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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
PUMP icon
2201
ProPetro Holding
PUMP
$1.26B
$2.2M ﹤0.01%
138,413
-70,925
-34% -$1.28M
ESGR
2202
DELISTED
Enstar Group
ESGR
$2.19M ﹤0.01%
10,441
-83
-0.8% -$17.1K
GOV
2203
DELISTED
Government Properties Income Trust
GOV
$2.19M ﹤0.01%
160,690
-34,985
-18% -$551K
SAFE
2204
Safehold
SAFE
$1.18B
$2.19M ﹤0.01%
44,326
-2,424
-5% -$124K
NVRO
2205
DELISTED
NEVRO CORP.
NVRO
$2.19M ﹤0.01%
25,309
-1,472
-5% -$119K
PMO
2206
Franklin Municipal Opportunities Trust
PMO
$282M
$2.19M ﹤0.01%
187,376
-101,171
-35% -$1.21M
VECO icon
2207
Veeco
VECO
$2.73B
$2.18M ﹤0.01%
127,996
+20,578
+19% +$358K
MSGN
2208
DELISTED
MSG Networks Inc.
MSGN
$2.18M ﹤0.01%
96,270
+11,318
+13% +$267K
KMG
2209
DELISTED
KMG Chemicals Inc
KMG
$2.17M ﹤0.01%
36,219
-390
-1% -$24.3K
ADAM
2210
Adamas Trust
ADAM
$780M
$2.17M ﹤0.01%
91,341
+3,117
+4% +$73.1K
LKFN icon
2211
Lakeland Financial Corp
LKFN
$1.58B
$2.15M ﹤0.01%
46,625
+3,488
+8% +$167K
PEGA icon
2212
Pegasystems
PEGA
$5.06B
$2.15M ﹤0.01%
71,042
-2,922
-4% -$78.9K
NSM
2213
DELISTED
Nationstar Mortgage Holdings
NSM
$2.15M ﹤0.01%
119,943
-17,726
-13% -$318K
BLX icon
2214
Bladex Inc
BLX
$2.22B
$2.15M ﹤0.01%
75,342
+4,204
+6% +$121K
SXC icon
2215
SunCoke Energy
SXC
$748M
$2.15M ﹤0.01%
199,358
-58,319
-23% -$662K
PRK icon
2216
Park National Corp
PRK
$3.83B
$2.14M ﹤0.01%
20,649
+582
+3% +$60.9K
WIRE
2217
DELISTED
Encore Wire Corp
WIRE
$2.14M ﹤0.01%
37,800
+4,512
+14% +$234K
WSBC icon
2218
WesBanco
WSBC
$4.04B
$2.14M ﹤0.01%
50,529
+951
+2% +$40.1K
LRN icon
2219
Stride
LRN
$4.11B
$2.13M ﹤0.01%
150,466
-1,668
-1% -$26.1K
IVC
2220
DELISTED
Invacare Corporation
IVC
$2.13M ﹤0.01%
122,619
-25,164
-17% -$444K
REGI
2221
DELISTED
Renewable Energy Group, Inc.
REGI
$2.13M ﹤0.01%
166,685
-5,041
-3% -$56.6K
COHU icon
2222
Cohu
COHU
$1.9B
$2.13M ﹤0.01%
93,141
+7,529
+9% +$167K
NWS icon
2223
News Corp Class B
NWS
$17.6B
$2.12M ﹤0.01%
131,906
-7,385
-5% -$124K
WMC
2224
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.12M ﹤0.01%
21,896
-539
-2% -$51.3K
WIN
2225
DELISTED
Windstream Holdings Inc
WIN
$2.12M ﹤0.01%
300,542
-118,226
-28% -$964K
87 88
89
90 91

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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.