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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
MTL
1526
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$5.5M 0.01%
1,263,778
-57,144
-4% -$282K
SYNH
1527
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$5.49M 0.01%
154,688
+83,445
+117% +$3.27M
BRSL
1528
Brightstar Lottery PLC
BRSL
$1.92B
$5.48M 0.01%
205,111
+6,829
+3% +$190K
PMT
1529
PennyMac Mortgage Investment
PMT
$854M
$5.47M 0.01%
303,595
+51,967
+21% +$870K
SMCI icon
1530
Super Micro Computer
SMCI
$18.4B
$5.47M 0.01%
3,220,290
+270,200
+9% +$542K
BC icon
1531
Brunswick
BC
$5.33B
$5.47M 0.01%
92,150
+6,250
+7% +$369K
BID
1532
DELISTED
Sotheby's
BID
$5.47M 0.01%
106,520
-6,869
-6% -$350K
PRKS icon
1533
United Parks & Resorts
PRKS
$2.21B
$5.46M 0.01%
368,513
+2,163
+0.6% +$31.8K
EPC icon
1534
Edgewell Personal Care
EPC
$1.3B
$5.46M 0.01%
111,897
+50,103
+81% +$2.7M
HELE icon
1535
Helen of Troy
HELE
$672M
$5.46M 0.01%
62,753
+1,920
+3% +$175K
STAY
1536
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$5.46M 0.01%
276,141
-33,579
-11% -$663K
LZB icon
1537
La-Z-Boy
LZB
$1.65B
$5.46M 0.01%
182,144
+39,139
+27% +$1.2M
KRC icon
1538
Kilroy Realty
KRC
$4.5B
$5.45M 0.01%
76,790
-820
-1% -$57.1K
ETJ
1539
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$5.45M 0.01%
605,951
-180,212
-23% -$1.68M
EOCC
1540
DELISTED
Enel Generacion Chile S.A.
EOCC
$5.44M 0.01%
228,782
+1,243
+0.5% +$34.7K
WD icon
1541
Walker & Dunlop
WD
$1.75B
$5.43M 0.01%
91,457
+3,390
+4% +$168K
EVBG
1542
DELISTED
Everbridge, Inc. Common Stock
EVBG
$5.43M 0.01%
148,469
+24,354
+20% +$815K
CATY icon
1543
Cathay General Bancorp
CATY
$4.25B
$5.41M 0.01%
135,366
+2,990
+2% +$128K
JCP
1544
DELISTED
J.C. Penney Company, Inc.
JCP
$5.4M 0.01%
1,786,619
+506,219
+40% +$1.83M
ECHO
1545
EchoStar
ECHO
$24.9B
$5.39M 0.01%
126,148
+6,301
+5% +$300K
HEES
1546
DELISTED
H&E Equipment Services
HEES
$5.39M 0.01%
140,128
-36,218
-21% -$1.42M
NTNX icon
1547
Nutanix
NTNX
$16B
$5.38M 0.01%
109,571
+20,873
+24% +$828K
CNMD icon
1548
CONMED
CNMD
$1.33B
$5.38M 0.01%
84,959
+17,023
+25% +$1.02M
USG
1549
DELISTED
Usg
USG
$5.38M 0.01%
133,075
+3,164
+2% +$115K
CYH icon
1550
Community Health Systems
CYH
$393M
$5.37M 0.01%
1,356,992
-38,236
-3% -$192K
60 61
62
63 64

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MCM
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PSUF
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IA
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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.