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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
GPT
2351
DELISTED
Gramercy Property Trust
GPT
$1.71M ﹤0.01%
78,897
+16,500
+26% +$392K
IMGN
2352
DELISTED
Immunogen Inc
IMGN
$1.71M ﹤0.01%
162,728
+113,489
+230% +$1.12M
INST
2353
DELISTED
Instructure, Inc.
INST
$1.71M ﹤0.01%
40,590
-3,415
-8% -$135K
KW
2354
DELISTED
Kennedy-Wilson Holdings
KW
$1.71M ﹤0.01%
98,003
+31,243
+47% +$536K
BBAR icon
2355
BBVA Argentina
BBAR
$3.85B
$1.7M ﹤0.01%
74,467
-853
-1% -$20.5K
BGX
2356
Blackstone Long-Short Credit Income Fund
BGX
$136M
$1.7M ﹤0.01%
104,936
-69,808
-40% -$1.12M
PARR icon
2357
Par Pacific Holdings
PARR
$3.97B
$1.7M ﹤0.01%
98,879
+50,917
+106% +$919K
HSII
2358
DELISTED
Heidrick & Struggles
HSII
$1.69M ﹤0.01%
54,134
-747
-1% -$20.4K
LOCO icon
2359
El Pollo Loco
LOCO
$497M
$1.69M ﹤0.01%
178,132
+166,322
+1,408% +$1.65M
FRPT icon
2360
Freshpet
FRPT
$3.01B
$1.69M ﹤0.01%
102,726
-11,372
-10% -$210K
COKE icon
2361
Coca-Cola Consolidated
COKE
$13B
$1.69M ﹤0.01%
97,800
+4,360
+5% +$83.3K
MDGL icon
2362
Madrigal Pharmaceuticals
MDGL
$12.4B
$1.68M ﹤0.01%
14,423
-849
-6% -$105K
ANGO icon
2363
AngioDynamics
ANGO
$593M
$1.68M ﹤0.01%
97,147
+7,702
+9% +$128K
GPRE icon
2364
Green Plains
GPRE
$1.15B
$1.68M ﹤0.01%
99,758
+13,026
+15% +$234K
BMI icon
2365
Badger Meter
BMI
$3.9B
$1.67M ﹤0.01%
35,475
+11,080
+45% +$536K
INSW icon
2366
International Seaways
INSW
$4.63B
$1.67M ﹤0.01%
95,063
-4,740
-5% -$83.3K
AROC icon
2367
Archrock
AROC
$6.19B
$1.67M ﹤0.01%
190,933
+11,429
+6% +$109K
MC icon
2368
Moelis & Co
MC
$5.1B
$1.66M ﹤0.01%
32,636
+9,398
+40% +$482K
BJRI icon
2369
BJ's Restaurants
BJRI
$1.45B
$1.65M ﹤0.01%
36,846
+1,762
+5% +$71K
OSUR icon
2370
OraSure Technologies
OSUR
$277M
$1.65M ﹤0.01%
97,536
-35,245
-27% -$668K
TSEM icon
2371
Tower Semiconductor
TSEM
$22.9B
$1.65M ﹤0.01%
61,172
+24,251
+66% +$772K
SEDG icon
2372
SolarEdge
SEDG
$2.44B
$1.65M ﹤0.01%
31,282
+1,972
+7% +$86.4K
DDD icon
2373
3D Systems Corp
DDD
$412M
$1.64M ﹤0.01%
141,753
-3,318
-2% -$35.4K
FBNC icon
2374
First Bancorp
FBNC
$2.66B
$1.64M ﹤0.01%
46,088
+2,196
+5% +$79.1K
MOMO
2375
Hello Group
MOMO
$869M
$1.63M ﹤0.01%
43,531
+14,706
+51% +$468K
93 94
95
96 97

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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.