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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
BIVV
3451
DELISTED
Bioverativ Inc. Common Stock
BIVV
– –
-278,967
Closed -$15M
CPN
3452
DELISTED
Calpine Corporation
CPN
– –
-1,388,558
Closed -$21M
SNI
3453
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-210,682
Closed -$18M
JUNO
3454
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-63,372
Closed -$2.9M
GEH.CL
3455
DELISTED
General Electric Capital Corp.
GEH.CL
– –
-20,000
Closed -$501K
STRP
3456
DELISTED
Straight Path Communications Inc.
STRP
– –
-5,561
Closed -$1.01M
ENTL
3457
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
– –
-60,769
Closed -$1.48M
GEB.CL
3458
DELISTED
General Electric Capital Corp
GEB.CL
– –
-19,344
Closed -$482K
RGC
3459
DELISTED
Regal Entertainment Group
RGC
– –
-667,173
Closed -$15.4M
GNCMA
3460
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
– –
-127,041
Closed -$4.96M
DEL
3461
DELISTED
Deltic Timber
DEL
– –
-9,776
Closed -$895K
CAA
3462
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-130,405
Closed -$7.35M
EXAC
3463
DELISTED
Exactech Inc
EXAC
– –
-29,392
Closed -$1.45M
SCMP
3464
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-112,074
Closed -$2.01M
CUDA
3465
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-58,755
Closed -$1.62M
RXDX
3466
DELISTED
Ignyta, Inc.
RXDX
– –
-90,261
Closed -$2.41M
BWLD
3467
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-43,894
Closed -$6.86M
BSFT
3468
DELISTED
BroadSoft, Inc.
BSFT
– –
-24,776
Closed -$1.36M
BV
3469
DELISTED
Bazaarvoice, Inc.
BV
– –
-43,186
Closed -$235K
BKMU
3470
DELISTED
Bank Mutual Corp
BKMU
– –
-115,513
Closed -$1.23M
BETR
3471
DELISTED
Amplify Snack Brands, Inc.
BETR
– –
-25,014
Closed -$300K
TIME
3472
DELISTED
Time Inc.
TIME
– –
-549,974
Closed -$10.1M
IXYS
3473
DELISTED
IXYS Corp
IXYS
– –
-17,172
Closed -$411K
SSNI
3474
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-22,700
Closed -$369K
SYT
3475
DELISTED
Syngenta Ag
SYT
– –
-5,195
Closed -$482K
136 137 138
139
140

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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.