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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
PENG
3176
Penguin Solutions Inc
PENG
$2.69B
$246K ﹤0.01%
+9,854
New +$186K
MBLY
3177
DELISTED
Mobileye N.V.
MBLY
$244K ﹤0.01%
3,833
+7
+0.2% +$446
PSB.PRY
3178
DELISTED
PS Business Parks, Inc. 5.20% Cumulative Preferred Stock, Series Y
PSB.PRY
$243K ﹤0.01%
10,552
+843
+9% +$20K
GLIBP
3179
DELISTED
GCI Liberty, Inc. Series A Cumulative Redeemable Preferred Stock (DE)
GLIBP
$243K ﹤0.01%
+10,407
New +$239K
FRT.PRC icon
3180
Federal Realty Investment Trust 5% Series C Preferred Share
FRT.PRC
$116M
$242K ﹤0.01%
10,640
+765
+8% +$17.9K
RNGR icon
3181
Ranger Energy Services
RNGR
$368M
$242K ﹤0.01%
+29,670
New +$276K
PAK
3182
DELISTED
Global X MSCI Pakistan ETF
PAK
$241K ﹤0.01%
4,600
+650
+16% +$33.8K
CHRS icon
3183
Coherus Oncology
CHRS
$225M
$240K ﹤0.01%
21,733
+1,783
+9% +$19.5K
SNDR icon
3184
Schneider National
SNDR
$6.44B
$240K ﹤0.01%
+9,210
New +$253K
TELL
3185
DELISTED
Tellurian Inc.
TELL
$239K ﹤0.01%
33,134
-5,977
-15% -$57.5K
USB.PRO
3186
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$239K ﹤0.01%
9,398
+771
+9% +$19.2K
LXFR icon
3187
Luxfer Holdings
LXFR
$462M
$238K ﹤0.01%
18,615
+511
+3% +$7.26K
NL icon
3188
NLI Holdings
NL
$283M
$237K ﹤0.01%
30,183
+153
+0.5% +$1.6K
AMRC icon
3189
Ameresco
AMRC
$1.12B
$236K ﹤0.01%
18,147
-58
-0.3% -$547
EVG
3190
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$236K ﹤0.01%
17,286
-18,145
-51% -$251K
HASI icon
3191
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.91B
$236K ﹤0.01%
12,127
-5,991
-33% -$122K
KIM.PRL icon
3192
Kimco Realty Corp 5.125% Class L Preferred Stock
KIM.PRL
$173M
$236K ﹤0.01%
10,731
+843
+9% +$19.3K
OMAB icon
3193
Grupo Aeroportuario Centro Norte
OMAB
$5.06B
$236K ﹤0.01%
6,000
+818
+16% +$33.4K
TEO icon
3194
Telecom Argentina
TEO
$6.02B
$236K ﹤0.01%
+7,520
New +$264K
BSRR icon
3195
Sierra Bancorp
BSRR
$538M
$235K ﹤0.01%
8,821
-18
-0.2% -$491
PMBC
3196
DELISTED
Pacific Mercantile Bancorp
PMBC
$235K ﹤0.01%
24,613
+3,621
+17% +$32K
DHT icon
3197
DHT Holdings
DHT
$2.95B
$234K ﹤0.01%
68,848
-69,929
-50% -$260K
SMH icon
3198
VanEck Semiconductor ETF
SMH
$66.1B
$232K ﹤0.01%
4,456
-1,310
-23% -$69K
KTWO
3199
DELISTED
K2M Group Holdings, Inc
KTWO
$232K ﹤0.01%
12,269
+2,225
+22% +$44.1K
ATE
3200
DELISTED
Advantest Corp
ATE
$232K ﹤0.01%
10,844
– –
126 127
128
129 130

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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.