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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
KEYW
2776
DELISTED
The KEYW Holding Corporation
KEYW
$648K ﹤0.01%
82,422
+28,035
+52% +$200K
SCOR icon
2777
Comscore
SCOR
$116M
$647K ﹤0.01%
1,344
-39
-3% -$18.8K
AKO.A icon
2778
Embotelladora Andina Series A
AKO.A
$3.63B
$646K ﹤0.01%
25,332
-126
-0.5% -$3.32K
JPM.PRF.CL
2779
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$645K ﹤0.01%
24,643
+1,860
+8% +$48.5K
NXTM
2780
DELISTED
NxStage Medical Inc.
NXTM
$644K ﹤0.01%
25,904
+8,283
+47% +$201K
CIGI icon
2781
Colliers International
CIGI
$5.31B
$643K ﹤0.01%
9,260
-151
-2% -$9.54K
DSGX icon
2782
Descartes Systems
DSGX
$6.48B
$643K ﹤0.01%
22,513
– –
LXRX icon
2783
Lexicon Pharmaceuticals
LXRX
$1.04B
$643K ﹤0.01%
74,995
+34,710
+86% +$321K
RF.PRB
2784
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$641K ﹤0.01%
23,047
+4,017
+21% +$111K
ARGX icon
2785
argenx
ARGX
$54.6B
$639K ﹤0.01%
+7,942
New +$600K
TBNK
2786
DELISTED
Territorial Bancorp Inc.
TBNK
$638K ﹤0.01%
21,520
+1,025
+5% +$31.5K
GHM icon
2787
Graham Corp
GHM
$1.17B
$637K ﹤0.01%
29,757
+797
+3% +$17.1K
PACB icon
2788
Pacific Biosciences
PACB
$432M
$637K ﹤0.01%
310,531
+66,550
+27% +$173K
PES
2789
DELISTED
Pioneer Energy Services Corp.
PES
$634K ﹤0.01%
234,698
-158,480
-40% -$500K
ACIC icon
2790
American Coastal Insurance
ACIC
$526M
$632K ﹤0.01%
32,995
+6,259
+23% +$120K
ANIK icon
2791
Anika Therapeutics
ANIK
$202M
$632K ﹤0.01%
12,713
+1,062
+9% +$60K
GMS
2792
DELISTED
GMS Inc
GMS
$632K ﹤0.01%
20,687
+8,179
+65% +$277K
TPGH.U
2793
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$631K ﹤0.01%
60,429
+14,634
+32% +$152K
FF icon
2794
Future Fuel
FF
$202M
$629K ﹤0.01%
52,433
+6,109
+13% +$80.4K
TLYS icon
2795
Tilly's
TLYS
$118M
$628K ﹤0.01%
55,560
-10,092
-15% -$136K
CZZ
2796
DELISTED
Cosan Limited
CZZ
$628K ﹤0.01%
60,483
-11,360
-16% -$124K
HIX
2797
Western Asset High Income Fund II
HIX
$349M
$624K ﹤0.01%
95,143
+3,648
+4% +$24.7K
RUN icon
2798
Sunrun
RUN
$2.3B
$623K ﹤0.01%
69,737
+4,262
+7% +$28.8K
ACGLP
2799
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
$618K ﹤0.01%
25,476
+5,387
+27% +$129K
RNET
2800
DELISTED
RigNet, Inc.
RNET
$618K ﹤0.01%
45,436
-149
-0.3% -$2.29K
110 111
112
113 114

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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.