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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
KN icon
2076
Knowles
KN
$2.96B
$2.62M ﹤0.01%
208,331
-29,882
-13% -$436K
HNP
2077
DELISTED
Huaneng Power Intl, Inc.
HNP
$2.62M ﹤0.01%
97,538
+42,599
+78% +$1.09M
VONG icon
2078
Vanguard Russell 1000 Growth ETF
VONG
$41.2B
$2.62M ﹤0.01%
74,968
– –
RPT
2079
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.62M ﹤0.01%
211,777
-96,040
-31% -$1.22M
RM icon
2080
Regional Management Corp
RM
$390M
$2.61M ﹤0.01%
82,029
+3,926
+5% +$116K
SMI
2081
DELISTED
Semiconductor Manufacturing Intl
SMI
$2.61M ﹤0.01%
395,616
+74,069
+23% +$519K
VSTO
2082
DELISTED
Vista Outdoor Inc.
VSTO
$2.6M ﹤0.01%
159,505
+23,682
+17% +$385K
ACOR
2083
DELISTED
Acorda Therapeutics
ACOR
$2.6M ﹤0.01%
917
+19
+2% +$56.9K
AHRT
2084
AH Realty Trust
AHRT
$536M
$2.6M ﹤0.01%
189,981
+57,835
+44% +$802K
CALM icon
2085
Cal-Maine
CALM
$4.43B
$2.6M ﹤0.01%
59,468
+2,888
+5% +$125K
HTGC icon
2086
Hercules Capital
HTGC
$2.99B
$2.6M ﹤0.01%
214,506
+2,647
+1% +$33.2K
INN
2087
Summit Hotel Properties
INN
$766M
$2.6M ﹤0.01%
190,682
-26,579
-12% -$381K
AXTA icon
2088
Axalta
AXTA
$7.45B
$2.59M ﹤0.01%
85,808
+6,471
+8% +$202K
CSFL
2089
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$2.59M ﹤0.01%
97,628
+8,245
+9% +$221K
ENTA icon
2090
Enanta Pharmaceuticals
ENTA
$362M
$2.59M ﹤0.01%
31,958
+8,172
+34% +$629K
PEN icon
2091
Penumbra
PEN
$12.6B
$2.57M ﹤0.01%
22,245
-7,718
-26% -$797K
PZZA icon
2092
Papa John's
PZZA
$1.01B
$2.57M ﹤0.01%
44,909
+5,694
+15% +$341K
LION
2093
DELISTED
Fidelity Southern Corporation
LION
$2.57M ﹤0.01%
111,505
+18,049
+19% +$423K
IBP icon
2094
Installed Building Products
IBP
$6.21B
$2.57M ﹤0.01%
42,776
-19,402
-31% -$1.29M
PMM
2095
Franklin Managed Municipal Income Trust
PMM
$270M
$2.57M ﹤0.01%
359,439
+94,660
+36% +$677K
EGHT icon
2096
8x8 Inc
EGHT
$279M
$2.56M ﹤0.01%
137,332
+46,369
+51% +$820K
AAON icon
2097
Aaon
AAON
$6.95B
$2.56M ﹤0.01%
98,477
+510
+0.5% +$12.4K
RMR icon
2098
The RMR Group
RMR
$335M
$2.56M ﹤0.01%
36,588
-8,685
-19% -$559K
RMBS icon
2099
Rambus
RMBS
$8.95B
$2.56M ﹤0.01%
190,255
-7,899
-4% -$106K
MCHB
2100
Mechanics Bancorp
MCHB
$3.65B
$2.54M ﹤0.01%
88,750
+25,538
+40% +$759K
82 83
84
85 86

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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.