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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
EVTC icon
1826
Evertec
EVTC
$1.97B
$3.75M ﹤0.01%
229,144
+19,258
+9% +$303K
NEO icon
1827
NeoGenomics
NEO
$1.99B
$3.75M ﹤0.01%
458,982
+12,291
+3% +$99.6K
UMBF icon
1828
UMB Financial
UMBF
$11.3B
$3.74M ﹤0.01%
51,634
+1,471
+3% +$110K
POST icon
1829
Post Holdings
POST
$4.42B
$3.73M ﹤0.01%
75,256
+5,289
+8% +$268K
OIS icon
1830
Oil States International
OIS
$466M
$3.73M ﹤0.01%
142,360
-2,206
-2% -$63.2K
EPAM icon
1831
EPAM Systems
EPAM
$5.58B
$3.73M ﹤0.01%
32,563
+772
+2% +$88.3K
CMO
1832
DELISTED
Capstead Mortgage Corp.
CMO
$3.73M ﹤0.01%
431,062
+14,696
+4% +$127K
CUBI icon
1833
Customers Bancorp
CUBI
$2.66B
$3.73M ﹤0.01%
127,811
+30,440
+31% +$914K
ATHM icon
1834
Autohome
ATHM
$2.62B
$3.72M ﹤0.01%
43,325
+12,040
+38% +$983K
GEO icon
1835
The GEO Group
GEO
$4B
$3.72M ﹤0.01%
181,786
+14,364
+9% +$312K
ROIC
1836
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.71M ﹤0.01%
210,148
+16,364
+8% +$294K
BRKL
1837
DELISTED
Brookline Bancorp
BRKL
$3.69M ﹤0.01%
227,944
+12,810
+6% +$209K
NEWR
1838
DELISTED
New Relic, Inc.
NEWR
$3.69M ﹤0.01%
49,811
+241
+0.5% +$16.1K
NE
1839
DELISTED
Noble Corporation
NE
$3.69M ﹤0.01%
995,241
-21,297
-2% -$94.9K
MEI icon
1840
Methode Electronics
MEI
$458M
$3.69M ﹤0.01%
94,381
+10,732
+13% +$435K
W icon
1841
Wayfair
W
$11.8B
$3.68M ﹤0.01%
54,505
-4,795
-8% -$403K
XOXO
1842
DELISTED
Xo Group Inc
XOXO
$3.68M ﹤0.01%
177,184
+21,802
+14% +$432K
SAM icon
1843
Boston Beer
SAM
$1.95B
$3.67M ﹤0.01%
19,412
+248
+1% +$45.6K
INDB icon
1844
Independent Bank
INDB
$4.04B
$3.67M ﹤0.01%
51,222
-620
-1% -$44.6K
ATHN
1845
DELISTED
Athenahealth, Inc.
ATHN
$3.65M ﹤0.01%
25,527
+1,265
+5% +$173K
HUBG icon
1846
HUB Group
HUBG
$2.92B
$3.64M ﹤0.01%
174,136
-15,544
-8% -$362K
ESI icon
1847
Element Solutions
ESI
$8.48B
$3.64M ﹤0.01%
377,667
-12,497
-3% -$133K
NCI
1848
DELISTED
Navigant Consulting, Inc.
NCI
$3.63M ﹤0.01%
188,909
-25,914
-12% -$516K
ELME
1849
Elme Communities
ELME
$145M
$3.63M ﹤0.01%
133,065
-8,268
-6% -$226K
LIVN icon
1850
LivaNova
LIVN
$4.47B
$3.63M ﹤0.01%
41,056
+21,856
+114% +$1.86M
72 73
74
75 76

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MCM
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PSUF
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IA
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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.