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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
TCBK icon
2051
TriCo Bancshares
TCBK
$1.85B
$2.71M ﹤0.01%
72,948
+26,376
+57% +$1.01M
HNI icon
2052
HNI Corp
HNI
$3.08B
$2.71M ﹤0.01%
75,195
+5,164
+7% +$197K
LOXO
2053
DELISTED
Loxo Oncology, Inc
LOXO
$2.71M ﹤0.01%
23,479
+9,335
+66% +$993K
ADMS
2054
DELISTED
Adamas Pharmaceuticals
ADMS
$2.71M ﹤0.01%
113,188
-16,203
-13% -$511K
UVSP icon
2055
Univest Financial
UVSP
$1.23B
$2.7M ﹤0.01%
97,620
-5,416
-5% -$152K
STC icon
2056
Stewart Information Services
STC
$2.14B
$2.7M ﹤0.01%
61,482
+286
+0.5% +$12.3K
ANDX
2057
DELISTED
Andeavor Logistics LP
ANDX
$2.69M ﹤0.01%
60,153
+7,158
+14% +$349K
HY icon
2058
Hyster-Yale Materials Handling
HY
$576M
$2.69M ﹤0.01%
38,528
-893
-2% -$70.6K
ONIT
2059
Onity Group
ONIT
$342M
$2.69M ﹤0.01%
43,472
-3,211
-7% -$172K
AMSF icon
2060
AMERISAFE
AMSF
$562M
$2.69M ﹤0.01%
48,602
+2,634
+6% +$154K
FSTR icon
2061
Foster
FSTR
$421M
$2.68M ﹤0.01%
113,880
-15,439
-12% -$399K
BPFH
2062
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.68M ﹤0.01%
178,237
+6,392
+4% +$97K
KRA
2063
DELISTED
Kraton Corporation
KRA
$2.67M ﹤0.01%
55,944
-10,082
-15% -$488K
ESND
2064
DELISTED
Essendant Inc.
ESND
$2.67M ﹤0.01%
342,190
-27,580
-7% -$238K
IRTC icon
2065
iRhythm Holdings
IRTC
$4.02B
$2.67M ﹤0.01%
42,364
-3,221
-7% -$199K
MEOH icon
2066
Methanex
MEOH
$4.23B
$2.67M ﹤0.01%
43,946
+4,127
+10% +$242K
BUFF
2067
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$2.65M ﹤0.01%
66,574
+5,461
+9% +$197K
BRS
2068
DELISTED
Bristow Group, Inc.
BRS
$2.65M ﹤0.01%
203,763
-18,184
-8% -$271K
GG
2069
DELISTED
Goldcorp Inc
GG
$2.65M ﹤0.01%
191,618
+56,847
+42% +$768K
AD
2070
Array Digital Infrastructure
AD
$3.04B
$2.64M ﹤0.01%
65,797
+2,446
+4% +$90.8K
ARR
2071
Armour Residential REIT
ARR
$2.32B
$2.63M ﹤0.01%
22,627
-234
-1% -$27.3K
EWT icon
2072
iShares MSCI Taiwan ETF
EWT
$9.13B
$2.63M ﹤0.01%
68,663
-1,215
-2% -$45.8K
STBA icon
2073
S&T Bancorp
STBA
$1.9B
$2.63M ﹤0.01%
65,865
+3,523
+6% +$143K
NPK icon
2074
National Presto Industries
NPK
$870M
$2.62M ﹤0.01%
27,994
+9,306
+50% +$924K
EXTN
2075
DELISTED
Exterran Corporation
EXTN
$2.62M ﹤0.01%
98,283
+1,617
+2% +$46.8K
81 82
83
84 85

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MCM
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PSUF
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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.