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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
ATTO
3251
DELISTED
Atento S.A.
ATTO
$186K ﹤0.01%
4,753
-46
-1% -$2.21K
NWPX icon
3252
NWPX Infrastructure Inc
NWPX
$1.2B
$185K ﹤0.01%
10,702
-4,208
-28% -$81.1K
FRTA
3253
DELISTED
Forterra, Inc
FRTA
$185K ﹤0.01%
+22,236
New +$190K
CWCO icon
3254
Consolidated Water Co
CWCO
$473M
$183K ﹤0.01%
12,596
+64
+0.5% +$845
ORC
3255
Orchid Island Capital
ORC
$1.3B
$183K ﹤0.01%
4,962
-7,401
-60% -$285K
VICI icon
3256
VICI Properties
VICI
$29.6B
$183K ﹤0.01%
+10,004
New +$196K
RCM
3257
DELISTED
R1 RCM Inc. Common Stock
RCM
$183K ﹤0.01%
+25,609
New +$144K
NCSM icon
3258
NCS Multistage Holdings
NCSM
$121M
$182K ﹤0.01%
+606
New +$198K
ORGO icon
3259
Organogenesis Holdings
ORGO
$332M
$180K ﹤0.01%
+18,000
New +$179K
ONDK
3260
DELISTED
On Deck Capital, Inc.
ONDK
$180K ﹤0.01%
32,135
+1,532
+5% +$7.79K
GOGO icon
3261
Gogo Inc
GOGO
$546M
$175K ﹤0.01%
20,318
-2,730
-12% -$26.3K
GERN icon
3262
Geron
GERN
$949M
$174K ﹤0.01%
41,052
+8,767
+27% +$23.7K
GORO icon
3263
Goldgroup Mining Inc.
GORO
$155M
$174K ﹤0.01%
38,651
-67,832
-64% -$305K
SIEN
3264
DELISTED
Sientra, Inc.
SIEN
$172K ﹤0.01%
1,783
-364
-17% -$40.2K
PLUG icon
3265
Plug Power
PLUG
$2.86B
$171K ﹤0.01%
90,485
-101,129
-53% -$204K
SQBG
3266
DELISTED
Sequential Brands Group, Inc.
SQBG
$171K ﹤0.01%
2,052
+1,233
+151% +$96.5K
CDXS icon
3267
Codexis
CDXS
$138M
$168K ﹤0.01%
15,266
+341
+2% +$3.27K
EGIO
3268
DELISTED
Edgio, Inc. Common Stock
EGIO
$168K ﹤0.01%
1,022
+25
+3% +$4.26K
QUOT
3269
DELISTED
Quotient Technology Inc
QUOT
$167K ﹤0.01%
12,717
+2,116
+20% +$26.8K
VWTR
3270
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$166K ﹤0.01%
14,468
-25,406
-64% -$312K
AKBA icon
3271
Akebia Therapeutics
AKBA
$341M
$165K ﹤0.01%
17,364
-78,100
-82% -$1.09M
RMT
3272
Royce Micro-Cap Trust
RMT
$731M
$164K ﹤0.01%
17,515
+2,463
+16% +$23.4K
SMS
3273
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$164K ﹤0.01%
14,806
+1,217
+9% +$13.5K
CCO icon
3274
Clear Channel Outdoor Holdings
CCO
$1.23B
$163K ﹤0.01%
33,207
-6,443
-16% -$31.3K
KEG
3275
DELISTED
Key Energy Services, Inc. Common Stock
KEG
$163K ﹤0.01%
+13,905
New +$198K
129 130
131
132 133

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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.