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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
NTRI
2401
DELISTED
NutriSystem, Inc.
NTRI
$1.55M ﹤0.01%
57,609
-16,652
-22% -$663K
RES icon
2402
RPC Inc
RES
$1.14B
$1.55M ﹤0.01%
85,855
+5,933
+7% +$124K
TFIN icon
2403
Triumph Financial Inc
TFIN
$1.84B
$1.55M ﹤0.01%
37,564
-4,287
-10% -$168K
PEBO icon
2404
Peoples Bancorp
PEBO
$1.52B
$1.55M ﹤0.01%
43,625
+1,934
+5% +$67.6K
XOG
2405
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.54M ﹤0.01%
134,596
-28,883
-18% -$384K
SHYF
2406
DELISTED
The Shyft Group
SHYF
$1.54M ﹤0.01%
89,538
-93,050
-51% -$1.45M
TK icon
2407
Teekay
TK
$981M
$1.54M ﹤0.01%
190,416
+46,114
+32% +$398K
BOOT icon
2408
Boot Barn
BOOT
$4.81B
$1.54M ﹤0.01%
86,755
+3,454
+4% +$62.2K
HLIT icon
2409
Harmonic Inc
HLIT
$1.2B
$1.54M ﹤0.01%
404,559
+5,895
+1% +$21.4K
HPR
2410
DELISTED
HighPoint Resources Corporation
HPR
$1.54M ﹤0.01%
+6,046
New +$1.54M
CVCO icon
2411
Cavco Industries
CVCO
$4.54B
$1.53M ﹤0.01%
8,809
+549
+7% +$90.7K
KRNY icon
2412
Kearny Financial
KRNY
$607M
$1.51M ﹤0.01%
116,457
-1,894
-2% -$25.6K
FFA
2413
First Trust Enhanced Equity Income Fund
FFA
$449M
$1.5M ﹤0.01%
101,206
-20,179
-17% -$315K
SHOE
2414
Shoe Station Group
SHOE
$431M
$1.5M ﹤0.01%
125,630
+28,634
+30% +$345K
FIZZ icon
2415
National Beverage
FIZZ
$3.05B
$1.49M ﹤0.01%
33,532
-5,734
-15% -$282K
CRAY
2416
DELISTED
Cray, Inc.
CRAY
$1.49M ﹤0.01%
72,097
-2,994
-4% -$69.4K
TPCO
2417
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.49M ﹤0.01%
90,705
-5,799
-6% -$108K
BRG
2418
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$1.49M ﹤0.01%
174,956
+97,959
+127% +$822K
TBRG
2419
DELISTED
TruBridge
TBRG
$1.48M ﹤0.01%
50,584
-681
-1% -$20.4K
MSFG
2420
DELISTED
MainSource Financial Group Inc
MSFG
$1.48M ﹤0.01%
36,294
-41,258
-53% -$1.61M
ROCK icon
2421
Gibraltar Industries
ROCK
$1.39B
$1.47M ﹤0.01%
43,553
-2,303
-5% -$80K
UEIC icon
2422
Universal Electronics
UEIC
$58.1M
$1.47M ﹤0.01%
28,292
+11,180
+65% +$544K
OKTA icon
2423
Okta
OKTA
$23.7B
$1.47M ﹤0.01%
+36,862
New +$1.23M
SABA
2424
Saba Capital Income & Opportunities Fund II
SABA
$221M
$1.47M ﹤0.01%
114,670
+18,261
+19% +$234K
CNH
2425
CNH Industrial
CNH
$14.2B
$1.46M ﹤0.01%
135,573
-10,016
-7% -$121K
95 96
97
98 99

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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.