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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
(+1.1%)
Cap. Flow
+$2.3B
Cap. Flow
% of AUM
2.27%
Top 10 Holdings %
Top 10 Hldgs %
14.95%
Holding
4,054
New
150
Increased
2,408
Reduced
1,340
Closed
123
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$137M |
| 2 |
AT&T
T
|
+$46.3M |
| 3 |
Berkshire Hathaway Class B
BRK.B
|
+$41.8M |
| 4 |
GSK
GSK
|
+$40.6M |
| 5 |
Philip Morris
PM
|
+$40.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$115M |
| 2 |
Mitsubishi UFJ Financial
MUFG
|
+$62.2M |
| 3 |
Texas Instruments
TXN
|
+$43.9M |
| 4 |
United Parcel Service
UPS
|
+$43M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
CYOU
2276
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $1.97M | ﹤0.01% |
70,585
+1,748
| +3% | +$53.6K |
|
|
MLNX
2277
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.96M | ﹤0.01% |
26,944
-23,804
| -47% | -$1.6M |
|
2278
RadNet
RDNT
$4.85B
| $1.96M | ﹤0.01% |
136,215
+61,730
| +83% | +$672K |
|
|
DEA
2279
Easterly Government Properties
DEA
$1.18B
| $1.96M | ﹤0.01% |
38,399
+17,581
| +84% | +$884K |
|
2280
Evolution Petroleum
EPM
$131M
| $1.96M | ﹤0.01% |
243,017
+17,550
| +8% | +$136K |
|
2281
BancFirst
BANF
$3.82B
| $1.96M | ﹤0.01% |
36,819
+1,272
| +4% | +$69.5K |
|
2282
Patrick Industries
PATK
$2.9B
| $1.95M | ﹤0.01% |
47,372
+2,195
| +5% | +$94.7K |
|
|
ANH
2283
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $1.95M | ﹤0.01% |
406,370
-76,926
| -16% | -$380K |
|
2284
Douglas Dynamics
PLOW
$1.02B
| $1.95M | ﹤0.01% |
44,923
-3,851
| -8% | -$160K |
|
2285
Wave Life Sciences
WVE
$1.13B
| $1.95M | ﹤0.01% |
48,556
+28,581
| +143% | +$1.2M |
|
|
SCIU
2286
DELISTED
Global X Scientific Beta US ETF
SCIU
| $1.94M | ﹤0.01% |
62,845
+14,017
| +29% | +$440K |
|
2287
Zumiez
ZUMZ
$339M
| $1.94M | ﹤0.01% |
80,975
-22,360
| -22% | -$478K |
|
|
DX
2288
Dynex Capital
DX
$3.19B
| $1.92M | ﹤0.01% |
96,534
-10,086
| -9% | -$197K |
|
|
GOOS
2289
Canada Goose Holdings
GOOS
$892M
| $1.91M | ﹤0.01% |
57,277
+693
| +1% | +$23.3K |
|
|
AKRX
2290
DELISTED
Akorn Inc
AKRX
| $1.91M | ﹤0.01% |
102,249
-281,714
| -73% | -$7.64M |
|
|
BWG
2291
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
| $1.91M | ﹤0.01% |
147,917
+5,710
| +4% | +$74K |
|
2292
Southside Bancshares
SBSI
$962M
| $1.9M | ﹤0.01% |
54,792
+7,290
| +15% | +$253K |
|
|
CJ
2293
DELISTED
C&J Energy Services, Inc.
CJ
| $1.9M | ﹤0.01% |
73,534
+33,107
| +82% | +$946K |
|
|
FFH
2294
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
| $1.9M | ﹤0.01% |
3,727
-405
| -10% | -$206K |
|
2295
Weis Markets
WMK
$1.92B
| $1.89M | ﹤0.01% |
46,116
+1,717
| +4% | +$67.5K |
|
|
AGD
2296
abrdn Global Dynamic Dividend Fund
AGD
$316M
| $1.89M | ﹤0.01% |
179,775
+43,324
| +32% | +$476K |
|
|
CLVS
2297
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.89M | ﹤0.01% |
35,756
+4,421
| +14% | +$258K |
|
2298
Independent Bank Corp
IBCP
$801M
| $1.88M | ﹤0.01% |
82,266
+22,494
| +38% | +$525K |
|
2299
BlackRock Enhanced Captial and Income Fund
CII
$971M
| $1.88M | ﹤0.01% |
119,165
-41,573
| -26% | -$676K |
|
2300
Helios Technologies
HLIO
$2.49B
| $1.87M | ﹤0.01% |
34,989
-8,157
| -19% | -$481K |
|
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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.