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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
IJT icon
3051
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.25B
$332K ﹤0.01%
3,820
– –
FOR icon
3052
Forestar Group
FOR
$1.47B
$331K ﹤0.01%
+15,655
New +$364K
STRL icon
3053
Sterling Infrastructure
STRL
$19.5B
$331K ﹤0.01%
28,911
-1,965
-6% -$26K
PTVCB
3054
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$331K ﹤0.01%
15,037
-1,311
-8% -$30.5K
EWG icon
3055
iShares MSCI Germany ETF
EWG
$1.55B
$330K ﹤0.01%
+10,285
New +$342K
OPCH icon
3056
Option Care Health
OPCH
$3.42B
$330K ﹤0.01%
33,504
+1,830
+6% +$21.2K
CYTK icon
3057
Cytokinetics
CYTK
$10.9B
$327K ﹤0.01%
45,468
+20,263
+80% +$174K
IDT icon
3058
IDT Corp
IDT
$1.63B
$327K ﹤0.01%
52,167
-3,408
-6% -$31.1K
XLB icon
3059
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$323K ﹤0.01%
11,340
-900
-7% -$27.3K
JPM.PRE.CL
3060
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$323K ﹤0.01%
12,375
+950
+8% +$24.8K
VPG icon
3061
Vishay Precision Group
VPG
$1.36B
$321K ﹤0.01%
10,318
+159
+2% +$4.52K
FRBK
3062
DELISTED
Republic First Bancorp Inc
FRBK
$321K ﹤0.01%
36,863
+1,891
+5% +$16.4K
SNHNI
3063
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$320K ﹤0.01%
12,815
+1,028
+9% +$25.1K
OMER icon
3064
Omeros
OMER
$821M
$319K ﹤0.01%
28,579
-2,297
-7% -$32.3K
PROV icon
3065
Provident Financial
PROV
$108M
$317K ﹤0.01%
17,499
+4,351
+33% +$80K
ALP.PRQ
3066
DELISTED
Alabama Power Co 5.00% Class A Preferred Stock
ALP.PRQ
$316K ﹤0.01%
12,456
+2,818
+29% +$71.6K
COF.PRG
3067
DELISTED
Capital One Financial Corporation
COF.PRG
$316K ﹤0.01%
12,754
+2,936
+30% +$71.9K
MERC icon
3068
Mercer International
MERC
$44.7M
$315K ﹤0.01%
25,276
+3,125
+14% +$42.2K
NOMD icon
3069
Nomad Foods
NOMD
$1.67B
$315K ﹤0.01%
+19,989
New +$330K
MS.PRF icon
3070
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$314K ﹤0.01%
11,217
+894
+9% +$25.2K
BFIN
3071
DELISTED
BankFinancial
BFIN
$313K ﹤0.01%
18,417
+341
+2% +$5.45K
NVEC icon
3072
NVE Corp
NVEC
$568M
$313K ﹤0.01%
3,766
+287
+8% +$23.3K
VFH icon
3073
Vanguard Financials ETF
VFH
$13.5B
$313K ﹤0.01%
4,508
-541
-11% -$39K
PSA.PRA.CL
3074
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.875% Cumulative Preferred Share of
PSA.PRA.CL
$312K ﹤0.01%
12,072
+939
+8% +$24.4K
ASC icon
3075
Ardmore Shipping
ASC
$669M
$311K ﹤0.01%
40,863
+5,652
+16% +$42.9K
121 122
123
124 125

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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.