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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
LSCC icon
2976
Lattice Semiconductor
LSCC
$16.5B
$404K ﹤0.01%
72,565
+23,983
+49% +$146K
CARG icon
2977
CarGurus
CARG
$3.27B
$403K ﹤0.01%
10,474
– –
OCUL icon
2978
Ocular Therapeutix
OCUL
$1.83B
$400K ﹤0.01%
61,474
+24,576
+67% +$138K
PSA.PRB
2979
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
$399K ﹤0.01%
15,815
+7,001
+79% +$176K
TUES
2980
DELISTED
Tuesday Morning Corp
TUES
$399K ﹤0.01%
101,037
-75,190
-43% -$244K
SPP
2981
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$398K ﹤0.01%
63,126
– –
PBCTP
2982
DELISTED
People's United Financial, Inc. Perpetual Preferred Series A Fixed-to-floating Rate
PBCTP
$396K ﹤0.01%
15,148
+5,917
+64% +$157K
AMNB
2983
DELISTED
American National Bankshares Inc
AMNB
$396K ﹤0.01%
10,537
+1,062
+11% +$40.2K
AC
2984
DELISTED
Associated Capital Group
AC
$394K ﹤0.01%
10,569
+3,385
+47% +$120K
WFC.PRY icon
2985
Wells Fargo & Co
WFC.PRY
$612M
$394K ﹤0.01%
+15,747
New +$396K
ABTX
2986
DELISTED
Allegiance Bancshares
ABTX
$394K ﹤0.01%
10,062
+356
+4% +$14K
CRCM
2987
DELISTED
CARE.COM, INC.
CRCM
$394K ﹤0.01%
24,244
-13
-0.1% -$238
CNR
2988
DELISTED
Cornerstone Building Brands, Inc.
CNR
$393K ﹤0.01%
22,219
+1,000
+5% +$17.6K
SCIJ
2989
DELISTED
Global X Scientific Beta Japan ETF
SCIJ
$393K ﹤0.01%
12,553
+3,091
+33% +$98.5K
ICLN icon
2990
iShares Global Clean Energy ETF
ICLN
$2.27B
$392K ﹤0.01%
+41,130
New +$389K
TY icon
2991
TRI-Continental Corp
TY
$1.85B
$392K ﹤0.01%
14,891
-1,062
-7% -$28.8K
WFC.PRX
2992
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
$392K ﹤0.01%
15,767
+5,971
+61% +$149K
INAP
2993
DELISTED
Internap Corporation
INAP
$392K ﹤0.01%
35,677
+14,125
+66% +$198K
HCC icon
2994
Warrior Met Coal
HCC
$4.19B
$390K ﹤0.01%
+13,906
New +$403K
MSBI icon
2995
Midland States Bancorp
MSBI
$709M
$388K ﹤0.01%
12,286
-271
-2% -$8.71K
C.PRL.CL
2996
DELISTED
Citigroup Inc.
C.PRL.CL
$388K ﹤0.01%
14,786
+1,120
+8% +$29.4K
GBLI icon
2997
Global Indemnity Group
GBLI
$399M
$387K ﹤0.01%
11,205
-422
-4% -$16.5K
GPJA
2998
Georgia Power Company Series 2017A 5.00% Junior Subordinated Notes due Oct 1 2077
GPJA
$226M
$386K ﹤0.01%
15,720
+1,036
+7% +$25.2K
AFGH
2999
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$386K ﹤0.01%
14,862
+1,433
+11% +$36.9K
AVHI
3000
DELISTED
A V Homes, Inc.
AVHI
$386K ﹤0.01%
20,789
+1,777
+9% +$31.3K
118 119
120
121 122

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.