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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
CHA
2651
DELISTED
China Telecom Corporation, LTD
CHA
$915K ﹤0.01%
20,568
-1,036
-5% -$47.5K
RARE icon
2652
Ultragenyx Pharmaceutical
RARE
$2.56B
$911K ﹤0.01%
17,858
-4,217
-19% -$212K
PIM
2653
Franklin Master Intermediate Income Trust
PIM
$149M
$909K ﹤0.01%
193,340
-74,173
-28% -$353K
CIVI
2654
DELISTED
Civitas Resources
CIVI
$905K ﹤0.01%
32,663
+21,204
+185% +$584K
VCRA
2655
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$905K ﹤0.01%
38,630
-75,345
-66% -$2.01M
TG icon
2656
Tredegar Corp
TG
$263M
$904K ﹤0.01%
50,338
-7,776
-13% -$140K
JAG
2657
DELISTED
Jagged Peak Energy Inc.
JAG
$903K ﹤0.01%
63,884
+47,577
+292% +$627K
ANW
2658
DELISTED
Aegean Marine Petroleum Network
ANW
$903K ﹤0.01%
401,335
-32,659
-8% -$119K
UMH
2659
UMH Properties
UMH
$1.34B
$902K ﹤0.01%
67,296
+6,768
+11% +$88.1K
SD icon
2660
SandRidge Energy
SD
$485M
$900K ﹤0.01%
62,028
-29,406
-32% -$497K
CSS
2661
DELISTED
CSS Industries, Inc.
CSS
$900K ﹤0.01%
51,455
+1,090
+2% +$24.3K
GTN icon
2662
Gray Television
GTN
$430M
$893K ﹤0.01%
70,348
-22,143
-24% -$334K
AVID
2663
DELISTED
Avid Technology Inc
AVID
$890K ﹤0.01%
196,125
-2,182
-1% -$11.1K
IWS icon
2664
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$888K ﹤0.01%
10,279
-3,494
-25% -$310K
CARO
2665
DELISTED
Carolina Financial Corp.
CARO
$883K ﹤0.01%
22,478
+154
+0.7% +$6.09K
GLIN icon
2666
VanEck India Growth Leaders ETF
GLIN
$95.8M
$875K ﹤0.01%
15,300
– –
NHTC icon
2667
Natural Health Trends
NHTC
$15.6M
$868K ﹤0.01%
+45,635
New +$774K
LGF.A
2668
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$868K ﹤0.01%
33,585
-17,944
-35% -$547K
ARTNA icon
2669
Artesian Resources
ARTNA
$361M
$863K ﹤0.01%
23,645
-665
-3% -$24.1K
FSV icon
2670
FirstService
FSV
$6.58B
$858K ﹤0.01%
11,723
-412
-3% -$28.5K
TPGE.U
2671
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
$858K ﹤0.01%
80,476
+14,648
+22% +$151K
NXRT
2672
NexPoint Residential Trust
NXRT
$686M
$857K ﹤0.01%
34,501
+11,844
+52% +$301K
DCO icon
2673
Ducommun
DCO
$2.68B
$855K ﹤0.01%
28,150
-10,451
-27% -$302K
GBDC icon
2674
Golub Capital BDC
GBDC
$3.38B
$855K ﹤0.01%
48,798
-561
-1% -$9.94K
OMAD.U
2675
DELISTED
One Madison Corporation
OMAD.U
$855K ﹤0.01%
+85,482
New +$852K
105 106
107
108 109

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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.