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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
ONCE
2876
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$526K ﹤0.01%
+7,906
New +$457K
IMPV
2877
DELISTED
Imperva, Inc.
IMPV
$526K ﹤0.01%
12,144
-421
-3% -$18.9K
EARN
2878
Ellington Residential Mortgage REIT
EARN
$167M
$525K ﹤0.01%
+47,937
New +$535K
FWONA icon
2879
Liberty Media Series A
FWONA
$23.2B
$525K ﹤0.01%
18,719
-484
-3% -$15.1K
AXS.PRE icon
2880
AXIS Capital Holdings Ltd Series E
AXS.PRE
$417M
$522K ﹤0.01%
21,226
+5,513
+35% +$136K
WATT icon
2881
Energous
WATT
$73.3M
$522K ﹤0.01%
54
+8
+17% +$94.6K
VZA.CL
2882
DELISTED
Verizon Communications Inc.
VZA.CL
$522K ﹤0.01%
19,724
+1,775
+10% +$46.4K
FHB icon
2883
First Hawaiian
FHB
$3.38B
$521K ﹤0.01%
18,732
+8,047
+75% +$234K
GS.PRN
2884
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$520K ﹤0.01%
19,406
+1,477
+8% +$39.5K
GEOS icon
2885
Geospace Technologies
GEOS
$88.5M
$518K ﹤0.01%
52,510
-2,084
-4% -$25.6K
JRVR icon
2886
James River Group Holdings
JRVR
$223M
$518K ﹤0.01%
14,610
+4,048
+38% +$147K
KNSL icon
2887
Kinsale Capital Group
KNSL
$8.49B
$517K ﹤0.01%
10,072
+344
+4% +$16.6K
FLG.PRA
2888
Flagstar Bank National Association Series A Preferred Stock
FLG.PRA
$115M
$517K ﹤0.01%
18,989
+6,314
+50% +$175K
WMGI
2889
DELISTED
Wright Medical Group Inc
WMGI
$517K ﹤0.01%
26,076
-628
-2% -$13.5K
MS.PRK icon
2890
Morgan Stanley Series K Preferred Stock
MS.PRK
$921M
$515K ﹤0.01%
19,746
+1,565
+9% +$41.4K
AGS
2891
DELISTED
PlayAGS
AGS
$514K ﹤0.01%
+22,083
New +$453K
COBZ
2892
DELISTED
CoBiz Financial,Inc
COBZ
$513K ﹤0.01%
26,169
+9,244
+55% +$185K
SHAK icon
2893
Shake Shack
SHAK
$2.5B
$509K ﹤0.01%
12,222
+941
+8% +$39.1K
AGX icon
2894
Argan
AGX
$7.24B
$508K ﹤0.01%
11,838
-3,280
-22% -$138K
ATRO icon
2895
Astronics
ATRO
$3.36B
$507K ﹤0.01%
18,775
+7,031
+60% +$210K
HGH
2896
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$504K ﹤0.01%
17,177
+1,338
+8% +$39.3K
DTW
2897
DTE Energy Company 2017 Series E 5.25% Junior Subordinated Debentures due 2077
DTW
$323M
$503K ﹤0.01%
20,828
+1,374
+7% +$33.2K
WRD
2898
DELISTED
WildHorse Resource Development
WRD
$503K ﹤0.01%
26,355
+5,836
+28% +$104K
EMKR
2899
DELISTED
Emcore Corp
EMKR
$500K ﹤0.01%
+8,768
New +$531K
GHDX
2900
DELISTED
Genomic Health, Inc.
GHDX
$499K ﹤0.01%
15,946
+2,476
+18% +$82.2K
114 115
116
117 118

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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.