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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
FMI
2951
DELISTED
Foundation Medicine, Inc.
FMI
$437K ﹤0.01%
5,546
+398
+8% +$29.4K
HOFT icon
2952
Hooker Furnishings Corp
HOFT
$149M
$434K ﹤0.01%
11,814
-317
-3% -$12.3K
ASMB icon
2953
Assembly Biosciences
ASMB
$513M
$431K ﹤0.01%
731
-169
-19% -$105K
MDLY
2954
DELISTED
Medley Management Inc
MDLY
$430K ﹤0.01%
7,543
+282
+4% +$18K
KLDX
2955
DELISTED
KLONDEX MINES LTD
KLDX
$430K ﹤0.01%
183,101
+30,777
+20% +$59K
NC icon
2956
NACCO Industries
NC
$353M
$429K ﹤0.01%
13,045
-2,198
-14% -$88.5K
AAMI
2957
Acadian Asset Management
AAMI
$2.95B
$425K ﹤0.01%
26,973
+15,151
+128% +$250K
KE
2958
Kimball Electronics
KE
$598M
$424K ﹤0.01%
26,273
+834
+3% +$15K
ACET
2959
DELISTED
Aceto Corp
ACET
$424K ﹤0.01%
55,787
-35,510
-39% -$310K
IWP icon
2960
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$423K ﹤0.01%
6,886
+118
+2% +$7.37K
CIVI
2961
DELISTED
Civitas Solutions, Inc.
CIVI
$423K ﹤0.01%
27,442
+11,009
+67% +$168K
TRUE
2962
DELISTED
TrueCar
TRUE
$420K ﹤0.01%
44,367
-14,827
-25% -$165K
EVT icon
2963
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.08B
$419K ﹤0.01%
19,147
-800
-4% -$18.3K
ACV
2964
Virtus Diversified Income & Convertible Fund
ACV
$278M
$417K ﹤0.01%
18,373
-46,277
-72% -$1.03M
FLXN
2965
DELISTED
Flexion Therapeutics, Inc.
FLXN
$416K ﹤0.01%
18,560
+384
+2% +$9.37K
STEW
2966
SRH Total Return Fund
STEW
$1.76B
$415K ﹤0.01%
38,470
+2,187
+6% +$24.5K
EVN
2967
Eaton Vance Municipal Income Trust
EVN
$422M
$414K ﹤0.01%
35,386
+693
+2% +$8.2K
BSTC
2968
DELISTED
BioSpecifics Technologies Corp.
BSTC
$414K ﹤0.01%
+9,335
New +$392K
EQBK icon
2969
Equity Bancshares
EQBK
$1.04B
$413K ﹤0.01%
+10,554
New +$391K
RYTM icon
2970
Rhythm Pharmaceuticals
RYTM
$7.28B
$412K ﹤0.01%
20,717
+40
+0.2% +$1.06K
XHB icon
2971
State Street SPDR S&P Homebuilders ETF
XHB
$1.68B
$412K ﹤0.01%
10,109
-4,326
-30% -$186K
GEK.CL
2972
DELISTED
General Electric Capital Corp.
GEK.CL
$411K ﹤0.01%
16,667
-10,176
-38% -$250K
NOAH
2973
Noah Holdings
NOAH
$595M
$410K ﹤0.01%
8,691
-2,810
-24% -$135K
TA
2974
DELISTED
TravelCenters of America LLC
TA
$410K ﹤0.01%
22,775
– –
BKN
2975
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$408K ﹤0.01%
29,726
+840
+3% +$11.8K
117 118
119
120 121

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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.