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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
SCIX
3001
DELISTED
Global X Scientific Beta Asia ex-Japan ETF
SCIX
$384K ﹤0.01%
14,916
+3,772
+34% +$98.6K
AFGE.CL
3002
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$384K ﹤0.01%
14,843
+1,177
+9% +$30.4K
VYM icon
3003
Vanguard High Dividend Yield ETF
VYM
$81.3B
$383K ﹤0.01%
+4,646
New +$399K
RNR.PRE
3004
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$382K ﹤0.01%
15,331
+1,217
+9% +$29.8K
CASS icon
3005
Cass Information Systems
CASS
$705M
$381K ﹤0.01%
7,691
-1,034
-12% -$50.7K
GWPH
3006
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$381K ﹤0.01%
3,384
-9
-0.3% -$1.13K
ADSW
3007
DELISTED
Advanced Disposal Services Inc
ADSW
$379K ﹤0.01%
17,026
+8,075
+90% +$187K
PCW
3008
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$377K ﹤0.01%
64,374
+15,959
+33% +$93.5K
ORBC
3009
DELISTED
ORBCOMM, Inc.
ORBC
$377K ﹤0.01%
40,182
+4,992
+14% +$53K
SOJB
3010
DELISTED
The Southern Company Series 2016A 5.25% Junior Subordinated Notes due October 1, 2076
SOJB
$376K ﹤0.01%
15,290
+1,172
+8% +$28.9K
NXEO
3011
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$376K ﹤0.01%
35,119
+3,094
+10% +$30.2K
HBB icon
3012
Hamilton Beach Brands
HBB
$300M
$375K ﹤0.01%
17,653
+4,274
+32% +$106K
WK icon
3013
Workiva
WK
$3.13B
$375K ﹤0.01%
15,823
+6,272
+66% +$144K
EMP
3014
Entergy Mississippi First Mortgage Bonds 4.90% Series due October 1 2066
EMP
$374K ﹤0.01%
15,298
+1,171
+8% +$28.7K
TIS
3015
DELISTED
Orchids Paper Products, Inc.
TIS
$372K ﹤0.01%
45,586
-33,115
-42% -$399K
RWO icon
3016
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
$371K ﹤0.01%
+8,014
New +$373K
CLS icon
3017
Celestica
CLS
$36.6B
$370K ﹤0.01%
35,709
+5,512
+18% +$59.3K
RAIL icon
3018
FreightCar America
RAIL
$279M
$370K ﹤0.01%
27,647
-20,664
-43% -$313K
ESSA
3019
DELISTED
ESSA Bancorp
ESSA
$368K ﹤0.01%
25,072
-2,638
-10% -$40.8K
MBB icon
3020
iShares MBS ETF
MBB
$39.1B
$366K ﹤0.01%
3,500
– –
NNA
3021
DELISTED
Navios Maritime Acquisition Corporation
NNA
$365K ﹤0.01%
28,988
-8,547
-23% -$113K
XLRE icon
3022
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
$362K ﹤0.01%
11,634
+291
+3% +$9.03K
VOXX
3023
DELISTED
VOXX International Corporation Class A
VOXX
$360K ﹤0.01%
72,815
-3,953
-5% -$22.6K
EWJ icon
3024
iShares MSCI Japan ETF
EWJ
$21.7B
$359K ﹤0.01%
5,917
+123
+2% +$7.55K
ERF
3025
DELISTED
Enerplus Corporation
ERF
$358K ﹤0.01%
31,800
-64,115
-67% -$698K
119 120
121
122 123

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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.