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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
GPK icon
1951
Graphic Packaging
GPK
$3.35B
$3.14M ﹤0.01%
204,295
-13,854
-6% -$216K
HPP
1952
Hudson Pacific Properties
HPP
$758M
$3.12M ﹤0.01%
13,709
+1,365
+11% +$304K
RTEC
1953
DELISTED
Rudolph Technologies Inc
RTEC
$3.12M ﹤0.01%
112,697
+25,390
+29% +$682K
LXFT
1954
DELISTED
Luxoft Holding, Inc.
LXFT
$3.12M ﹤0.01%
76,238
-15,654
-17% -$777K
ALG icon
1955
Alamo Group
ALG
$1.91B
$3.12M ﹤0.01%
28,373
+1,448
+5% +$164K
BUSE icon
1956
First Busey Corp
BUSE
$2.6B
$3.12M ﹤0.01%
104,818
+2,399
+2% +$73.9K
HRTX icon
1957
Heron Therapeutics
HRTX
$93.4M
$3.1M ﹤0.01%
112,482
+56,643
+101% +$1.28M
QTWO icon
1958
Q2 Holdings
QTWO
$3.78B
$3.1M ﹤0.01%
68,053
-28,714
-30% -$1.24M
LPSN icon
1959
LivePerson
LPSN
$22M
$3.09M ﹤0.01%
12,609
+646
+5% +$129K
TIER
1960
DELISTED
TIER REIT, Inc.
TIER
$3.09M ﹤0.01%
167,292
-15,036
-8% -$286K
BANC icon
1961
Banc of California
BANC
$2.87B
$3.09M ﹤0.01%
160,090
-5,014
-3% -$102K
YELL
1962
DELISTED
Yellow Corporation Common Stock
YELL
$3.09M ﹤0.01%
349,492
+14,568
+4% +$172K
UA icon
1963
Under Armour Class C
UA
$2.95B
$3.08M ﹤0.01%
214,377
-7,194
-3% -$101K
UE icon
1964
Urban Edge Properties
UE
$2.9B
$3.06M ﹤0.01%
143,504
-25,472
-15% -$571K
CAC icon
1965
Camden National
CAC
$988M
$3.06M ﹤0.01%
68,641
+6,398
+10% +$277K
TVTY
1966
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$3.05M ﹤0.01%
76,943
+891
+1% +$34.6K
JRI icon
1967
Nuveen Real Asset Income & Growth Fund
JRI
$350M
$3.04M ﹤0.01%
187,315
+64,921
+53% +$1.1M
NRE
1968
DELISTED
NorthStar Realty Europe Corp.
NRE
$3.04M ﹤0.01%
233,331
+50,547
+28% +$594K
NHC icon
1969
National Healthcare
NHC
$3.57B
$3.03M ﹤0.01%
50,817
+23,622
+87% +$1.45M
AHT
1970
Ashford Hospitality Trust
AHT
$20.8M
$3.03M ﹤0.01%
475
+1
+0.2% +$6.25K
MATV icon
1971
Mativ Holdings
MATV
$479M
$3.02M ﹤0.01%
77,158
-1,956
-2% -$82.8K
REX icon
1972
REX American Resources
REX
$1.39B
$3.02M ﹤0.01%
248,958
+57,222
+30% +$781K
CBB
1973
DELISTED
Cincinnati Bell Inc.
CBB
$3.02M ﹤0.01%
218,019
-47,289
-18% -$767K
ISBC
1974
DELISTED
Investors Bancorp, Inc.
ISBC
$3.02M ﹤0.01%
221,322
-69,116
-24% -$958K
TU icon
1975
Telus
TU
$17.4B
$3.02M ﹤0.01%
171,696
+16,206
+10% +$296K
77 78
79
80 81

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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.