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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
NETI
2601
DELISTED
Eneti Inc.
NETI
$1.02M ﹤0.01%
15,596
-4,283
-22% -$307K
BAC.PRW.CL
2602
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.02M ﹤0.01%
38,930
+3,135
+9% +$82.5K
WFT
2603
DELISTED
Weatherford International plc
WFT
$1.02M ﹤0.01%
445,034
-107,136
-19% -$342K
ITCL
2604
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$1.02M ﹤0.01%
69,477
+6,529
+10% +$95.9K
CTT
2605
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$1.01M ﹤0.01%
81,182
+8,281
+11% +$107K
SRDX
2606
DELISTED
Surmodics
SRDX
$1.01M ﹤0.01%
26,484
+1,941
+8% +$60.1K
NXQ
2607
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$1.01M ﹤0.01%
74,773
+2,502
+3% +$34.2K
KTOS icon
2608
Kratos Defense & Security Solutions
KTOS
$9.12B
$1.01M ﹤0.01%
97,754
-12,233
-11% -$136K
CASH icon
2609
Pathward Financial
CASH
$1.87B
$1M ﹤0.01%
27,468
+7,974
+41% +$285K
VLGEA icon
2610
Village Super Market
VLGEA
$645M
$996K ﹤0.01%
37,769
+8,529
+29% +$205K
EVRI
2611
DELISTED
Everi Holdings
EVRI
$994K ﹤0.01%
151,295
+14,833
+11% +$110K
TRUP icon
2612
Trupanion
TRUP
$1.11B
$991K ﹤0.01%
33,163
-1,495
-4% -$47.9K
GNBC
2613
DELISTED
Green Bancorp, Inc
GNBC
$991K ﹤0.01%
44,527
+14,212
+47% +$321K
VTOL icon
2614
Bristow Group
VTOL
$1.34B
$989K ﹤0.01%
52,875
+3,159
+6% +$63.6K
EGRX
2615
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$987K ﹤0.01%
18,725
-1,018
-5% -$59.2K
INO icon
2616
Inovio Pharmaceuticals
INO
$84.7M
$986K ﹤0.01%
17,454
-1,296
-7% -$70.1K
MTW icon
2617
Manitowoc
MTW
$527M
$983K ﹤0.01%
34,539
-15,095
-30% -$518K
OPTU
2618
Optimum Communications Inc
OPTU
$298M
$980K ﹤0.01%
+53,030
New +$1.09M
BGFV
2619
DELISTED
Big 5 Sporting Goods
BGFV
$980K ﹤0.01%
135,207
+16,976
+14% +$107K
MS.PRE icon
2620
Morgan Stanley Series E Preferred Stock
MS.PRE
$876M
$978K ﹤0.01%
33,902
+2,563
+8% +$73.5K
GASS icon
2621
StealthGas
GASS
$329M
$976K ﹤0.01%
242,220
-107,529
-31% -$461K
WASH icon
2622
Washington Trust Bancorp
WASH
$754M
$976K ﹤0.01%
18,150
+997
+6% +$54K
MX
2623
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$976K ﹤0.01%
121,831
-13,002
-10% -$104K
QHC
2624
DELISTED
Quorum Health Corporation
QHC
$974K ﹤0.01%
119,102
+11,733
+11% +$76.9K
BBT.PRH
2625
DELISTED
BB&T Corporation
BBT.PRH
$974K ﹤0.01%
36,600
+13,558
+59% +$352K
103 104
105
106 107

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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.