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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
JOUT icon
2926
Johnson Outdoors
JOUT
$500M
$462K ﹤0.01%
+7,455
New +$476K
HOLI
2927
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$462K ﹤0.01%
18,691
-1,050
-5% -$26.6K
ENO
2928
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92.4M
$459K ﹤0.01%
18,162
+1,395
+8% +$35.3K
STNG icon
2929
Scorpio Tankers
STNG
$3.94B
$459K ﹤0.01%
23,426
+15,612
+200% +$396K
SPWH icon
2930
Sportsman's Warehouse
SPWH
$45.7M
$457K ﹤0.01%
111,976
+9,273
+9% +$46.1K
MAXR
2931
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$456K ﹤0.01%
9,855
-3,019
-23% -$167K
LBY
2932
DELISTED
Libbey, Inc.
LBY
$455K ﹤0.01%
93,142
+21,524
+30% +$146K
WSR
2933
DELISTED
Whitestone REIT
WSR
$454K ﹤0.01%
43,729
-2,844
-6% -$34.7K
DSI icon
2934
iShares MSCI KLD 400 Social ETF
DSI
$5.17B
$453K ﹤0.01%
+9,262
New +$467K
CALX icon
2935
Calix
CALX
$2.34B
$452K ﹤0.01%
65,920
+27,965
+74% +$181K
JOBS
2936
DELISTED
51job Inc
JOBS
$452K ﹤0.01%
5,250
-82
-2% -$5.92K
EIV
2937
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$452K ﹤0.01%
38,694
+8,436
+28% +$100K
BATRK icon
2938
Atlanta Braves Holdings Series B
BATRK
$3.27B
$450K ﹤0.01%
19,739
+271
+1% +$6.28K
RDFN
2939
DELISTED
Redfin
RDFN
$450K ﹤0.01%
+19,732
New +$455K
DDR.PRA
2940
DELISTED
DDR Corp.
DDR.PRA
$449K ﹤0.01%
18,871
+4,568
+32% +$112K
VB icon
2941
Vanguard Small-Cap ETF
VB
$80.2B
$448K ﹤0.01%
3,047
+1,331
+78% +$199K
PGC icon
2942
Peapack-Gladstone Financial
PGC
$846M
$447K ﹤0.01%
13,398
+12
+0.1% +$419
PHX
2943
DELISTED
PHX Minerals
PHX
$446K ﹤0.01%
23,125
+4,656
+25% +$92.1K
UCFC
2944
DELISTED
United Community Financial Corp
UCFC
$446K ﹤0.01%
45,195
+10,018
+28% +$96.5K
OOMA icon
2945
Ooma
OOMA
$608M
$442K ﹤0.01%
40,591
+1,378
+4% +$15.3K
TVRD
2946
Tvardi Therapeutics
TVRD
$22.9M
$440K ﹤0.01%
987
-19
-2% -$9.22K
PGEM
2947
DELISTED
Ply Gem Holdings, Inc.
PGEM
$440K ﹤0.01%
20,388
+2,470
+14% +$50.7K
MRLN
2948
DELISTED
Marlin Business Services Corp
MRLN
$438K ﹤0.01%
15,441
-1,497
-9% -$38.4K
ARDX icon
2949
Ardelyx
ARDX
$1.25B
$437K ﹤0.01%
86,469
-2,269
-3% -$14.2K
EMCI
2950
DELISTED
EMC INS Group Inc
EMCI
$437K ﹤0.01%
+16,152
New +$444K
116 117
118
119 120

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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.