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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
CRTO icon
1751
Criteo
CRTO
$1.11B
$4.16M ﹤0.01%
160,987
+1,115
+0.7% +$30.3K
INXN
1752
DELISTED
Interxion Holding N.V.
INXN
$4.15M ﹤0.01%
66,843
-2,517
-4% -$150K
CKH
1753
DELISTED
Seacor Holdings Inc.
CKH
$4.15M ﹤0.01%
81,189
-8,390
-9% -$393K
MCR
1754
DELISTED
MFS Charter Income Trust
MCR
$4.15M ﹤0.01%
510,834
+46,917
+10% +$387K
ARCH
1755
DELISTED
Arch Resources, Inc.
ARCH
$4.13M ﹤0.01%
44,940
+25,521
+131% +$2.39M
LMNX
1756
DELISTED
Luminex Corp
LMNX
$4.12M ﹤0.01%
195,566
+59,584
+44% +$1.22M
DIOD icon
1757
Diodes
DIOD
$3.52B
$4.12M ﹤0.01%
135,234
+33,929
+33% +$1.02M
IMKTA icon
1758
Ingles Markets
IMKTA
$1.72B
$4.11M ﹤0.01%
121,436
-2,031
-2% -$67.8K
JQC icon
1759
Nuveen Credit Strategies Income Fund
JQC
$705M
$4.11M ﹤0.01%
517,185
+189,035
+58% +$1.53M
AGC
1760
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$4.11M ﹤0.01%
732,955
+144,544
+25% +$850K
FNV icon
1761
Franco-Nevada
FNV
$41B
$4.1M ﹤0.01%
60,003
+4,607
+8% +$337K
FBC
1762
DELISTED
Flagstar Bancorp, Inc. New
FBC
$4.1M ﹤0.01%
115,876
+25,988
+29% +$952K
HRI icon
1763
Herc Holdings
HRI
$4.83B
$4.09M ﹤0.01%
63,039
-18,756
-23% -$1.22M
GOVT icon
1764
iShares US Treasury Bond ETF
GOVT
$43.8B
$4.09M ﹤0.01%
165,756
+66,770
+67% +$1.65M
USCR
1765
DELISTED
U S Concrete, Inc.
USCR
$4.09M ﹤0.01%
67,739
+127
+0.2% +$9.42K
FNGN
1766
DELISTED
Financial Engines, Inc.
FNGN
$4.09M ﹤0.01%
116,864
+21,941
+23% +$688K
AAT
1767
American Assets Trust
AAT
$1.46B
$4.09M ﹤0.01%
122,395
+36,982
+43% +$1.25M
ARRS
1768
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$4.09M ﹤0.01%
153,807
-10,175
-6% -$263K
IWD icon
1769
iShares Russell 1000 Value ETF
IWD
$81.9B
$4.08M ﹤0.01%
33,966
-306,911
-90% -$38.3M
WWE
1770
DELISTED
World Wrestling Entertainment
WWE
$4.08M ﹤0.01%
113,160
+7,133
+7% +$251K
VNM icon
1771
VanEck Vietnam ETF
VNM
$480M
$4.07M ﹤0.01%
+208,200
New +$3.92M
CHGG icon
1772
Chegg
CHGG
$118M
$4.07M ﹤0.01%
196,811
+130,051
+195% +$2.46M
SPNT icon
1773
SiriusPoint
SPNT
$3.03B
$4.06M ﹤0.01%
291,143
+183,604
+171% +$2.6M
SKT icon
1774
Tanger
SKT
$4.82B
$4.05M ﹤0.01%
184,323
-61,973
-25% -$1.45M
BRSS
1775
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$4.05M ﹤0.01%
121,188
-5,836
-5% -$185K
69 70
71
72 73

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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.