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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
IPLDP
3201
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$231K ﹤0.01%
9,330
+793
+9% +$19.6K
RST
3202
DELISTED
ROSETTA STONE INC
RST
$230K ﹤0.01%
17,498
+1,140
+7% +$14.9K
PETX
3203
DELISTED
Aratana Therapeutics, Inc.
PETX
$230K ﹤0.01%
52,237
+13,941
+36% +$62.2K
DERM
3204
DELISTED
Dermira, Inc.
DERM
$229K ﹤0.01%
28,715
-7,968
-22% -$173K
HBM icon
3205
Hudbay
HBM
$9.96B
$227K ﹤0.01%
31,987
-494
-2% -$4.13K
MIME
3206
DELISTED
Mimecast Limited
MIME
$227K ﹤0.01%
+6,419
New +$218K
LOGI icon
3207
Logitech
LOGI
$15.5B
$226K ﹤0.01%
+6,142
New +$238K
AKH
3208
DELISTED
AIR France-KLM
AKH
$226K ﹤0.01%
20,211
+276
+1% +$3.09K
GIFI
3209
DELISTED
Gulf Island Fabrication
GIFI
$225K ﹤0.01%
31,642
-5,500
-15% -$61.1K
QMCO icon
3210
Quantum Corp
QMCO
$432M
$225K ﹤0.01%
3,086
-1
-0% -$97
EMWP
3211
DELISTED
Eros Media World PLC
EMWP
$224K ﹤0.01%
1,026
+347
+51% +$82.7K
KIO
3212
KKR Income Opportunities Fund
KIO
$448M
$223K ﹤0.01%
14,045
-791
-5% -$12.5K
LAB icon
3213
Standard BioTools
LAB
$303M
$222K ﹤0.01%
37,958
+689
+2% +$4.52K
DLR.PRH.CL
3214
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$222K ﹤0.01%
8,430
+714
+9% +$18.8K
HMY icon
3215
Harmony Gold Mining
HMY
$9.92B
$221K ﹤0.01%
92,370
+65,914
+249% +$131K
SGRY icon
3216
Surgery Partners
SGRY
$1.98B
$221K ﹤0.01%
+12,908
New +$201K
SCTL
3217
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$221K ﹤0.01%
22,361
+3,442
+18% +$28.9K
MGNI icon
3218
Magnite
MGNI
$2.73B
$220K ﹤0.01%
122,429
-30,308
-20% -$57.4K
BRW
3219
Saba Capital Income & Opportunities Fund
BRW
$336M
$219K ﹤0.01%
21,010
+1,804
+9% +$18.5K
VV icon
3220
Vanguard Large-Cap ETF
VV
$51.9B
$219K ﹤0.01%
1,805
-174
-9% -$21.8K
RPT
3221
Rithm Property Trust
RPT
$92.3M
$219K ﹤0.01%
2,784
-111
-4% -$8.61K
PDFS icon
3222
PDF Solutions
PDFS
$2B
$218K ﹤0.01%
18,687
-158,691
-89% -$2.11M
SCHB icon
3223
Schwab US Broad Market ETF
SCHB
$42.8B
$217K ﹤0.01%
20,442
-363,114
-95% -$3.99M
XBI icon
3224
State Street SPDR S&P Biotech ETF
XBI
$10.2B
$217K ﹤0.01%
2,475
-1,184
-32% -$108K
AREX
3225
DELISTED
Approach Resources Inc.
AREX
$215K ﹤0.01%
82,338
+23,374
+40% +$72.1K
127 128
129
130 131

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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.