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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
TBBK icon
1701
The Bancorp
TBBK
$2.82B
$4.47M ﹤0.01%
413,892
-23,676
-5% -$253K
PTEN icon
1702
Patterson-UTI
PTEN
$3.56B
$4.47M ﹤0.01%
255,042
-3,951
-2% -$82.5K
OLN icon
1703
Olin
OLN
$2.47B
$4.46M ﹤0.01%
146,843
+817
+0.6% +$27.8K
NTCT icon
1704
NETSCOUT
NTCT
$2.83B
$4.46M ﹤0.01%
169,165
+21,634
+15% +$588K
AGRO icon
1705
Adecoagro
AGRO
$1.41B
$4.46M ﹤0.01%
592,407
-18,204
-3% -$167K
STRA icon
1706
Strategic Education
STRA
$1.96B
$4.44M ﹤0.01%
43,953
-3,651
-8% -$346K
EPAY
1707
DELISTED
Bottomline Technologies Inc
EPAY
$4.44M ﹤0.01%
114,483
+11,489
+11% +$428K
VSAT icon
1708
Viasat
VSAT
$9.74B
$4.42M ﹤0.01%
67,223
+2,739
+4% +$200K
EIG icon
1709
Employers Holdings
EIG
$909M
$4.4M ﹤0.01%
108,812
-3,618
-3% -$150K
ESNT icon
1710
Essent Group
ESNT
$6.3B
$4.39M ﹤0.01%
103,063
-16,417
-14% -$745K
CNR
1711
Core Natural Resources Inc
CNR
$3.93B
$4.39M ﹤0.01%
151,384
+55,682
+58% +$1.79M
WNS
1712
DELISTED
WNS Holdings
WNS
$4.36M ﹤0.01%
96,255
+29,018
+43% +$1.27M
HOMB icon
1713
Home BancShares
HOMB
$6.32B
$4.36M ﹤0.01%
190,993
+53,855
+39% +$1.29M
CALD
1714
DELISTED
Callidus Software, Inc.
CALD
$4.35M ﹤0.01%
121,025
-223,447
-65% -$7.63M
SCL icon
1715
Stepan Co
SCL
$1.45B
$4.34M ﹤0.01%
52,198
+3,504
+7% +$278K
AERI
1716
DELISTED
Aerie Pharmaceuticals
AERI
$4.34M ﹤0.01%
79,918
-3,698
-4% -$207K
EZPW icon
1717
Ezcorp Inc
EZPW
$1.8B
$4.33M ﹤0.01%
328,012
-31,864
-9% -$407K
CNNE icon
1718
Cannae Holdings
CNNE
$658M
$4.33M ﹤0.01%
229,510
-28,079
-11% -$504K
KND
1719
DELISTED
Kindred Healthcare
KND
$4.33M ﹤0.01%
472,746
-23,225
-5% -$215K
VIVO
1720
DELISTED
Meridian Bioscience Inc
VIVO
$4.32M ﹤0.01%
304,342
+86,446
+40% +$1.28M
BND icon
1721
Vanguard Total Bond Market
BND
$158B
$4.31M ﹤0.01%
53,966
+668
+1% +$53.5K
BCPC
1722
Balchem Corp
BCPC
$5.28B
$4.31M ﹤0.01%
52,765
+3,138
+6% +$247K
CONE
1723
DELISTED
CyrusOne Inc Common Stock
CONE
$4.31M ﹤0.01%
84,250
-43,039
-34% -$2.3M
JBGS
1724
JBG SMITH
JBGS
$859M
$4.3M ﹤0.01%
127,602
-72,348
-36% -$2.4M
CHCO icon
1725
City Holding Co
CHCO
$2.06B
$4.29M ﹤0.01%
62,610
+283
+0.5% +$19.6K
67 68
69
70 71

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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.