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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
JPS
2451
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$1.4M ﹤0.01%
+142,791
New +$1.37M
AMPY icon
2452
Amplify Energy
AMPY
$152M
$1.39M ﹤0.01%
104,245
-29,582
-22% -$451K
NM
2453
DELISTED
Navios Maritime Holdings Inc.
NM
$1.39M ﹤0.01%
154,539
-23,155
-13% -$286K
HOME
2454
DELISTED
At Home Group Inc.
HOME
$1.39M ﹤0.01%
43,296
+710
+2% +$21.8K
GTES icon
2455
Gates Industrial Corporation Ltd.
GTES
$6.69B
$1.39M ﹤0.01%
+79,156
New +$1.43M
WAIR
2456
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.39M ﹤0.01%
135,262
-19,544
-13% -$165K
BW icon
2457
Babcock & Wilcox
BW
$1.31B
$1.38M ﹤0.01%
31,660
+3,725
+13% +$216K
MCRI icon
2458
Monarch Casino & Resort
MCRI
$2.2B
$1.38M ﹤0.01%
32,700
+1,077
+3% +$47.2K
AMBA icon
2459
Ambarella
AMBA
$3.03B
$1.38M ﹤0.01%
28,183
+5,491
+24% +$285K
CVEO icon
2460
Civeo
CVEO
$376M
$1.38M ﹤0.01%
30,499
-6,468
-17% -$272K
MULE
2461
DELISTED
MuleSoft, Inc.
MULE
$1.38M ﹤0.01%
31,301
+16,489
+111% +$490K
DS
2462
DELISTED
Drive Shack Inc.
DS
$1.37M ﹤0.01%
286,885
+3,152
+1% +$16.1K
BL icon
2463
BlackLine
BL
$1.87B
$1.37M ﹤0.01%
34,939
+19,407
+125% +$725K
MWA icon
2464
Mueller Water Products
MWA
$4.05B
$1.37M ﹤0.01%
126,068
-13,014
-9% -$150K
HCI icon
2465
HCI Group
HCI
$2.29B
$1.36M ﹤0.01%
35,691
+6,911
+24% +$249K
GBT
2466
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.36M ﹤0.01%
28,113
-1,755
-6% -$97.9K
PNC.PRP
2467
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.36M ﹤0.01%
48,294
+5,882
+14% +$163K
AKS
2468
DELISTED
AK Steel Holding Corp
AKS
$1.35M ﹤0.01%
299,208
-15,153
-5% -$83.3K
MYE icon
2469
Myers Industries
MYE
$1.26B
$1.35M ﹤0.01%
64,014
+2,309
+4% +$47.8K
RPD icon
2470
Rapid7
RPD
$642M
$1.35M ﹤0.01%
+52,953
New +$1.28M
NPKI
2471
NPK International
NPKI
$1.09B
$1.35M ﹤0.01%
166,345
-19,745
-11% -$173K
ORA icon
2472
Ormat Technologies
ORA
$6.05B
$1.35M ﹤0.01%
23,874
+37
+0.2% +$2.31K
GSBC icon
2473
Great Southern Bancorp
GSBC
$879M
$1.34M ﹤0.01%
26,887
+11,293
+72% +$573K
FIT
2474
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.34M ﹤0.01%
263,014
-86,956
-25% -$463K
APO icon
2475
Apollo Global Management
APO
$71.9B
$1.34M ﹤0.01%
45,237
– –
97 98
99
100 101

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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.