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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
UPL
2676
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$849K ﹤0.01%
203,550
-46,847
-19% -$274K
EHTH icon
2677
eHealth
EHTH
$43.2M
$848K ﹤0.01%
59,260
-18,640
-24% -$307K
CBI
2678
DELISTED
Chicago Bridge & Iron Nv
CBI
$848K ﹤0.01%
58,897
+541
+0.9% +$9.89K
SBSW icon
2679
Sibanye-Stillwater
SBSW
$5.93B
$843K ﹤0.01%
219,662
+53,824
+32% +$233K
XPRO icon
2680
Expro Ltd
XPRO
$1.75B
$843K ﹤0.01%
25,885
-23,522
-48% -$910K
LQDT icon
2681
Liquidity Services
LQDT
$1.23B
$841K ﹤0.01%
129,362
-300
-0.2% -$1.9K
ELP
2682
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$840K ﹤0.01%
267,253
-74,650
-22% -$229K
HZN
2683
DELISTED
Horizon Global Corporation
HZN
$836K ﹤0.01%
101,495
+22,000
+28% +$220K
VSI
2684
DELISTED
Vitamin Shoppe Inc.
VSI
$834K ﹤0.01%
191,791
+1,837
+1% +$8.01K
SRG
2685
Seritage Growth Properties
SRG
$129M
$831K ﹤0.01%
23,364
-299
-1% -$11.6K
CTRL
2686
DELISTED
Control4 Corporation
CTRL
$831K ﹤0.01%
38,709
+16,543
+75% +$443K
IAU icon
2687
iShares Gold Trust
IAU
$62.5B
$818K ﹤0.01%
+32,148
New +$821K
ZEUS
2688
DELISTED
Olympic Steel
ZEUS
$817K ﹤0.01%
39,856
-8,869
-18% -$202K
OMN
2689
DELISTED
OMNOVA Solutions Inc.
OMN
$814K ﹤0.01%
77,506
-35,965
-32% -$376K
TBHC
2690
DELISTED
The Brand House Collective
TBHC
$813K ﹤0.01%
83,898
-11,028
-12% -$116K
OLP
2691
One Liberty Properties
OLP
$547M
$811K ﹤0.01%
36,687
+1,054
+3% +$25.1K
CYBR
2692
DELISTED
CyberArk
CYBR
$809K ﹤0.01%
15,848
+105
+0.7% +$4.88K
REV
2693
DELISTED
Revlon, Inc.
REV
$807K ﹤0.01%
39,162
-5,076
-11% -$109K
GOLF icon
2694
Acushnet Holdings
GOLF
$6.05B
$802K ﹤0.01%
34,752
+7,323
+27% +$159K
QCRH icon
2695
QCR Holdings
QCRH
$1.69B
$802K ﹤0.01%
17,877
+10,239
+134% +$457K
AAIC
2696
DELISTED
Arlington Asset Investment Corp.
AAIC
$798K ﹤0.01%
72,270
-2,225
-3% -$25.2K
BMTC
2697
DELISTED
Bryn Mawr Bank Corp
BMTC
$796K ﹤0.01%
18,122
+2,333
+15% +$105K
HDSN
2698
Hudson Technologies
HDSN
$259M
$794K ﹤0.01%
160,752
+14,171
+10% +$83.5K
SBCF icon
2699
Seacoast Banking Corp of Florida
SBCF
$3.27B
$793K ﹤0.01%
29,942
+11,768
+65% +$311K
HTB
2700
HomeTrust Bancshares
HTB
$856M
$793K ﹤0.01%
30,458
-3,286
-10% -$86K
106 107
108
109 110

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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.