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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
LDL
2426
DELISTED
Lydall, Inc.
LDL
$1.45M ﹤0.01%
30,140
+8,130
+37% +$390K
NVCR icon
2427
NovoCure
NVCR
$1.89B
$1.45M ﹤0.01%
66,386
-33,542
-34% -$721K
SMHI icon
2428
SEACOR Marine Holdings
SMHI
$216M
$1.44M ﹤0.01%
75,826
+943
+1% +$15K
SNCR
2429
DELISTED
Synchronoss Technologies
SNCR
$1.44M ﹤0.01%
15,154
+5,970
+65% +$490K
EMB icon
2430
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.44M ﹤0.01%
12,739
+74
+0.6% +$8.4K
CDR
2431
DELISTED
Cedar Realty Trust, Inc
CDR
$1.44M ﹤0.01%
55,273
-19,597
-26% -$591K
KNM
2432
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.44M ﹤0.01%
28,626
-2,986
-9% -$150K
P
2433
DELISTED
Pandora Media Inc
P
$1.44M ﹤0.01%
285,495
+192,343
+206% +$919K
FLWS icon
2434
1-800-Flowers.com
FLWS
$254M
$1.43M ﹤0.01%
121,264
+58,632
+94% +$682K
THFF icon
2435
First Financial Corp
THFF
$950M
$1.43M ﹤0.01%
34,393
+3,135
+10% +$141K
MNTA
2436
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.43M ﹤0.01%
78,837
+10,653
+16% +$178K
CENT icon
2437
Central Garden & Pet Co
CENT
$2.78B
$1.43M ﹤0.01%
41,508
-270
-0.6% -$8.53K
GTHX
2438
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$1.42M ﹤0.01%
+38,374
New +$1.02M
ZGNX
2439
DELISTED
Zogenix, Inc.
ZGNX
$1.42M ﹤0.01%
35,478
-906
-2% -$35.9K
INF
2440
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$1.42M ﹤0.01%
120,999
+38,197
+46% +$479K
RBCAA icon
2441
Republic Bancorp
RBCAA
$1.97B
$1.42M ﹤0.01%
36,950
+5,284
+17% +$206K
TITN icon
2442
Titan Machinery
TITN
$458M
$1.41M ﹤0.01%
60,016
+1,424
+2% +$29.8K
HMHC
2443
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.41M ﹤0.01%
203,525
+59,033
+41% +$467K
ARD
2444
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$1.41M ﹤0.01%
75,715
+51,329
+210% +$991K
OPP
2445
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.41M ﹤0.01%
80,196
+60,383
+305% +$1.08M
AMPH icon
2446
Amphastar Pharmaceuticals
AMPH
$888M
$1.41M ﹤0.01%
75,132
+3,950
+6% +$74.3K
HALO icon
2447
Halozyme
HALO
$9.9B
$1.41M ﹤0.01%
71,900
-34,248
-32% -$663K
VDE icon
2448
Vanguard Energy ETF
VDE
$9.72B
$1.41M ﹤0.01%
15,255
+258
+2% +$25K
IWO icon
2449
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.4M ﹤0.01%
7,341
+116
+2% +$22.3K
AVYA
2450
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$1.4M ﹤0.01%
+62,350
New +$1.33M
96 97
98
99 100

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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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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.