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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
WDR
1126
DELISTED
Waddell & Reed Financial, Inc.
WDR
$9.68M 0.01%
479,143
-39,712
-8% -$839K
TX icon
1127
Ternium
TX
$9.7B
$9.65M 0.01%
296,926
+6,873
+2% +$233K
URBN icon
1128
Urban Outfitters
URBN
$6.44B
$9.63M 0.01%
260,661
+85
+0% +$2.98K
PBR.A icon
1129
Petrobras Class A
PBR.A
$104B
$9.63M 0.01%
741,228
+25,877
+4% +$318K
CGNX icon
1130
Cognex
CGNX
$10.1B
$9.59M 0.01%
184,409
-26,650
-13% -$1.58M
CW icon
1131
Curtiss-Wright
CW
$26.9B
$9.59M 0.01%
70,981
+8,132
+13% +$1.06M
CIM
1132
Chimera Investment
CIM
$1.06B
$9.57M 0.01%
183,228
-380
-0.2% -$19.9K
SRPT icon
1133
Sarepta Therapeutics
SRPT
$1.63B
$9.55M 0.01%
128,843
-23,543
-15% -$1.57M
OA
1134
DELISTED
Orbital ATK, Inc.
OA
$9.53M 0.01%
71,868
+13,687
+24% +$1.81M
TEX icon
1135
Terex
TEX
$7.81B
$9.52M 0.01%
254,570
-7,610
-3% -$330K
NEOG icon
1136
Neogen
NEOG
$2B
$9.52M 0.01%
284,120
+8,467
+3% +$255K
GPOR
1137
DELISTED
Gulfport Energy Corp.
GPOR
$9.5M 0.01%
984,021
+365,575
+59% +$3.9M
TIMB icon
1138
TIM SA
TIMB
$9.44B
$9.48M 0.01%
437,708
-70,779
-14% -$1.49M
NYT icon
1139
New York Times
NYT
$12.2B
$9.48M 0.01%
393,468
+21,371
+6% +$491K
HEI icon
1140
HEICO Corp
HEI
$50.9B
$9.48M 0.01%
136,523
-28,190
-17% -$1.84M
RSPP
1141
DELISTED
RSP Permian, Inc.
RSPP
$9.43M 0.01%
201,190
+7,238
+4% +$285K
ALNY icon
1142
Alnylam Pharmaceuticals
ALNY
$38.5B
$9.42M 0.01%
79,066
+4,876
+7% +$629K
BDN
1143
Brandywine Realty Trust
BDN
$521M
$9.34M 0.01%
587,846
-15,904
-3% -$265K
WLY icon
1144
John Wiley & Sons Class A
WLY
$2.77B
$9.33M 0.01%
146,475
+6,893
+5% +$447K
TTC icon
1145
Toro Company
TTC
$9.08B
$9.32M 0.01%
149,205
+4,879
+3% +$311K
SIMO icon
1146
Silicon Motion
SIMO
$7.44B
$9.31M 0.01%
193,513
+9,245
+5% +$444K
KFY icon
1147
Korn Ferry
KFY
$4.26B
$9.3M 0.01%
180,282
+33,431
+23% +$1.49M
RHP icon
1148
Ryman Hospitality Properties
RHP
$8.57B
$9.29M 0.01%
119,993
-407
-0.3% -$29.8K
RGLD icon
1149
Royal Gold
RGLD
$16.7B
$9.28M 0.01%
108,118
+2,045
+2% +$172K
GCO icon
1150
Genesco
GCO
$431M
$9.28M 0.01%
228,529
+13,837
+6% +$513K
44 45
46
47 48

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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.