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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
ALCO icon
3101
Alico
ALCO
$286M
$286K ﹤0.01%
+10,509
New +$286K
TRK
3102
DELISTED
Speedway Motorsports, Inc.
TRK
$284K ﹤0.01%
15,935
-1,262
-7% -$24.4K
SAFE
3103
DELISTED
Safehold Inc.
SAFE
$283K ﹤0.01%
17,725
+2,523
+17% +$43.2K
ALNT icon
3104
Allient
ALNT
$1.47B
$282K ﹤0.01%
10,647
+1,426
+15% +$32.5K
SPAB icon
3105
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$282K ﹤0.01%
10,000
-2,866
-22% -$80.9K
CSV icon
3106
Carriage Services
CSV
$635M
$281K ﹤0.01%
+10,177
New +$275K
CHCT
3107
Community Healthcare Trust
CHCT
$538M
$278K ﹤0.01%
+10,805
New +$274K
HAPN
3108
Happen Inc
HAPN
$2.16B
$277K ﹤0.01%
15,840
-13,363
-46% -$257K
EVC icon
3109
Entravision Communication
EVC
$1.02B
$274K ﹤0.01%
58,388
-3,300
-5% -$21.3K
GLD icon
3110
SPDR Gold Trust
GLD
$132B
$274K ﹤0.01%
+2,181
New +$275K
MG icon
3111
Mistras Group
MG
$495M
$274K ﹤0.01%
14,490
-976
-6% -$20.1K
RZA
3112
DELISTED
REINSURANCE GROUP OF AMERICA, INCORPORATED 6.20% Fixed-To-Floating Rate Subordinated Debentures due 2042
RZA
$273K ﹤0.01%
9,642
+1,078
+13% +$30K
DCOM icon
3113
Dime Commercial Bancshares
DCOM
$1.77B
$272K ﹤0.01%
8,114
+2,117
+35% +$73K
AMU
3114
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$272K ﹤0.01%
18,005
-18,023
-50% -$310K
CSBK
3115
DELISTED
Clifton Bancorp Inc.
CSBK
$272K ﹤0.01%
17,395
+2,497
+17% +$40.1K
FBIO icon
3116
Fortress Biotech
FBIO
$109M
$271K ﹤0.01%
3,967
+102
+3% +$6.46K
PRTK
3117
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$271K ﹤0.01%
20,831
-42,734
-67% -$636K
EZU icon
3118
iShare MSCI Eurozone ETF
EZU
$9.45B
$270K ﹤0.01%
6,231
-1,094
-15% -$48.7K
PCYO icon
3119
Pure Cycle
PCYO
$260M
$270K ﹤0.01%
28,522
-6
-0% -$52
MLR icon
3120
Miller Industries
MLR
$584M
$269K ﹤0.01%
10,769
+804
+8% +$20.3K
SFB
3121
Stifel Financial Corp 5.20% Senior Notes due 2047
SFB
$269K ﹤0.01%
+10,927
New +$268K
TSC
3122
DELISTED
TriState Capital Holdings, Inc.
TSC
$269K ﹤0.01%
11,577
+28
+0.2% +$660
BHBK
3123
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$269K ﹤0.01%
12,915
-536
-4% -$10.8K
DHX icon
3124
DHI Group
DHX
$164M
$268K ﹤0.01%
167,745
-14,152
-8% -$25K
REET icon
3125
iShares Global REIT ETF
REET
$5.16B
$268K ﹤0.01%
+10,914
New +$271K
123 124
125
126 127

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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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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.