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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
MGP
2126
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.45M ﹤0.01%
92,170
+7,464
+9% +$203K
SLCA
2127
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.44M ﹤0.01%
95,629
-4,179
-4% -$128K
DATA
2128
DELISTED
Tableau Software, Inc.
DATA
$2.44M ﹤0.01%
30,135
+799
+3% +$63.3K
MATX icon
2129
Matsons
MATX
$6.11B
$2.43M ﹤0.01%
84,873
+1,817
+2% +$56.8K
CATO icon
2130
Cato Corp
CATO
$65.7M
$2.43M ﹤0.01%
164,728
+827
+0.5% +$10.4K
COLL icon
2131
Collegium Pharmaceutical
COLL
$1.18B
$2.42M ﹤0.01%
+94,544
New +$2.25M
SNEX icon
2132
StoneX
SNEX
$8.72B
$2.42M ﹤0.01%
286,431
+972
+0.3% +$8.18K
NHS
2133
Neuberger High Yield Strategies Fund Inc
NHS
$250M
$2.41M ﹤0.01%
216,542
+19,994
+10% +$227K
ELLI
2134
DELISTED
Ellie Mae Inc
ELLI
$2.41M ﹤0.01%
26,232
+959
+4% +$89K
TEN
2135
Tsakos Energy Navigation Ltd
TEN
$1.19B
$2.41M ﹤0.01%
146,127
-3,686
-2% -$66.5K
RUTH
2136
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.41M ﹤0.01%
98,450
+6,646
+7% +$157K
HMSY
2137
DELISTED
HMS Holdings Corp.
HMSY
$2.41M ﹤0.01%
142,959
+9,026
+7% +$151K
BMCH
2138
DELISTED
BMC Stock Holdings, Inc
BMCH
$2.41M ﹤0.01%
123,117
-45,436
-27% -$971K
AMC icon
2139
AMC Entertainment Holdings
AMC
$2.45B
$2.4M ﹤0.01%
17,079
-437
-2% -$62.1K
MCY icon
2140
Mercury Insurance
MCY
$6B
$2.4M ﹤0.01%
52,323
-7,409
-12% -$353K
INFN
2141
DELISTED
Infinera Corporation Common Stock
INFN
$2.4M ﹤0.01%
220,765
+81,044
+58% +$718K
CPK icon
2142
Chesapeake Utilities
CPK
$3.28B
$2.4M ﹤0.01%
34,057
+1,599
+5% +$114K
EFSC icon
2143
Enterprise Financial Services Corp
EFSC
$2.4B
$2.39M ﹤0.01%
50,972
+369
+0.7% +$17.6K
UNT
2144
DELISTED
UNIT Corporation
UNT
$2.38M ﹤0.01%
120,575
-34,464
-22% -$751K
WTI icon
2145
W&T Offshore
WTI
$525M
$2.38M ﹤0.01%
537,391
-49,480
-8% -$210K
SSYS icon
2146
Stratasys
SSYS
$666M
$2.38M ﹤0.01%
117,817
-14,145
-11% -$302K
STBZ
2147
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$2.38M ﹤0.01%
79,170
+5,428
+7% +$164K
UBA
2148
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.38M ﹤0.01%
123,126
+11,767
+11% +$224K
WT icon
2149
WisdomTree
WT
$2.79B
$2.37M ﹤0.01%
258,793
-12,817
-5% -$138K
RDC
2150
DELISTED
Rowan Companies Plc
RDC
$2.37M ﹤0.01%
205,674
-6,792
-3% -$93.3K
84 85
86
87 88

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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.