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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
VKTX icon
3076
Viking Therapeutics
VKTX
$4.05B
$311K ﹤0.01%
+71,096
New +$393K
NYRT
3077
DELISTED
New York REIT, Inc.
NYRT
$311K ﹤0.01%
14,459
+11,940
+474% +$322K
FBM
3078
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$309K ﹤0.01%
20,700
+264
+1% +$3.95K
FMSA
3079
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$309K ﹤0.01%
72,732
-30,079
-29% -$151K
OPY icon
3080
Oppenheimer Holdings
OPY
$1.18B
$308K ﹤0.01%
11,962
+1,371
+13% +$36.9K
FLY
3081
DELISTED
Fly Leasing Limited
FLY
$306K ﹤0.01%
23,018
+524
+2% +$6.81K
MCF
3082
DELISTED
Contango Oil & Gas Co.
MCF
$305K ﹤0.01%
85,788
+5,685
+7% +$23K
NEXA icon
3083
Nexa Resources
NEXA
$1.71B
$304K ﹤0.01%
+17,373
New +$341K
HIVE
3084
DELISTED
Aerohive Networks
HIVE
$304K ﹤0.01%
75,155
+19,624
+35% +$88.2K
WHG icon
3085
Westwood Holdings Group
WHG
$186M
$301K ﹤0.01%
5,333
-884
-14% -$53.8K
SFE
3086
DELISTED
Safeguard Scientifics, Inc.
SFE
$300K ﹤0.01%
24,509
+2,139
+10% +$26K
DSPG
3087
DELISTED
DSP Group Inc
DSPG
$300K ﹤0.01%
25,444
+1,385
+6% +$17.4K
VHT icon
3088
Vanguard Health Care ETF
VHT
$18.3B
$299K ﹤0.01%
1,947
+206
+12% +$32.9K
WTBA icon
3089
West Bancorporation
WTBA
$472M
$299K ﹤0.01%
11,662
+3,270
+39% +$82.6K
BCRH
3090
DELISTED
BLUE CAPITAL REINSURANCE HOLDINGS LTD.
BCRH
$298K ﹤0.01%
+24,460
New +$292K
ATCO
3091
DELISTED
Atlas Corp.
ATCO
$296K ﹤0.01%
+44,263
New +$301K
CRNT icon
3092
Ceragon Networks
CRNT
$197M
$295K ﹤0.01%
109,736
+10,275
+10% +$25.2K
PRMW
3093
DELISTED
Primo Water Corporation
PRMW
$295K ﹤0.01%
25,216
-47,033
-65% -$584K
JPM.PRB.CL
3094
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$294K ﹤0.01%
11,265
+899
+9% +$23.7K
SEND
3095
DELISTED
SendGrid, Inc.
SEND
$294K ﹤0.01%
+10,446
New +$270K
VTRB
3096
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$294K ﹤0.01%
11,779
+995
+9% +$24.9K
EHIC
3097
DELISTED
eHi Car Services Limited
EHIC
$293K ﹤0.01%
23,497
+245
+1% +$2.95K
OTIC
3098
DELISTED
Otonomy, Inc.
OTIC
$289K ﹤0.01%
68,706
+17,383
+34% +$94.7K
PHO icon
3099
Invesco Water Resources ETF
PHO
$1.98B
$288K ﹤0.01%
9,444
-81
-0.9% -$2.48K
IWC icon
3100
iShares Micro-Cap ETF
IWC
$1.45B
$287K ﹤0.01%
2,992
-2,047
-41% -$199K
122 123
124
125 126

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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.