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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
TBPH icon
2751
Theravance Biopharma
TBPH
$875M
$696K ﹤0.01%
28,682
+9,248
+48% +$254K
RESI
2752
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$687K ﹤0.01%
68,389
-52,312
-43% -$557K
STT.PRG icon
2753
State Street Corp Series G Preferred Stock
STT.PRG
$425M
$686K ﹤0.01%
25,597
+7,500
+41% +$199K
MODN
2754
DELISTED
MODEL N, INC.
MODN
$685K ﹤0.01%
37,946
+1,280
+3% +$21.3K
CNBKA
2755
DELISTED
Century Bancorp Inc/Mass
CNBKA
$684K ﹤0.01%
8,611
-402
-4% -$31.5K
ACGLO icon
2756
Arch Capital Group
ACGLO
$257M
$683K ﹤0.01%
27,840
+8,325
+43% +$205K
SHOP icon
2757
Shopify
SHOP
$169B
$683K ﹤0.01%
54,840
-54,590
-50% -$707K
SNDA icon
2758
Sonida Senior Living
SNDA
$2.04B
$682K ﹤0.01%
4,229
-13,897
-77% -$2.47M
TCMD icon
2759
Tactile Systems Technology
TCMD
$626M
$680K ﹤0.01%
21,376
+13,937
+187% +$431K
OIBR
2760
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$679K ﹤0.01%
702,076
– –
BOLD
2761
DELISTED
Audentes Therapeutics, Inc
BOLD
$678K ﹤0.01%
22,556
+385
+2% +$13K
STT.PRE.CL
2762
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$676K ﹤0.01%
25,701
+2,006
+8% +$52.2K
GKOS icon
2763
Glaukos
GKOS
$8.89B
$675K ﹤0.01%
21,906
+5,400
+33% +$164K
KIM.PRM icon
2764
Kimco Realty Corp 5.25% Class M Preferred Stock
KIM.PRM
$209M
$672K ﹤0.01%
30,580
+11,474
+60% +$266K
AROW icon
2765
Arrow Financial
AROW
$664M
$671K ﹤0.01%
23,611
+328
+1% +$9.23K
INSM icon
2766
Insmed
INSM
$22.6B
$666K ﹤0.01%
29,584
-31,001
-51% -$816K
YORW icon
2767
York Water
YORW
$517M
$664K ﹤0.01%
21,405
+2,685
+14% +$82.8K
SFS
2768
DELISTED
Smart & Final Stores, Inc.
SFS
$664K ﹤0.01%
119,556
-18,979
-14% -$152K
GS.PRK
2769
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$657K ﹤0.01%
23,011
+1,826
+9% +$51.3K
XLK icon
2770
State Street Technology Select Sector SPDR ETF
XLK
$112B
$655K ﹤0.01%
20,028
+610
+3% +$20.5K
FOF icon
2771
Cohen & Steers Closed End Opportunity Fund
FOF
$374M
$653K ﹤0.01%
+52,981
New +$680K
MHF
2772
Western Asset Municipal High Income Fund
MHF
$151M
$653K ﹤0.01%
90,875
+1,379
+2% +$10K
THR
2773
DELISTED
Thermon Group Holdings
THR
$652K ﹤0.01%
29,097
-5,867
-17% -$135K
CNXN icon
2774
PC Connection
CNXN
$2.1B
$650K ﹤0.01%
26,004
+2,332
+10% +$60.3K
ALL.PRE.CL
2775
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$650K ﹤0.01%
25,024
+2,137
+9% +$55.8K
109 110
111
112 113

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MCM
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PSUF
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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.