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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
XLI icon
2301
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$1.87M ﹤0.01%
25,231
-589
-2% -$45.4K
AJRD
2302
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.87M ﹤0.01%
66,972
-30,123
-31% -$849K
SYBT icon
2303
Stock Yards Bancorp
SYBT
$2.52B
$1.87M ﹤0.01%
53,338
-10,882
-17% -$397K
HDP
2304
DELISTED
Hortonworks, Inc.
HDP
$1.87M ﹤0.01%
91,914
-52,226
-36% -$1.03M
HLX icon
2305
Helix Energy Solutions
HLX
$1.35B
$1.87M ﹤0.01%
322,307
-14,312
-4% -$100K
ABCB icon
2306
Ameris Bancorp
ABCB
$5.9B
$1.86M ﹤0.01%
35,212
+3,332
+10% +$179K
JPI
2307
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$1.86M ﹤0.01%
78,440
+3,960
+5% +$94.6K
TGS icon
2308
Transportadora de Gas del Sur
TGS
$4.44B
$1.84M ﹤0.01%
94,154
-7,537
-7% -$157K
PERY
2309
DELISTED
Perry Ellis International Inc
PERY
$1.83M ﹤0.01%
70,917
-4,152
-6% -$107K
KEM
2310
DELISTED
KEMET Corporation
KEM
$1.83M ﹤0.01%
100,922
-10,421
-9% -$191K
VUG icon
2311
Vanguard Growth ETF
VUG
$216B
$1.82M ﹤0.01%
77,040
+552
+0.7% +$13.5K
AFAM
2312
DELISTED
Almost Family Inc
AFAM
$1.82M ﹤0.01%
32,531
+1,487
+5% +$85.5K
BNCL
2313
DELISTED
Beneficial Bancorp, Inc.
BNCL
$1.82M ﹤0.01%
117,063
-6,188
-5% -$98.6K
BKS
2314
DELISTED
Barnes & Noble
BKS
$1.82M ﹤0.01%
367,269
+72,553
+25% +$363K
ITG
2315
DELISTED
Investment Technology Group Inc
ITG
$1.82M ﹤0.01%
92,100
+35,737
+63% +$725K
RGR icon
2316
Sturm, Ruger & Co
RGR
$611M
$1.81M ﹤0.01%
34,548
+5,654
+20% +$287K
CLDT
2317
Chatham Lodging
CLDT
$638M
$1.81M ﹤0.01%
94,619
-10,283
-10% -$214K
VRA icon
2318
Vera Bradley
VRA
$104M
$1.81M ﹤0.01%
170,468
+77,505
+83% +$796K
SGY
2319
DELISTED
Stone Energy
SGY
$1.8M ﹤0.01%
48,613
+2,245
+5% +$76.9K
AXIA
2320
AXIA Energia
AXIA
$23.2B
$1.8M ﹤0.01%
357,868
+200,799
+128% +$1.03M
PSMT icon
2321
Pricesmart
PSMT
$5.9B
$1.8M ﹤0.01%
21,496
+888
+4% +$73.1K
TOWN icon
2322
Towne Bank
TOWN
$3.53B
$1.8M ﹤0.01%
62,813
+1,014
+2% +$30.5K
FN icon
2323
Fabrinet
FN
$16.1B
$1.79M ﹤0.01%
57,192
+23,744
+71% +$701K
LTRPA
2324
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.79M ﹤0.01%
166,783
+35,093
+27% +$364K
SRCE icon
2325
1st Source
SRCE
$2.18B
$1.79M ﹤0.01%
35,387
+2,528
+8% +$130K
91 92
93
94 95

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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.