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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
AXGN icon
2151
Axogen
AXGN
$2.2B
$2.37M ﹤0.01%
64,866
+7,555
+13% +$232K
LTXB
2152
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.36M ﹤0.01%
55,165
+3,162
+6% +$139K
ZG icon
2153
Zillow
ZG
$7.85B
$2.36M ﹤0.01%
43,699
+3,397
+8% +$164K
CAI
2154
DELISTED
CAI International, Inc.
CAI
$2.36M ﹤0.01%
111,006
+5,319
+5% +$132K
ISCA
2155
DELISTED
International Speedway Corp
ISCA
$2.36M ﹤0.01%
53,525
+1,939
+4% +$84.4K
WSBF icon
2156
Waterstone Financial
WSBF
$371M
$2.35M ﹤0.01%
135,636
+1,641
+1% +$28.4K
RPXC
2157
DELISTED
RPX Corporation
RPXC
$2.34M ﹤0.01%
219,237
+40,740
+23% +$498K
NIE
2158
Virtus Equity & Convertible Income Fund
NIE
$706M
$2.34M ﹤0.01%
113,083
+23,548
+26% +$507K
AKO.B icon
2159
Embotelladora Andina Series B
AKO.B
$4.62B
$2.34M ﹤0.01%
79,982
-121,859
-60% -$3.58M
AFSI
2160
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.34M ﹤0.01%
190,041
+45,286
+31% +$568K
LBRDA icon
2161
Liberty Broadband Class A
LBRDA
$4.89B
$2.33M ﹤0.01%
27,519
-211
-0.8% -$18.9K
ONTO icon
2162
Onto Innovation
ONTO
$10.9B
$2.32M ﹤0.01%
86,231
+30,870
+56% +$826K
VRS
2163
DELISTED
Verso Corporation
VRS
$2.31M ﹤0.01%
137,332
+34,854
+34% +$583K
BPMC
2164
DELISTED
Blueprint Medicines
BPMC
$2.31M ﹤0.01%
25,218
+3,237
+15% +$279K
CHRD icon
2165
Chord Energy
CHRD
$7.68B
$2.31M ﹤0.01%
285,317
-72,529
-20% -$613K
RRR icon
2166
Red Rock Resorts
RRR
$3.84B
$2.31M ﹤0.01%
78,941
+6,166
+8% +$203K
APTS
2167
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.31M ﹤0.01%
162,628
+16,962
+12% +$265K
MRC
2168
DELISTED
MRC Global
MRC
$2.3M ﹤0.01%
139,819
-35,348
-20% -$618K
OSIS icon
2169
OSI Systems
OSIS
$3.53B
$2.3M ﹤0.01%
35,217
+7,684
+28% +$499K
UFCS icon
2170
United Fire Group
UFCS
$1.35B
$2.3M ﹤0.01%
48,035
-5,943
-11% -$267K
FFG
2171
DELISTED
FBL Financial Group
FFG
$2.3M ﹤0.01%
33,108
+1,465
+5% +$103K
HVT icon
2172
Haverty Furniture Companies
HVT
$418M
$2.29M ﹤0.01%
113,882
+15,655
+16% +$336K
PFSI icon
2173
PennyMac Financial
PFSI
$4.47B
$2.29M ﹤0.01%
101,008
-5,190
-5% -$121K
SONC
2174
DELISTED
Sonic Corp
SONC
$2.29M ﹤0.01%
90,652
+5,684
+7% +$145K
FISI icon
2175
Financial Institutions
FISI
$812M
$2.29M ﹤0.01%
77,232
+14,939
+24% +$469K
85 86
87
88 89

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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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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.