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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
SOHU
1876
Sohu.com
SOHU
$352M
$3.47M ﹤0.01%
112,175
+12,142
+12% +$463K
SAH icon
1877
Sonic Automotive
SAH
$3.56B
$3.46M ﹤0.01%
182,469
-2,224
-1% -$44.9K
CARB
1878
DELISTED
Carbonite Inc
CARB
$3.46M ﹤0.01%
120,063
+37,693
+46% +$1.01M
KBR icon
1879
KBR
KBR
$4.56B
$3.45M ﹤0.01%
212,992
-12,419
-6% -$225K
EFII
1880
DELISTED
Electronics for Imaging
EFII
$3.44M ﹤0.01%
125,905
+14,364
+13% +$412K
REXR icon
1881
Rexford Industrial Realty
REXR
$8.63B
$3.43M ﹤0.01%
119,134
+10,980
+10% +$310K
MSTR icon
1882
Strategy Inc
MSTR
$34.1B
$3.42M ﹤0.01%
265,160
+7,100
+3% +$95.6K
CTB
1883
DELISTED
Cooper Tire & Rubber Co.
CTB
$3.42M ﹤0.01%
116,740
-25,168
-18% -$880K
LTC
1884
LTC Properties
LTC
$2.13B
$3.42M ﹤0.01%
89,926
+30,389
+51% +$1.2M
ARGO
1885
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.4M ﹤0.01%
59,191
+595
+1% +$32K
WGO icon
1886
Winnebago Industries
WGO
$900M
$3.4M ﹤0.01%
90,334
-11,446
-11% -$527K
CUB
1887
DELISTED
Cubic Corporation
CUB
$3.4M ﹤0.01%
53,408
-719
-1% -$43.8K
MMYT icon
1888
MakeMyTrip
MMYT
$5.38B
$3.39M ﹤0.01%
97,733
-10,424
-10% -$332K
BRC icon
1889
Brady Corp
BRC
$4.46B
$3.39M ﹤0.01%
91,246
-6,539
-7% -$249K
BB icon
1890
BlackBerry
BB
$4.58B
$3.39M ﹤0.01%
294,678
+17,528
+6% +$223K
ARRY
1891
DELISTED
Array Biopharma Inc
ARRY
$3.39M ﹤0.01%
207,628
+28,462
+16% +$456K
ADTN icon
1892
Adtran
ADTN
$675M
$3.39M ﹤0.01%
217,822
+12,592
+6% +$210K
VRE
1893
DELISTED
Veris Residential
VRE
$3.38M ﹤0.01%
202,580
-27,527
-12% -$520K
BKE icon
1894
Buckle
BKE
$2.32B
$3.38M ﹤0.01%
152,726
+4,012
+3% +$84.3K
KLIC icon
1895
Kulicke & Soffa
KLIC
$4.34B
$3.38M ﹤0.01%
135,282
+14,739
+12% +$355K
IPHS
1896
DELISTED
Innophos Holdings, Inc.
IPHS
$3.38M ﹤0.01%
84,048
-7,868
-9% -$345K
SAVE
1897
DELISTED
Spirit Airlines, Inc.
SAVE
$3.38M ﹤0.01%
89,451
+21,716
+32% +$911K
BSBR icon
1898
Santander
BSBR
$38.2B
$3.37M ﹤0.01%
292,920
+36,782
+14% +$386K
ABAX
1899
DELISTED
Abaxis Inc
ABAX
$3.37M ﹤0.01%
47,750
+17,648
+59% +$1.18M
LHCG
1900
DELISTED
LHC Group LLC
LHCG
$3.37M ﹤0.01%
54,724
-11,103
-17% -$701K
74 75
76
77 78

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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.