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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
AUY
2826
DELISTED
Yamana Gold, Inc.
AUY
$571K ﹤0.01%
206,849
-58,446
-22% -$181K
FDN icon
2827
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
$570K ﹤0.01%
4,733
+534
+13% +$64.7K
OSPN icon
2828
OneSpan
OSPN
$575M
$569K ﹤0.01%
43,903
+1,217
+3% +$16.6K
SCHW.PRD
2829
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$722M
$569K ﹤0.01%
21,742
+1,569
+8% +$41.2K
GSM icon
2830
FerroAtlántica
GSM
$619M
$568K ﹤0.01%
52,955
+28,528
+117% +$435K
KDNY
2831
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$566K ﹤0.01%
12,179
+4,880
+67% +$179K
MBWM icon
2832
Mercantile Bank Corp
MBWM
$1.04B
$564K ﹤0.01%
16,966
+1,691
+11% +$59.2K
MGNX icon
2833
MacroGenics
MGNX
$241M
$564K ﹤0.01%
22,404
+3,489
+18% +$84.7K
IHC
2834
DELISTED
Independence Holding Company
IHC
$564K ﹤0.01%
15,818
-685
-4% -$20.1K
REI icon
2835
Ring Energy
REI
$289M
$563K ﹤0.01%
39,246
-77,486
-66% -$1.13M
ATKR icon
2836
Atkore
ATKR
$2.58B
$561K ﹤0.01%
28,258
+13,947
+97% +$300K
BBT.PRG
2837
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$560K ﹤0.01%
22,395
+1,745
+8% +$43.1K
BNFT
2838
DELISTED
Benefitfocus, Inc.
BNFT
$557K ﹤0.01%
22,831
+225
+1% +$5.64K
CLDR
2839
DELISTED
Cloudera, Inc.
CLDR
$556K ﹤0.01%
25,772
+8,164
+46% +$153K
ECOM
2840
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$555K ﹤0.01%
61,037
+8,363
+16% +$76.3K
IPI icon
2841
Intrepid Potash
IPI
$478M
$554K ﹤0.01%
15,210
-7,527
-33% -$291K
CERS icon
2842
Cerus
CERS
$583M
$553K ﹤0.01%
100,848
+1,652
+2% +$7.51K
GLO
2843
Clough Global Opportunities Fund
GLO
$247M
$552K ﹤0.01%
+51,632
New +$573K
MRSN
2844
DELISTED
Mersana Therapeutics
MRSN
$552K ﹤0.01%
1,399
+457
+49% +$180K
FLIC
2845
DELISTED
First of Long Island Corp
FLIC
$550K ﹤0.01%
20,026
+3,264
+19% +$92.2K
ROCC
2846
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$549K ﹤0.01%
15,654
-1,520
-9% -$60.5K
VGT icon
2847
Vanguard Information Technology ETF
VGT
$136B
$548K ﹤0.01%
25,648
+648
+3% +$14.1K
CWEN.A
2848
DELISTED
Clearway Energy Class A
CWEN.A
$547K ﹤0.01%
33,264
+4,399
+15% +$76.1K
CZNC icon
2849
Citizens & Northern Corp
CZNC
$452M
$547K ﹤0.01%
23,676
+4,671
+25% +$110K
SBOW
2850
DELISTED
SilverBow Resources, Inc.
SBOW
$547K ﹤0.01%
18,785
+4,056
+28% +$120K
112 113
114
115 116

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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.