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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
JPM.PRA.CL
3126
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$268K ﹤0.01%
10,625
+861
+9% +$21.6K
NNN.PRE.CL
3127
DELISTED
NATIONAL RETAIL PROPERTIES, INC. 5.70% SER E Called Redemption
NNN.PRE.CL
$268K ﹤0.01%
10,684
+902
+9% +$22.4K
ESTE
3128
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$268K ﹤0.01%
26,480
-7,271
-22% -$73.6K
WACLY
3129
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$267K ﹤0.01%
1,865
+233
+14% +$33.4K
ALL.PRB icon
3130
Allstate Corp 5.100% Fixed-To-Floating Rate Subordinated Debentures due 2053
ALL.PRB
$509M
$266K ﹤0.01%
9,972
+848
+9% +$22.1K
OSB
3131
DELISTED
Norbord Inc.
OSB
$265K ﹤0.01%
7,297
+37
+0.5% +$1.32K
CMSA
3132
CMS Energy Corp 5.625% Junior Subordinated Notes due 2078
CMSA
$166M
$264K ﹤0.01%
+10,547
New +$264K
ONEQ icon
3133
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.2B
$264K ﹤0.01%
+9,530
New +$271K
COF.PRF
3134
DELISTED
Capital One Financial Corporation
COF.PRF
$264K ﹤0.01%
9,924
+693
+8% +$18.3K
TUSK icon
3135
Mammoth Energy Services
TUSK
$131M
$263K ﹤0.01%
+8,207
New +$205K
AGFS
3136
DELISTED
AgroFresh Solutions Inc
AGFS
$263K ﹤0.01%
35,820
-483
-1% -$3.66K
C.PRS
3137
DELISTED
Citigroup Inc. Depositary Shares, each representing a 1/1,000th interest in a share of 6.300% Noncum
C.PRS
$263K ﹤0.01%
+9,985
New +$263K
ARAY icon
3138
Accuray
ARAY
$26.8M
$262K ﹤0.01%
52,348
+1,335
+3% +$7K
NKSH icon
3139
National Bankshares
NKSH
$244M
$262K ﹤0.01%
5,805
-2,844
-33% -$121K
ICON
3140
DELISTED
Iconix Brand Group, Inc.
ICON
$262K ﹤0.01%
23,605
-17,947
-43% -$241K
KREF
3141
KKR Real Estate Finance Trust
KREF
$471M
$261K ﹤0.01%
+13,035
New +$257K
PPT
3142
Franklin Premier Income Trust
PPT
$323M
$261K ﹤0.01%
49,939
+1,123
+2% +$5.87K
COF.PRH
3143
DELISTED
Capital One Financial Corporation Depositary Shares, Each Representing 1/40th Interest in a Share of
COF.PRH
$261K ﹤0.01%
10,053
+794
+9% +$20.8K
NEE.PRI
3144
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$261K ﹤0.01%
10,582
+841
+9% +$20.5K
JPM.PRG
3145
DELISTED
JPMorgan Chase & Co. Depositary Shares, each representing a 1/400th interest in a share of 6.10% Non
JPM.PRG
$261K ﹤0.01%
9,881
+790
+9% +$20.7K
JPM.PRH
3146
DELISTED
JPMorgan Chase & Co.
JPM.PRH
$261K ﹤0.01%
9,882
+790
+9% +$20.8K
BAC.PRC
3147
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1,000th interest in a share of
BAC.PRC
$261K ﹤0.01%
10,036
+805
+9% +$21.3K
KOPN icon
3148
Kopin
KOPN
$687M
$260K ﹤0.01%
83,411
+21,234
+34% +$71.5K
LYTS icon
3149
LSI Industries
LYTS
$854M
$260K ﹤0.01%
32,087
-1,725
-5% -$13.4K
WBS.PRF icon
3150
Webster Financial Corp 5.25% Series F Preferred Stock
WBS.PRF
$121M
$260K ﹤0.01%
10,731
+1,254
+13% +$30.5K
124 125
126
127 128

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NIPH
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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.