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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
TAC icon
3226
TransAlta
TAC
$4.25B
$214K ﹤0.01%
39,269
+2,174
+6% +$12K
BTO
3227
John Hancock Financial Opportunities Fund
BTO
$805M
$213K ﹤0.01%
5,556
-57
-1% -$2.24K
FTS icon
3228
Fortis
FTS
$29.7B
$213K ﹤0.01%
6,302
-557
-8% -$18.9K
PZN
3229
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$213K ﹤0.01%
19,135
-182
-0.9% -$2.06K
SREV
3230
DELISTED
ServiceSource International, Inc.
SREV
$213K ﹤0.01%
55,780
+12,264
+28% +$43.9K
FNWB icon
3231
First Northwest Bancorp
FNWB
$112M
$212K ﹤0.01%
12,524
+290
+2% +$4.83K
APTI
3232
DELISTED
Apptio, Inc. Class A Common Stock
APTI
$211K ﹤0.01%
+7,461
New +$200K
TOTL icon
3233
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
$210K ﹤0.01%
4,374
– –
CLPR
3234
Clipper Realty
CLPR
$46.4M
$208K ﹤0.01%
+24,529
New +$221K
LOB icon
3235
Live Oak Bancshares
LOB
$1.95B
$208K ﹤0.01%
+7,495
New +$198K
ORM
3236
DELISTED
Owens Realty Mortgage, Inc.
ORM
$207K ﹤0.01%
+14,204
New +$204K
WEYS icon
3237
Weyco Group
WEYS
$368M
$206K ﹤0.01%
+6,136
New +$194K
DHIL
3238
DELISTED
Diamond Hill
DHIL
$205K ﹤0.01%
992
-4
-0.4% -$834
NEXT icon
3239
NextDecade
NEXT
$1.7B
$205K ﹤0.01%
41,443
+8,305
+25% +$52.9K
HBCP icon
3240
Home Bancorp
HBCP
$553M
$204K ﹤0.01%
4,734
-51
-1% -$2.15K
CECO icon
3241
Ceco Environmental
CECO
$4.31B
$202K ﹤0.01%
45,361
+33,290
+276% +$156K
IMH
3242
DELISTED
Impac Mortgage Holdings Inc.
IMH
$202K ﹤0.01%
+25,604
New +$235K
AQMS icon
3243
Aqua Metals
AQMS
$9.78M
$201K ﹤0.01%
387
+280
+262% +$128K
TRTX
3244
TPG RE Finance Trust
TRTX
$662M
$200K ﹤0.01%
+10,067
New +$192K
BOJA
3245
DELISTED
Bojangles', Inc. Common Stock
BOJA
$200K ﹤0.01%
14,420
-5,909
-29% -$76K
TCRT icon
3246
Alaunos Therapeutics
TCRT
$4.71M
$193K ﹤0.01%
328
-1,003
-75% -$625K
QTNA
3247
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$193K ﹤0.01%
+14,090
New +$196K
SNNA
3248
DELISTED
Sienna Biopharmaceuticals, Inc.
SNNA
$191K ﹤0.01%
10,197
-1,399
-12% -$24.5K
GAIN icon
3249
Gladstone Investment Corp
GAIN
$648M
$189K ﹤0.01%
18,686
-6
-0% -$63
ECVT icon
3250
Ecovyst
ECVT
$1.34B
$186K ﹤0.01%
+13,348
New +$200K
128 129
130
131 132

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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
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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.