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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
SCD
2326
LMP Capital and Income Fund
SCD
$353M
$1.79M ﹤0.01%
141,733
+12,978
+10% +$177K
CVGW
2327
DELISTED
Calavo Growers
CVGW
$1.77M ﹤0.01%
19,246
+1,139
+6% +$99.7K
LNTH icon
2328
Lantheus
LNTH
$6.68B
$1.77M ﹤0.01%
111,550
+1,087
+1% +$21.2K
BOKF icon
2329
BOK Financial
BOKF
$8.65B
$1.77M ﹤0.01%
17,887
+534
+3% +$51.5K
ACH
2330
DELISTED
Alum Corp of China Ltd
ACH
$1.76M ﹤0.01%
126,486
+9,785
+8% +$157K
LL
2331
DELISTED
LL Flooring Holdings, Inc.
LL
$1.76M ﹤0.01%
73,557
-10,624
-13% -$281K
ASRT
2332
DELISTED
Assertio
ASRT
$1.76M ﹤0.01%
4,447
+472
+12% +$207K
USPH icon
2333
US Physical Therapy
USPH
$1.2B
$1.76M ﹤0.01%
21,609
+530
+3% +$41.1K
AORT icon
2334
Artivion
AORT
$1.31B
$1.76M ﹤0.01%
87,578
-15,748
-15% -$301K
CSTM icon
2335
Constellium
CSTM
$3.96B
$1.76M ﹤0.01%
161,887
-18,910
-10% -$231K
TTEC icon
2336
TTEC Holdings
TTEC
$119M
$1.75M ﹤0.01%
57,109
-633
-1% -$23.5K
ALRM icon
2337
Alarm.com
ALRM
$2.7B
$1.75M ﹤0.01%
46,338
+16,209
+54% +$611K
KOS icon
2338
Kosmos Energy
KOS
$1.39B
$1.75M ﹤0.01%
277,344
-45,026
-14% -$282K
ZAGG
2339
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$1.75M ﹤0.01%
143,122
-14,008
-9% -$218K
PPBI
2340
DELISTED
Pacific Premier Bancorp
PPBI
$1.74M ﹤0.01%
43,231
+2,018
+5% +$84.1K
IOVA icon
2341
Iovance Biotherapeutics
IOVA
$2.1B
$1.74M ﹤0.01%
102,638
+86,111
+521% +$1.3M
SFBS
2342
ServisFirst Bancshares
SFBS
$4.92B
$1.74M ﹤0.01%
42,502
-8,135
-16% -$341K
IMMU
2343
DELISTED
Immunomedics Inc
IMMU
$1.73M ﹤0.01%
118,462
-11,164
-9% -$182K
MTUS icon
2344
Metallus
MTUS
$879M
$1.73M ﹤0.01%
113,884
-6,974
-6% -$117K
LE icon
2345
Lands' End
LE
$389M
$1.73M ﹤0.01%
73,970
-7,331
-9% -$135K
PAG icon
2346
Penske Automotive Group
PAG
$14.5B
$1.72M ﹤0.01%
38,863
-323
-0.8% -$15.7K
FND icon
2347
Floor & Decor
FND
$6.14B
$1.72M ﹤0.01%
33,045
+13,981
+73% +$660K
LNN icon
2348
Lindsay Corp
LNN
$1.17B
$1.72M ﹤0.01%
18,788
+1,200
+7% +$109K
OPB
2349
DELISTED
Opus Bank Common Stock
OPB
$1.72M ﹤0.01%
61,306
+2,990
+5% +$84.6K
HL icon
2350
Hecla Mining
HL
$9.76B
$1.72M ﹤0.01%
467,662
-78,587
-14% -$305K
92 93
94
95 96

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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.