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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
IPAR icon
2101
Interparfums
IPAR
$4.07B
$2.54M ﹤0.01%
53,928
+1,797
+3% +$81.4K
PEI
2102
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.54M ﹤0.01%
17,531
-8,180
-32% -$1.3M
SFL icon
2103
SFL Corp
SFL
$1.61B
$2.54M ﹤0.01%
177,393
+23,732
+15% +$355K
PIR
2104
DELISTED
Pier 1 Imports, Inc.
PIR
$2.53M ﹤0.01%
39,354
-2,355
-6% -$160K
RAVN
2105
DELISTED
Raven Industries Inc
RAVN
$2.53M ﹤0.01%
72,260
-1,813
-2% -$64.7K
IOSP icon
2106
Innospec
IOSP
$2.09B
$2.53M ﹤0.01%
36,877
+2,367
+7% +$165K
CCJ icon
2107
Cameco
CCJ
$36.8B
$2.52M ﹤0.01%
277,800
+38,487
+16% +$357K
AWF
2108
AllianceBernstein Global High Income Fund
AWF
$869M
$2.52M ﹤0.01%
212,297
+67,154
+46% +$821K
MTRX icon
2109
Matrix Service
MTRX
$312M
$2.52M ﹤0.01%
183,785
+25,973
+16% +$427K
NCMI icon
2110
National CineMedia
NCMI
$378M
$2.51M ﹤0.01%
48,416
+201
+0.4% +$13.3K
MB
2111
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$2.51M ﹤0.01%
64,598
+24,889
+63% +$888K
CHU
2112
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.51M ﹤0.01%
195,891
+4,784
+3% +$64K
CWEN icon
2113
Clearway Energy Class C
CWEN
$4.79B
$2.51M ﹤0.01%
147,738
-4,883
-3% -$85.6K
VKQ icon
2114
Invesco Municipal Trust
VKQ
$541M
$2.51M ﹤0.01%
214,584
+18,545
+9% +$222K
NTUS
2115
DELISTED
Natus Medical Inc
NTUS
$2.5M ﹤0.01%
74,353
-10,678
-13% -$338K
TISI icon
2116
Team
TISI
$80.6M
$2.5M ﹤0.01%
18,173
-1,433
-7% -$236K
AEGN
2117
DELISTED
Aegion Corp
AEGN
$2.48M ﹤0.01%
108,446
+20,432
+23% +$494K
BRFS
2118
DELISTED
BRF SA
BRFS
$2.48M ﹤0.01%
358,621
+85,839
+31% +$830K
HEDJ icon
2119
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
$2.48M ﹤0.01%
79,066
+2,974
+4% +$95K
IGD
2120
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$2.47M ﹤0.01%
338,178
-224,984
-40% -$1.72M
NSA
2121
DELISTED
National Storage Affiliates Trust
NSA
$2.46M ﹤0.01%
98,039
+5,554
+6% +$140K
TDAY
2122
USA Today Co
TDAY
$1.29B
$2.45M ﹤0.01%
143,189
+64,300
+82% +$1.08M
P
2123
Everpure Inc
P
$23B
$2.45M ﹤0.01%
122,789
+33,617
+38% +$660K
STOR
2124
DELISTED
STORE Capital Corporation
STOR
$2.45M ﹤0.01%
98,665
+9,538
+11% +$232K
GTS
2125
DELISTED
Triple-S Management Corporation
GTS
$2.45M ﹤0.01%
98,469
+11,663
+13% +$278K
83 84
85
86 87

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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.