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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
DNR
1901
DELISTED
Denbury Resources, Inc.
DNR
$3.37M ﹤0.01%
1,229,615
+804,979
+190% +$1.9M
HF
1902
DELISTED
HFF Inc.
HF
$3.37M ﹤0.01%
67,718
-1,160
-2% -$55.5K
MRTN icon
1903
Marten Transport
MRTN
$1.22B
$3.37M ﹤0.01%
221,373
+38,649
+21% +$574K
OSG
1904
Octave Specialty Group
OSG
$257M
$3.36M ﹤0.01%
214,413
-12,086
-5% -$187K
CHSP
1905
DELISTED
Chesapeake Lodging Trust
CHSP
$3.36M ﹤0.01%
120,792
-45,207
-27% -$1.22M
UIS icon
1906
Unisys
UIS
$252M
$3.35M ﹤0.01%
311,435
-44,665
-13% -$449K
TOWR
1907
DELISTED
Tower International, Inc.
TOWR
$3.34M ﹤0.01%
120,407
+5,502
+5% +$158K
PEB icon
1908
Pebblebrook Hotel Trust
PEB
$2.18B
$3.33M ﹤0.01%
96,908
+401
+0.4% +$14.6K
WPM icon
1909
Wheaton Precious Metals
WPM
$49.7B
$3.33M ﹤0.01%
163,446
+20,969
+15% +$431K
FFIN icon
1910
First Financial Bankshares
FFIN
$5.05B
$3.33M ﹤0.01%
143,770
+6,938
+5% +$163K
FCE.A
1911
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$3.32M ﹤0.01%
164,082
-13,696
-8% -$304K
QLYS icon
1912
Qualys
QLYS
$4.76B
$3.31M ﹤0.01%
45,553
+3,043
+7% +$210K
CAVM
1913
DELISTED
Cavium, Inc.
CAVM
$3.31M ﹤0.01%
41,739
-24,630
-37% -$2.15M
DBD
1914
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.31M ﹤0.01%
214,963
+206
+0.1% +$3.44K
ESPR
1915
DELISTED
Esperion Therapeutics
ESPR
$3.31M ﹤0.01%
45,693
+750
+2% +$55.1K
SASR
1916
DELISTED
Sandy Spring Bancorp Inc
SASR
$3.3M ﹤0.01%
85,076
+16,322
+24% +$636K
CWH icon
1917
Camping World
CWH
$384M
$3.3M ﹤0.01%
102,243
-43,625
-30% -$1.77M
FCPT icon
1918
Four Corners Property Trust
FCPT
$2.89B
$3.29M ﹤0.01%
142,669
+10,438
+8% +$240K
CTBI icon
1919
Community Trust Bancorp
CTBI
$1.42B
$3.29M ﹤0.01%
72,822
+13,090
+22% +$609K
INWK
1920
DELISTED
InnerWorkings, Inc.
INWK
$3.29M ﹤0.01%
363,712
+60,103
+20% +$569K
GRPN icon
1921
Groupon
GRPN
$1.03B
$3.29M ﹤0.01%
37,894
-16,760
-31% -$1.63M
CORT icon
1922
Corcept Therapeutics
CORT
$9.98B
$3.29M ﹤0.01%
199,745
+38,548
+24% +$714K
CTRN icon
1923
Citi Trends
CTRN
$555M
$3.29M ﹤0.01%
106,324
+33,463
+46% +$819K
NOVT icon
1924
Novanta
NOVT
$4.91B
$3.28M ﹤0.01%
62,954
-248
-0.4% -$13.6K
OUT icon
1925
Outfront Media
OUT
$5.75B
$3.28M ﹤0.01%
177,915
-33,149
-16% -$687K
75 76
77
78 79

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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.