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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
ALX
1851
Alexander's
ALX
$1.36B
$3.63M ﹤0.01%
9,516
+4,598
+93% +$1.71M
FINL
1852
DELISTED
Finish Line
FINL
$3.63M ﹤0.01%
267,963
-17,492
-6% -$202K
ORIT
1853
DELISTED
Oritani Financial Corp. New
ORIT
$3.63M ﹤0.01%
236,166
+101,746
+76% +$1.64M
WPC icon
1854
W.P. Carey
WPC
$16.6B
$3.61M ﹤0.01%
59,511
+7,560
+15% +$465K
CFFN icon
1855
Capitol Federal Financial
CFFN
$1.09B
$3.61M ﹤0.01%
292,276
-61,529
-17% -$799K
RBA icon
1856
RB Global
RBA
$21.5B
$3.61M ﹤0.01%
114,573
-70,680
-38% -$2.25M
OTTR icon
1857
Otter Tail
OTTR
$3.81B
$3.6M ﹤0.01%
83,099
-6,170
-7% -$258K
CHH icon
1858
Choice Hotels
CHH
$5.26B
$3.58M ﹤0.01%
44,639
-18,854
-30% -$1.52M
VVX icon
1859
V2X
VVX
$2.7B
$3.58M ﹤0.01%
96,017
+10,337
+12% +$335K
PLAB icon
1860
Photronics
PLAB
$1.65B
$3.57M ﹤0.01%
433,007
+36,044
+9% +$302K
ADEA icon
1861
Adeia
ADEA
$2.55B
$3.57M ﹤0.01%
638,041
+22,196
+4% +$132K
GWRE icon
1862
Guidewire Software
GWRE
$13.9B
$3.56M ﹤0.01%
44,098
+1,362
+3% +$110K
DOC
1863
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.56M ﹤0.01%
228,623
+60,918
+36% +$955K
STE icon
1864
Steris
STE
$22.9B
$3.56M ﹤0.01%
38,103
+1,541
+4% +$140K
FRME icon
1865
First Merchants
FRME
$2.69B
$3.54M ﹤0.01%
84,922
+2,205
+3% +$94.3K
RWT
1866
Redwood Trust
RWT
$588M
$3.54M ﹤0.01%
228,526
+9,940
+5% +$149K
BGC
1867
DELISTED
General Cable Corporation
BGC
$3.53M ﹤0.01%
119,351
-20,167
-14% -$598K
FIX icon
1868
Comfort Systems
FIX
$53.5B
$3.52M ﹤0.01%
85,319
+1,127
+1% +$47.4K
NUAN
1869
DELISTED
Nuance Communications, Inc.
NUAN
$3.51M ﹤0.01%
257,490
+25,755
+11% +$377K
QUAD icon
1870
Quad
QUAD
$479M
$3.5M ﹤0.01%
138,281
-38,367
-22% -$934K
SODA
1871
DELISTED
SodaStream International Ltd
SODA
$3.5M ﹤0.01%
38,171
-946
-2% -$76.7K
GLOB icon
1872
Globant
GLOB
$1.65B
$3.5M ﹤0.01%
67,898
-4,827
-7% -$237K
SGMO
1873
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$3.49M ﹤0.01%
183,716
+46,927
+34% +$1M
PNFP icon
1874
Pinnacle Financial Partners Inc
PNFP
$15.8B
$3.48M ﹤0.01%
54,275
+7,442
+16% +$486K
TROX icon
1875
Tronox
TROX
$967M
$3.47M ﹤0.01%
188,342
-53,884
-22% -$1.07M
73 74
75
76 77

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.