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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
GSAT icon
3401
Globalstar
GSAT
$10.2B
– –
-1,204
Closed -$24K
GSG icon
3402
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.02B
– –
-944,957
Closed -$15.4M
HURC icon
3403
Hurco Companies Inc
HURC
$137M
– –
-4,780
Closed -$202K
IWB icon
3404
iShares Russell 1000 ETF
IWB
$47.7B
– –
-17,143
Closed -$2.55M
IWN icon
3405
iShares Russell 2000 Value ETF
IWN
$14.4B
– –
-22,063
Closed -$2.77M
IWV icon
3406
iShares Russell 3000 ETF
IWV
$19.4B
– –
-5,175
Closed -$819K
JAKK icon
3407
Jakks Pacific
JAKK
$280M
– –
-1,129
Closed -$27K
KRNT icon
3408
Kornit Digital
KRNT
$706M
– –
-25,997
Closed -$420K
LPCN icon
3409
Lipocine
LPCN
$17.1M
– –
-843
Closed -$49K
MCFT icon
3410
MasterCraft Boat Holdings
MCFT
$588M
– –
-9,258
Closed -$206K
MUB icon
3411
iShares National Muni Bond ETF
MUB
$45.1B
– –
-16,642
Closed -$1.84M
MUFG icon
3412
Mitsubishi UFJ Financial
MUFG
$258B
– –
-8,552,222
Closed -$62.2M
NG icon
3413
NovaGold Resources
NG
$2.6B
– –
-95,912
Closed -$377K
NZF icon
3414
Nuveen Municipal Credit Income Fund
NZF
$2.4B
– –
-133,388
Closed -$2.03M
OEF icon
3415
PUT
iShares S&P 100 ETF
OEF
$19.8B
– –
-16,542
Closed -$546K
PCEF icon
3416
Invesco CEF Income Composite ETF
PCEF
$796M
– –
-71,100
Closed -$1.7M
RILY icon
3417
BRC Group Holdings
RILY
$277M
– –
-12,517
Closed -$227K
ROKU icon
3418
Roku
ROKU
$21.1B
– –
-17,963
Closed -$930K
SCHF icon
3419
Schwab International Equity ETF
SCHF
$65.6B
– –
-98,112
Closed -$1.67M
SCHX icon
3420
Schwab US Large- Cap ETF
SCHX
$71B
– –
-133,068
Closed -$1.42M
SILC icon
3421
Silicom
SILC
$228M
– –
-17,104
Closed -$1.2M
SPLV icon
3422
Invesco S&P 500 Low Volatility ETF
SPLV
$7.2B
– –
-4,241
Closed -$202K
SPNS
3423
DELISTED
Sapiens International
SPNS
– –
-10,639
Closed -$123K
TEI
3424
Templeton Emerging Markets Income Fund
TEI
$310M
– –
-26,087
Closed -$291K
TOVX icon
3425
Theriva Biologics
TOVX
$10.2M
– –
-12
Closed -$55K
135 136
137
138 139

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PSUF
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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.