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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
AMED
1676
DELISTED
Amedisys
AMED
$4.62M ﹤0.01%
76,628
-507
-0.7% -$28.9K
UVE icon
1677
Universal Insurance Holdings
UVE
$1.25B
$4.61M ﹤0.01%
144,345
+30,498
+27% +$917K
AYR
1678
DELISTED
Aircastle Ltd
AYR
$4.6M ﹤0.01%
231,847
+24,807
+12% +$538K
IMO icon
1679
Imperial Oil
IMO
$62.3B
$4.6M ﹤0.01%
173,687
-4,075
-2% -$117K
MGRC icon
1680
McGrath RentCorp
MGRC
$2.9B
$4.6M ﹤0.01%
85,741
+2,157
+3% +$108K
MTCH icon
1681
Match Group
MTCH
$9.3B
$4.6M ﹤0.01%
103,530
-39,085
-27% -$1.51M
MDRX
1682
DELISTED
Veradigm Inc. Common Stock
MDRX
$4.6M ﹤0.01%
372,329
+26
+0% +$369
TARO
1683
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$4.59M ﹤0.01%
46,461
-34,015
-42% -$3.45M
NNI icon
1684
Nelnet
NNI
$4.89B
$4.58M ﹤0.01%
87,445
-12,296
-12% -$652K
SXI icon
1685
Standex International
SXI
$3.48B
$4.58M ﹤0.01%
48,029
+16,270
+51% +$1.63M
CABO icon
1686
Cable One
CABO
$235M
$4.57M ﹤0.01%
6,646
+101
+2% +$70.8K
SID icon
1687
Companhia Siderúrgica Nacional
SID
$1.41B
$4.56M ﹤0.01%
1,735,273
-429,689
-20% -$1.28M
UNF icon
1688
Unifirst Corp
UNF
$5.51B
$4.56M ﹤0.01%
28,224
+1,980
+8% +$318K
COWN
1689
DELISTED
Cowen Inc. Class A Common Stock
COWN
$4.55M ﹤0.01%
344,660
+92,371
+37% +$1.26M
TVPT
1690
DELISTED
Travelport Worldwide Limited
TVPT
$4.55M ﹤0.01%
278,214
+165,743
+147% +$2.29M
LN
1691
DELISTED
LINE Corporation
LN
$4.54M ﹤0.01%
116,513
+25,216
+28% +$1.05M
MDR
1692
DELISTED
McDermott International
MDR
$4.54M ﹤0.01%
248,494
-48,523
-16% -$1.11M
KRG icon
1693
Kite Realty
KRG
$5.89B
$4.53M ﹤0.01%
297,715
+16,965
+6% +$275K
LEXEA
1694
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$4.53M ﹤0.01%
115,322
+16,543
+17% +$706K
SIR
1695
DELISTED
SELECT INCOME REIT
SIR
$4.53M ﹤0.01%
528,812
+34,716
+7% +$317K
CBM
1696
DELISTED
Cambrex Corporation
CBM
$4.52M ﹤0.01%
86,504
+1,043
+1% +$55.8K
FMBI
1697
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.51M ﹤0.01%
183,397
+9,580
+6% +$241K
ARCC icon
1698
Ares Capital
ARCC
$13.6B
$4.5M ﹤0.01%
283,244
-12,824
-4% -$203K
RSX
1699
DELISTED
VanEck Russia ETF
RSX
$4.5M ﹤0.01%
197,675
– –
AABA
1700
DELISTED
Altaba Inc
AABA
$4.48M ﹤0.01%
60,549
-70,218
-54% -$5.29M
66 67
68
69 70

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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.