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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
MLI icon
1776
Mueller Industries
MLI
$14.5B
$4.04M ﹤0.01%
617,236
+56,532
+10% +$427K
SCHL icon
1777
Scholastic
SCHL
$774M
$4.04M ﹤0.01%
103,918
-4,393
-4% -$167K
ANAT
1778
DELISTED
American National Group, Inc. Common Stock
ANAT
$4.03M ﹤0.01%
34,481
+2,980
+9% +$361K
GNL icon
1779
Global Net Lease
GNL
$1.87B
$4.03M ﹤0.01%
238,420
+164,323
+222% +$2.89M
AKR icon
1780
Acadia Realty Trust
AKR
$3.02B
$4.02M ﹤0.01%
163,503
-49,812
-23% -$1.22M
ENVA icon
1781
Enova International
ENVA
$6.09B
$4.02M ﹤0.01%
182,334
-1,271
-0.7% -$25.6K
SRI icon
1782
Stoneridge
SRI
$200M
$4.02M ﹤0.01%
145,553
+38,084
+35% +$930K
UGP icon
1783
Ultrapar
UGP
$6.66B
$4.01M ﹤0.01%
371,282
-5,100
-1% -$59.9K
AZTA icon
1784
Azenta
AZTA
$1.3B
$4.01M ﹤0.01%
148,067
+4,856
+3% +$132K
FFBC icon
1785
First Financial Bancorp
FFBC
$3.55B
$4M ﹤0.01%
136,213
-6,251
-4% -$176K
MZTI
1786
The Marzetti Company
MZTI
$3.05B
$3.99M ﹤0.01%
32,431
+2,493
+8% +$308K
DSX icon
1787
Diana Shipping
DSX
$266M
$3.99M ﹤0.01%
1,560,005
-74,753
-5% -$201K
NHI icon
1788
National Health Investors
NHI
$3.79B
$3.99M ﹤0.01%
59,321
-477
-0.8% -$32.6K
MFGP
1789
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$3.99M ﹤0.01%
234,853
-204,982
-47% -$6.72M
HFWA icon
1790
Heritage Financial
HFWA
$1.22B
$3.97M ﹤0.01%
129,740
+14,471
+13% +$447K
MDCO
1791
DELISTED
Medicines Co
MDCO
$3.97M ﹤0.01%
120,516
+7,506
+7% +$235K
NAVG
1792
DELISTED
Navigators Group Inc
NAVG
$3.96M ﹤0.01%
68,782
+10,520
+18% +$553K
POWI icon
1793
Power Integrations
POWI
$3.15B
$3.95M ﹤0.01%
115,582
-4,502
-4% -$161K
HAFC icon
1794
Hanmi Financial
HAFC
$935M
$3.93M ﹤0.01%
127,915
+6,023
+5% +$188K
CCS icon
1795
Century Communities
CCS
$1.98B
$3.93M ﹤0.01%
131,167
+9,141
+7% +$290K
CMRE icon
1796
Costamare
CMRE
$1.85B
$3.91M ﹤0.01%
626,528
+16,716
+3% +$105K
CROX icon
1797
Crocs
CROX
$6.63B
$3.91M ﹤0.01%
240,549
-12,685
-5% -$176K
VRNT
1798
DELISTED
Verint Systems
VRNT
$3.9M ﹤0.01%
179,774
-13,099
-7% -$270K
ESV
1799
DELISTED
Ensco Rowan plc
ESV
$3.9M ﹤0.01%
222,168
-71,966
-24% -$1.59M
IGR
1800
CBRE Global Real Estate Income Fund
IGR
$719M
$3.9M ﹤0.01%
532,969
-64,252
-11% -$484K
70 71
72
73 74

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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.