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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
ICPT
1976
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$3.02M ﹤0.01%
49,059
+37,174
+313% +$2.24M
SPTN
1977
DELISTED
SpartanNash
SPTN
$3.02M ﹤0.01%
175,221
-21,497
-11% -$461K
VRN
1978
DELISTED
Veren
VRN
$3.01M ﹤0.01%
443,111
+148,768
+51% +$1.13M
HR
1979
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.01M ﹤0.01%
108,534
-10,333
-9% -$295K
DENN
1980
DELISTED
Denny's
DENN
$3.01M ﹤0.01%
194,843
+83,110
+74% +$1.25M
HLI icon
1981
Houlihan Lokey
HLI
$9.72B
$3M ﹤0.01%
67,370
+5,005
+8% +$237K
PR
1982
Permian Resources
PR
$17.4B
$2.99M ﹤0.01%
162,818
+6,791
+4% +$131K
HTLF
1983
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.98M ﹤0.01%
56,095
+4,154
+8% +$223K
TAHO
1984
DELISTED
Tahoe Resources Inc
TAHO
$2.97M ﹤0.01%
633,778
+164,208
+35% +$749K
CYS
1985
DELISTED
CYS Investments Inc.
CYS
$2.97M ﹤0.01%
441,998
-39,370
-8% -$271K
WIX icon
1986
WIX.com
WIX
$2.56B
$2.97M ﹤0.01%
37,307
+22,609
+154% +$1.59M
ESRT icon
1987
Empire State Realty Trust
ESRT
$1B
$2.96M ﹤0.01%
176,447
-15,472
-8% -$280K
VTLE
1988
DELISTED
Vital Energy
VTLE
$2.96M ﹤0.01%
16,995
+6,257
+58% +$1.17M
NSLR
1989
Neostellar Capital Corp
NSLR
$258M
$2.95M ﹤0.01%
465,793
– –
TDOC icon
1990
Teladoc Health
TDOC
$1.66B
$2.93M ﹤0.01%
72,781
+21,070
+41% +$795K
HCCI
1991
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.92M ﹤0.01%
124,016
+17,660
+17% +$393K
HT
1992
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$2.92M ﹤0.01%
163,147
+13,491
+9% +$240K
MTGE
1993
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$2.92M ﹤0.01%
163,146
-17,385
-10% -$307K
UNIT
1994
Uniti Group
UNIT
$2.52B
$2.92M ﹤0.01%
179,361
+24,293
+16% +$391K
CORE
1995
DELISTED
Core Mark Holding Co., Inc.
CORE
$2.92M ﹤0.01%
137,090
-35,779
-21% -$807K
GLNG icon
1996
Golar LNG
GLNG
$4.82B
$2.91M ﹤0.01%
106,384
-1,064
-1% -$30K
EBF icon
1997
Ennis
EBF
$554M
$2.91M ﹤0.01%
147,662
+36,110
+32% +$731K
NAV
1998
DELISTED
Navistar International
NAV
$2.91M ﹤0.01%
83,158
-60,892
-42% -$2.45M
ATNI icon
1999
ATN International
ATNI
$365M
$2.91M ﹤0.01%
48,752
+5,597
+13% +$329K
SNR
2000
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.9M ﹤0.01%
354,995
+84,648
+31% +$647K
78 79
80
81 82

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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.