%
85,404
+552
+0.7% +$6.93K
HTHT icon
2631
Huazhu Hotels Group
HTHT
$13.2B
$956K ﹤0.01%
29,020
-13,228
-31% -$484K
SUP
2632
DELISTED
Superior Industries International
SUP
$956K ﹤0.01%
71,900
-1,522
-2% -$23.9K
PVLA
2633
Palvella Therapeutics
PVLA
$2.05B
$949K ﹤0.01%
+1,739
New +$1.08M
OPK icon
2634
Opko Health
OPK
$1.25B
$947K ﹤0.01%
298,707
+128,166
+75% +$516K
BHR
2635
Braemar Hotels & Resorts
BHR
$160M
$946K ﹤0.01%
98,277
-8,293
-8% -$77.4K
NMIH icon
2636
NMI Holdings
NMIH
$3.34B
$944K ﹤0.01%
57,039
+7,502
+15% +$140K
LPG icon
2637
Dorian LPG
LPG
$1.9B
$943K ﹤0.01%
125,951
+2,325
+2% +$17.9K
TDW icon
2638
Tidewater
TDW
$3.71B
$940K ﹤0.01%
32,845
+14,433
+78% +$385K
BAS
2639
DELISTED
Basis Energy Services, Inc.
BAS
$940K ﹤0.01%
65,103
+10,502
+19% +$203K
KEY.PRI icon
2640
KeyCorp Series E Preferred Stock
KEY.PRI
$506M
$938K ﹤0.01%
33,248
+5,586
+20% +$157K
NX icon
2641
Quanex
NX
$893M
$937K ﹤0.01%
53,868
-9,609
-15% -$187K
KBAL
2642
DELISTED
Kimball International
KBAL
$935K ﹤0.01%
54,857
+875
+2% +$15.5K
TTI icon
2643
TETRA Technologies
TTI
$1.07B
$930K ﹤0.01%
248,022
-76,978
-24% -$302K
FATE icon
2644
Fate Therapeutics
FATE
$270M
$929K ﹤0.01%
95,154
+83,120
+691% +$796K
CRR
2645
DELISTED
Carbo Ceramics Inc.
CRR
$927K ﹤0.01%
127,847
-11,222
-8% -$96.9K
ACAD icon
2646
Acadia Pharmaceuticals
ACAD
$4.45B
$926K ﹤0.01%
41,203
-944
-2% -$26.1K
AIMT
2647
DELISTED
Aimmune Therapeutics
AIMT
$923K ﹤0.01%
29,000
-4,476
-13% -$158K
NEE.PRK
2648
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$921K ﹤0.01%
36,954
+7,976
+28% +$197K
EVH icon
2649
Evolent Health
EVH
$421M
$920K ﹤0.01%
64,577
+6,557
+11% +$93.9K
CLD
2650
DELISTED
Cloud Peak Energy Inc
CLD
$919K ﹤0.01%
315,846
-156,228
-33% -$647K
104 105
106
107 108

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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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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.