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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
BLMT
3151
DELISTED
BSB Bancorp, Inc.
BLMT
$260K ﹤0.01%
8,498
+456
+6% +$13.8K
EAI
3152
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$327M
$259K ﹤0.01%
10,760
-8,074
-43% -$197K
NGS icon
3153
Natural Gas Services Group
NGS
$469M
$259K ﹤0.01%
10,852
+220
+2% +$5.88K
LAYN
3154
DELISTED
Layne Christensen Co
LAYN
$259K ﹤0.01%
17,343
-778
-4% -$11.3K
ELC
3155
Entergy Louisiana Collateral Trust Mortgage Bonds 4.875 % Series due Sept 1 2066
ELC
$215M
$258K ﹤0.01%
10,703
-3,429
-24% -$83.5K
IMOS
3156
ChipMOS TECHNOLOGIES
IMOS
$1.91B
$258K ﹤0.01%
13,819
+236
+2% +$4.83K
BREW
3157
DELISTED
Craft Brew Alliance, Inc.
BREW
$256K ﹤0.01%
13,752
-482
-3% -$9.11K
PKD
3158
DELISTED
Parker Drilling Company
PKD
$255K ﹤0.01%
26,756
– –
RZB
3159
DELISTED
Reinsurance Group of America 5.75% Fixed-To-Floating Rate Subordinated Debentures due 2056
RZB
$254K ﹤0.01%
9,639
+1,021
+12% +$27.6K
WRB.PRB
3160
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$254K ﹤0.01%
10,150
+870
+9% +$21.7K
ATEX icon
3161
Anterix
ATEX
$1.83B
$253K ﹤0.01%
8,466
+846
+11% +$28.3K
DGRO icon
3162
iShares Core Dividend Growth ETF
DGRO
$42.8B
$253K ﹤0.01%
7,459
+619
+9% +$21.8K
DLR.PRJ icon
3163
Digital Realty Trust 5.250% Series J Preferred Stock
DLR.PRJ
$159M
$253K ﹤0.01%
10,627
+848
+9% +$20.2K
GMTA
3164
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$252K ﹤0.01%
10,029
+750
+8% +$19K
CVGI icon
3165
Commercial Vehicle Group
CVGI
$154M
$251K ﹤0.01%
32,447
-1,613
-5% -$17.1K
EUFN icon
3166
iShares MSCI Europe Financials ETF
EUFN
$4.07B
$251K ﹤0.01%
10,863
+123
+1% +$2.98K
SNHNL
3167
DELISTED
Senior Housing Properties Trust 6.25% Senior Notes Due 2046
SNHNL
$251K ﹤0.01%
9,717
+716
+8% +$18.5K
NEE.PRJ
3168
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$251K ﹤0.01%
10,120
+789
+8% +$19.2K
ANGI icon
3169
Angi Inc
ANGI
$240M
$249K ﹤0.01%
1,831
+443
+32% +$61.6K
SCHM icon
3170
Schwab US Mid-Cap ETF
SCHM
$14.6B
$249K ﹤0.01%
14,142
+2,334
+20% +$41.9K
AXIA.PR
3171
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$247K ﹤0.01%
34,620
+11,263
+48% +$84.5K
KVHI icon
3172
KVH Industries
KVHI
$181M
$247K ﹤0.01%
23,886
+3,931
+20% +$42K
KIM.PRK.CL
3173
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$247K ﹤0.01%
10,593
+881
+9% +$21.2K
ROS
3174
DELISTED
ROSTELEKOM
ROS
$247K ﹤0.01%
35,535
– –
GTE icon
3175
Gran Tierra Energy
GTE
$238M
$246K ﹤0.01%
+8,801
New +$239K
125 126
127
128 129

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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.