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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
BGB
1626
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$4.88M ﹤0.01%
307,639
-109,308
-26% -$1.73M
MLKN icon
1627
MillerKnoll
MLKN
$1.61B
$4.88M ﹤0.01%
152,897
+16,579
+12% +$628K
VISN
1628
Vistance Networks Inc
VISN
$2.67B
$4.88M ﹤0.01%
121,982
+705
+0.6% +$27.5K
EEFT icon
1629
Euronet Worldwide
EEFT
$3.15B
$4.88M ﹤0.01%
61,782
-10,103
-14% -$889K
IIIN icon
1630
Insteel Industries
IIIN
$631M
$4.88M ﹤0.01%
176,443
+76,047
+76% +$2.27M
AWI icon
1631
Armstrong World Industries
AWI
$7.55B
$4.87M ﹤0.01%
86,416
-50,858
-37% -$3.08M
PSB
1632
DELISTED
PS Business Parks, Inc.
PSB
$4.86M ﹤0.01%
43,001
-260
-0.6% -$29.9K
VIPS icon
1633
Vipshop
VIPS
$7.13B
$4.85M ﹤0.01%
291,766
+38,253
+15% +$632K
EXAS
1634
DELISTED
Exact Sciences
EXAS
$4.85M ﹤0.01%
120,180
-24,305
-17% -$1.19M
DMB
1635
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$4.85M ﹤0.01%
394,283
+77,049
+24% +$962K
SBRA icon
1636
Sabra Healthcare REIT
SBRA
$5.61B
$4.84M ﹤0.01%
274,179
-33,403
-11% -$589K
COHR icon
1637
Coherent
COHR
$47.6B
$4.83M ﹤0.01%
118,080
-26,889
-19% -$1.16M
INVA icon
1638
Innoviva
INVA
$1.61B
$4.82M ﹤0.01%
288,857
-1,124
-0.4% -$17.3K
GIII icon
1639
G-III Apparel Group
GIII
$1.55B
$4.81M ﹤0.01%
127,729
-15,571
-11% -$578K
ARI
1640
Apollo Commercial Real Estate
ARI
$881M
$4.8M ﹤0.01%
267,265
+11,815
+5% +$216K
ODP
1641
DELISTED
ODP
ODP
$4.8M ﹤0.01%
223,303
+24,381
+12% +$719K
NVRI icon
1642
Enviri
NVRI
$623M
$4.78M ﹤0.01%
231,666
-88,755
-28% -$1.7M
BTU icon
1643
Peabody Energy
BTU
$2.83B
$4.78M ﹤0.01%
130,880
+31,682
+32% +$1.26M
UFPI icon
1644
UFP Industries
UFPI
$5.14B
$4.78M ﹤0.01%
147,210
+23,251
+19% +$825K
WBS icon
1645
Webster Financial
WBS
$12.5B
$4.78M ﹤0.01%
86,236
-2,955
-3% -$167K
IONS icon
1646
Ionis Pharmaceuticals
IONS
$9.14B
$4.78M ﹤0.01%
108,325
+6,289
+6% +$320K
VRTU
1647
DELISTED
Virtusa Corporation
VRTU
$4.77M ﹤0.01%
98,339
-20,747
-17% -$989K
AR icon
1648
Antero Resources
AR
$10.5B
$4.76M ﹤0.01%
239,734
+104,292
+77% +$2.02M
ARCB icon
1649
ArcBest
ARCB
$3.33B
$4.74M ﹤0.01%
148,021
-8,750
-6% -$305K
EPAC icon
1650
Enerpac Tool Group
EPAC
$1.9B
$4.74M ﹤0.01%
203,901
-13,733
-6% -$331K
64 65
66
67 68

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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.