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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
FWRD icon
1726
Forward Air
FWRD
$457M
$4.27M ﹤0.01%
80,804
-427
-0.5% -$24.3K
SP
1727
DELISTED
SP Plus Corporation
SP
$4.27M ﹤0.01%
119,838
+2,349
+2% +$88K
HR icon
1728
Healthcare Realty
HR
$7.56B
$4.25M ﹤0.01%
160,800
+11,650
+8% +$310K
TSRO
1729
DELISTED
TESARO, Inc.
TSRO
$4.25M ﹤0.01%
74,411
+41,824
+128% +$2.69M
PAHC icon
1730
Phibro Animal Health
PAHC
$1.48B
$4.25M ﹤0.01%
107,042
+51,222
+92% +$1.9M
RYAM icon
1731
Rayonier Advanced Materials
RYAM
$569M
$4.25M ﹤0.01%
197,895
-45,829
-19% -$897K
MMT
1732
Aberdeen Multi-Market Income Fund
MMT
$237M
$4.25M ﹤0.01%
736,073
+21,691
+3% +$127K
ANDE icon
1733
Andersons Inc
ANDE
$2.42B
$4.22M ﹤0.01%
127,383
+17,671
+16% +$599K
TNC icon
1734
Tennant Co
TNC
$1.45B
$4.21M ﹤0.01%
62,139
+5,921
+11% +$402K
NBTB icon
1735
NBT Bancorp
NBTB
$2.82B
$4.21M ﹤0.01%
118,539
+9,862
+9% +$361K
BGG
1736
DELISTED
Briggs & Stratton Corp.
BGG
$4.21M ﹤0.01%
196,415
+28,151
+17% +$657K
ENS icon
1737
EnerSys
ENS
$6.54B
$4.2M ﹤0.01%
60,604
+1,756
+3% +$125K
BLDR icon
1738
Builders FirstSource
BLDR
$7.42B
$4.2M ﹤0.01%
211,819
+34,602
+20% +$733K
OFIX icon
1739
Orthofix Medical
OFIX
$485M
$4.2M ﹤0.01%
71,474
+14,039
+24% +$786K
APLE icon
1740
Apple Hospitality REIT
APLE
$3.97B
$4.2M ﹤0.01%
238,974
-81,649
-25% -$1.5M
APEI icon
1741
American Public Education
APEI
$939M
$4.19M ﹤0.01%
97,461
+15,330
+19% +$470K
GDDY icon
1742
GoDaddy
GDDY
$13.7B
$4.18M ﹤0.01%
68,068
+5,828
+9% +$330K
CADE
1743
DELISTED
Cadence Bank
CADE
$4.18M ﹤0.01%
131,433
+2,680
+2% +$88.2K
ORBK
1744
DELISTED
Orbotech Ltd
ORBK
$4.18M ﹤0.01%
67,207
-488
-0.7% -$26.8K
PGRE
1745
DELISTED
Paramount Group
PGRE
$4.18M ﹤0.01%
293,301
+60,551
+26% +$883K
UPBD icon
1746
Upbound Group
UPBD
$1.23B
$4.17M ﹤0.01%
483,772
-59,861
-11% -$575K
NJR icon
1747
New Jersey Resources
NJR
$6.04B
$4.17M ﹤0.01%
104,014
-16,691
-14% -$650K
CLF icon
1748
Cleveland-Cliffs
CLF
$6.37B
$4.17M ﹤0.01%
599,963
-381,811
-39% -$2.86M
AIMC
1749
DELISTED
Altra Industrial Motion Corp
AIMC
$4.16M ﹤0.01%
90,602
+11,158
+14% +$536K
INVX
1750
Innovex International
INVX
$1.8B
$4.16M ﹤0.01%
92,873
+3,176
+4% +$155K
68 69
70
71 72

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AF
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MCM
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PSUF
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IA
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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.