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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
KRO icon
2176
KRONOS Worldwide
KRO
$697M
$2.29M ﹤0.01%
101,086
-773
-0.8% -$19.2K
EMLP icon
2177
First Trust North American Energy Infrastructure Fund
EMLP
$4.12B
$2.28M ﹤0.01%
104,152
+81,689
+364% +$1.92M
RDUS
2178
DELISTED
Radius Recycling
RDUS
$2.27M ﹤0.01%
70,302
-4,418
-6% -$154K
PCRX icon
2179
Pacira BioSciences
PCRX
$1.04B
$2.27M ﹤0.01%
72,862
-5,893
-7% -$210K
VET icon
2180
Vermilion Energy
VET
$1.65B
$2.27M ﹤0.01%
70,200
-9,434
-12% -$328K
VIRT icon
2181
Virtu Financial
VIRT
$5.07B
$2.26M ﹤0.01%
68,539
+45,495
+197% +$1.18M
PETS icon
2182
PetMed Express
PETS
$42.3M
$2.26M ﹤0.01%
54,139
-4,689
-8% -$216K
NWLI
2183
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.25M ﹤0.01%
7,393
-1,051
-12% -$334K
UI icon
2184
Ubiquiti
UI
$31.6B
$2.25M ﹤0.01%
32,663
-516
-2% -$36.8K
WING icon
2185
Wingstop
WING
$3.88B
$2.25M ﹤0.01%
47,553
+8,723
+22% +$401K
RVNC
2186
DELISTED
Revance Therapeutics, Inc.
RVNC
$2.24M ﹤0.01%
72,849
-6
-0% -$193
CUTR
2187
DELISTED
Cutera, Inc.
CUTR
$2.24M ﹤0.01%
44,578
-2,702
-6% -$132K
HURN icon
2188
Huron Consulting
HURN
$2.65B
$2.24M ﹤0.01%
58,713
-2,004
-3% -$78.9K
HTH icon
2189
Hilltop Holdings
HTH
$2.27B
$2.23M ﹤0.01%
95,000
+13,953
+17% +$354K
LAUR icon
2190
Laureate Education
LAUR
$5.37B
$2.23M ﹤0.01%
161,913
+17,572
+12% +$247K
XCRA
2191
DELISTED
Xcerra Corporation
XCRA
$2.21M ﹤0.01%
190,122
+44,706
+31% +$462K
OLED icon
2192
Universal Display
OLED
$3.74B
$2.21M ﹤0.01%
21,923
-9,078
-29% -$1.36M
YZC
2193
DELISTED
Yanzhou Coal Mining
YZC
$2.21M ﹤0.01%
172,949
+9,726
+6% +$125K
CBZ icon
2194
CBIZ
CBZ
$2.94B
$2.21M ﹤0.01%
121,287
+10,223
+9% +$178K
CGW icon
2195
Invesco S&P Global Water Index ETF
CGW
$1.05B
$2.21M ﹤0.01%
+64,913
New +$2.25M
TPC
2196
Tutor Perini Cor
TPC
$4.05B
$2.21M ﹤0.01%
100,132
-19,260
-16% -$456K
MNR
2197
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.21M ﹤0.01%
146,755
+17,271
+13% +$271K
PBYI icon
2198
Puma Biotechnology
PBYI
$397M
$2.2M ﹤0.01%
32,381
-1,893
-6% -$142K
ECHO
2199
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.2M ﹤0.01%
79,840
-12,201
-13% -$343K
GFF icon
2200
Griffon
GFF
$4.01B
$2.2M ﹤0.01%
120,533
-3,651
-3% -$71.9K
86 87
88
89 90

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MCM
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PSUF
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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.