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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
JCAP
2801
DELISTED
Jernigan Capital, Inc.
JCAP
$616K ﹤0.01%
34,018
-167
-0.5% -$2.98K
FSB
2802
DELISTED
Franklin Financial Network, Inc.
FSB
$614K ﹤0.01%
18,849
+12,036
+177% +$401K
CMCO icon
2803
Columbus McKinnon
CMCO
$467M
$613K ﹤0.01%
17,114
-26,987
-61% -$1.04M
COF.PRD.CL
2804
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$612K ﹤0.01%
23,171
+1,854
+9% +$49.1K
FPRX
2805
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$611K ﹤0.01%
35,550
+13,716
+63% +$268K
RYZ
2806
Ryerson Holding Corp
RYZ
$1.61B
$609K ﹤0.01%
74,715
-31,830
-30% -$328K
JBSS icon
2807
John B. Sanfilippo & Son
JBSS
$989M
$605K ﹤0.01%
10,459
+911
+10% +$55K
CSTE icon
2808
Caesarstone
CSTE
$71.6M
$604K ﹤0.01%
30,758
+20,504
+200% +$442K
DVAX
2809
DELISTED
Dynavax Technologies
DVAX
$604K ﹤0.01%
30,409
-2,802
-8% -$48.4K
PRIM icon
2810
Primoris Services
PRIM
$4.28B
$600K ﹤0.01%
24,018
+2,232
+10% +$57.3K
TCS
2811
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$599K ﹤0.01%
7,346
-49
-0.7% -$3.69K
HSKA
2812
DELISTED
Heska Corp
HSKA
$599K ﹤0.01%
7,573
+881
+13% +$64.5K
EPOL icon
2813
iShares MSCI Poland ETF
EPOL
$674M
$598K ﹤0.01%
23,815
+618
+3% +$17K
NPTN
2814
DELISTED
NEOPHOTONICS CORP
NPTN
$597K ﹤0.01%
87,194
+3,897
+5% +$24.7K
RBBN icon
2815
Ribbon Communications
RBBN
$361M
$590K ﹤0.01%
115,762
-15,883
-12% -$103K
MLAB icon
2816
Mesa Laboratories
MLAB
$559M
$589K ﹤0.01%
3,967
+33
+0.8% +$4.5K
TLGT
2817
DELISTED
Teligent, Inc
TLGT
$589K ﹤0.01%
17,524
+7,305
+71% +$232K
BFX
2818
DELISTED
BowFlex Inc.
BFX
$588K ﹤0.01%
43,747
+13,023
+42% +$165K
WRB.PRD
2819
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$583K ﹤0.01%
23,184
+4,771
+26% +$120K
DGII icon
2820
Digi International
DGII
$2.53B
$582K ﹤0.01%
56,525
+17,344
+44% +$180K
YRD
2821
Yiren Digital
YRD
$98.9M
$581K ﹤0.01%
14,439
-312
-2% -$12.6K
CHUY
2822
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$577K ﹤0.01%
22,014
+750
+4% +$20K
FPI
2823
Farmland Partners
FPI
$417M
$575K ﹤0.01%
68,905
+22,025
+47% +$179K
AT
2824
DELISTED
Atlantic Power Corporation
AT
$572K ﹤0.01%
272,240
-30,800
-10% -$65.8K
BELFB
2825
Bel Fuse Inc Class B
BELFB
$3.57B
$571K ﹤0.01%
30,214
+5,926
+24% +$121K
111 112
113
114 115

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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.