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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
MTSC
2226
DELISTED
MTS Systems Corp
MTSC
$2.12M ﹤0.01%
41,017
+3,201
+8% +$165K
FOXF icon
2227
Fox Factory Holding Corp
FOXF
$785M
$2.11M ﹤0.01%
60,424
+10,965
+22% +$416K
KFRC icon
2228
Kforce
KFRC
$1.09B
$2.1M ﹤0.01%
77,730
-960
-1% -$25.8K
EXTR icon
2229
Extreme Networks
EXTR
$3.82B
$2.1M ﹤0.01%
189,920
-28,484
-13% -$360K
ESIO
2230
DELISTED
Electro Scientific Industries
ESIO
$2.1M ﹤0.01%
108,730
-31,379
-22% -$632K
ONC
2231
BeOne Medicines Ltd
ONC
$33.9B
$2.1M ﹤0.01%
12,508
+420
+3% +$56.9K
FOE
2232
DELISTED
Ferro Corporation
FOE
$2.1M ﹤0.01%
90,485
-48,702
-35% -$1.13M
FTAI icon
2233
FTAI Aviation
FTAI
$20.3B
$2.09M ﹤0.01%
153,132
+29,868
+24% +$440K
LADR
2234
Ladder Capital
LADR
$1.24B
$2.08M ﹤0.01%
137,905
+13,026
+10% +$191K
IPHI
2235
DELISTED
INPHI CORPORATION
IPHI
$2.08M ﹤0.01%
69,014
-14,001
-17% -$435K
MITT
2236
TPG Mortgage Investment Trust
MITT
$229M
$2.07M ﹤0.01%
39,737
-644
-2% -$34K
STAG icon
2237
STAG Industrial
STAG
$7.47B
$2.06M ﹤0.01%
86,349
-29,168
-25% -$711K
BANR icon
2238
Banner Corp
BANR
$2.39B
$2.06M ﹤0.01%
37,192
+2,841
+8% +$159K
NMRK icon
2239
Newmark Group
NMRK
$2.77B
$2.06M ﹤0.01%
135,870
+24,243
+22% +$375K
SPPI
2240
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2.06M ﹤0.01%
128,264
-23,328
-15% -$462K
MCS icon
2241
Marcus Corp
MCS
$761M
$2.06M ﹤0.01%
67,978
+4,702
+7% +$129K
UHT
2242
Universal Health Realty Income Trust
UHT
$625M
$2.06M ﹤0.01%
34,284
-744
-2% -$46.5K
ASTE icon
2243
Astec Industries
ASTE
$1.18B
$2.05M ﹤0.01%
37,219
-445
-1% -$26.8K
TWLO icon
2244
Twilio
TWLO
$28.6B
$2.05M ﹤0.01%
53,748
+34,500
+179% +$1.09M
AY
2245
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.05M ﹤0.01%
104,673
-14,263
-12% -$290K
NFBK
2246
DELISTED
Northfield Bancorp
NFBK
$2.05M ﹤0.01%
131,104
+3,979
+3% +$65.2K
SMP icon
2247
Standard Motor Products
SMP
$904M
$2.04M ﹤0.01%
42,957
+6,452
+18% +$305K
CDE icon
2248
Coeur Mining
CDE
$14.7B
$2.04M ﹤0.01%
254,846
-13,237
-5% -$106K
IRS
2249
IRSA Inversiones y Representaciones
IRS
$1.32B
$2.04M ﹤0.01%
89,437
-57
-0.1% -$1.5K
RGS icon
2250
Regis Corp
RGS
$68.1M
$2.04M ﹤0.01%
6,727
+32
+0.5% +$10.1K
88 89
90
91 92

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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.