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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
KIM.PRJ.CL
3026
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$358K ﹤0.01%
15,359
+1,250
+9% +$29.9K
BBSI icon
3027
Barrett Business Services
BBSI
$995M
$357K ﹤0.01%
+17,252
New +$314K
EBSB
3028
DELISTED
Meridian Bancorp, Inc.
EBSB
$355K ﹤0.01%
17,630
+416
+2% +$8.55K
TTPH
3029
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$355K ﹤0.01%
5,790
+1,553
+37% +$136K
PGH
3030
DELISTED
Pengrowth Energy Corporation
PGH
$353K ﹤0.01%
552,976
– –
PGZ
3031
Principal Real Estate Income Fund
PGZ
$69.1M
$352K ﹤0.01%
21,033
-3,241
-13% -$54.5K
RA
3032
Brookfield Real Assets Income Fund
RA
$704M
$351K ﹤0.01%
16,109
-182,190
-92% -$4.12M
WOW
3033
DELISTED
WideOpenWest
WOW
$348K ﹤0.01%
+48,740
New +$469K
NXP icon
3034
Nuveen Select Tax-Free Income Portfolio
NXP
$897M
$346K ﹤0.01%
24,701
-2,202
-8% -$31.2K
BKCC
3035
DELISTED
BlackRock Capital Investment Corporation
BKCC
$346K ﹤0.01%
57,425
-580
-1% -$3.41K
OTE
3036
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$344K ﹤0.01%
50,906
-210
-0.4% -$1.42K
PSA.PRD
3037
DELISTED
Public Storage
PSA.PRD
$342K ﹤0.01%
14,417
+1,263
+10% +$30K
BSET icon
3038
Bassett Furniture
BSET
$169M
$341K ﹤0.01%
11,251
+2,243
+25% +$76.2K
FBK icon
3039
FB Financial Corp
FBK
$2.94B
$341K ﹤0.01%
8,397
+3,280
+64% +$137K
ELF icon
3040
e.l.f. Beauty
ELF
$4.95B
$340K ﹤0.01%
17,552
-12,855
-42% -$255K
FFWM
3041
DELISTED
First Foundation Inc
FFWM
$340K ﹤0.01%
18,356
-4,527
-20% -$84.8K
MPAA icon
3042
Motorcar Parts of America
MPAA
$264M
$340K ﹤0.01%
15,854
+363
+2% +$8.81K
IBA
3043
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$340K ﹤0.01%
5,487
-17
-0.3% -$1.02K
OEC icon
3044
Orion
OEC
$379M
$338K ﹤0.01%
12,454
-839
-6% -$23.4K
FPE icon
3045
First Trust Preferred Securities and Income ETF
FPE
$6.32B
$337K ﹤0.01%
+17,315
New +$342K
HOV icon
3046
Hovnanian Enterprises
HOV
$782M
$336K ﹤0.01%
7,337
+3,107
+73% +$179K
ACIA
3047
DELISTED
Acacia Communications Inc
ACIA
$336K ﹤0.01%
8,734
+2,100
+32% +$82.7K
GABC icon
3048
German American Bancorp
GABC
$1.83B
$335K ﹤0.01%
10,051
-210
-2% -$7.28K
FITB.PRI
3049
Fifth Third Bancorp Depositary Shares 6.625% Fixed-to-Floating Rate Preferred Stock Series I
FITB.PRI
$456M
$333K ﹤0.01%
11,437
+3,383
+42% +$96.1K
CETV
3050
DELISTED
Central European Media Enterprises Ltd
CETV
$333K ﹤0.01%
79,368
+1,211
+2% +$5.48K
120 121
122
123 124

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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.