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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
HCOM
2901
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$499K ﹤0.01%
18,686
-5,458
-23% -$154K
PRTA icon
2902
Prothena Corp
PRTA
$442M
$496K ﹤0.01%
13,514
+1,906
+16% +$69.3K
DBVT
2903
DBV Technologies
DBVT
$798M
$494K ﹤0.01%
2,142
– –
GLUU
2904
DELISTED
Glu Mobile Inc.
GLUU
$491K ﹤0.01%
130,229
+8,014
+7% +$30.1K
LJPC
2905
DELISTED
La Jolla Pharmaceutical Company
LJPC
$490K ﹤0.01%
16,467
+863
+6% +$27.8K
PSB.PRX
2906
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.25 Percent Cumulative Preferred Stock, Series X
PSB.PRX
$487K ﹤0.01%
20,878
+1,507
+8% +$36.1K
USB.PRM
2907
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$487K ﹤0.01%
17,423
+1,499
+9% +$41.8K
PCSB
2908
DELISTED
PCSB Financial Corporation
PCSB
$484K ﹤0.01%
23,049
+3,109
+16% +$62.3K
MIN
2909
Aberdeen Intermediate Income Fund
MIN
$273M
$483K ﹤0.01%
122,797
-36,917
-23% -$147K
VNO.PRM icon
2910
Vornado Realty Trust 5.25% Series M Preferred Shares
VNO.PRM
$223M
$480K ﹤0.01%
20,872
+1,549
+8% +$37K
BMRC icon
2911
Bank of Marin Bancorp
BMRC
$484M
$479K ﹤0.01%
+13,898
New +$482K
AAOI icon
2912
Applied Optoelectronics
AAOI
$6.95B
$478K ﹤0.01%
19,084
-10,195
-35% -$317K
CTO
2913
CTO Realty Growth
CTO
$741M
$476K ﹤0.01%
27,892
+7,232
+35% +$128K
KBE icon
2914
State Street SPDR S&P Bank ETF
KBE
$1.66B
$475K ﹤0.01%
9,922
+4,143
+72% +$206K
CCF
2915
DELISTED
Chase Corporation
CCF
$474K ﹤0.01%
4,070
+13
+0.3% +$1.46K
FBNK
2916
DELISTED
First Connecticut Bancorp, Inc
FBNK
$472K ﹤0.01%
18,451
-13
-0.1% -$339
STT.PRD
2917
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$470K ﹤0.01%
17,133
+1,349
+9% +$36.4K
IJK icon
2918
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$469K ﹤0.01%
8,596
– –
AGYS icon
2919
Agilysys
AGYS
$3.06B
$468K ﹤0.01%
39,224
-2,406
-6% -$28.7K
RICK icon
2920
RCI Hospitality Holdings
RICK
$205M
$468K ﹤0.01%
16,476
-251
-2% -$7.24K
CSII
2921
DELISTED
Cardiovascular Systems, Inc.
CSII
$468K ﹤0.01%
21,362
-4,170
-16% -$100K
COF.PRC.CL
2922
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$464K ﹤0.01%
17,908
+1,371
+8% +$35.6K
SSP icon
2923
E.W. Scripps
SSP
$276M
$463K ﹤0.01%
38,588
-12,247
-24% -$179K
NEX
2924
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$463K ﹤0.01%
31,288
+3,962
+14% +$64.8K
APPF icon
2925
AppFolio
APPF
$6.62B
$462K ﹤0.01%
11,310
-3,289
-23% -$137K
115 116
117
118 119

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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.