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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
PB icon
1301
Prosperity Bancshares
PB
$8.82B
$7.54M 0.01%
103,872
+1,215
+1% +$91.1K
PRGS icon
1302
Progress Software
PRGS
$1.66B
$7.54M 0.01%
196,023
+11,638
+6% +$533K
MBT
1303
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$7.53M 0.01%
660,958
+172,489
+35% +$2.01M
TGI
1304
DELISTED
Triumph Group
TGI
$7.51M 0.01%
298,160
+41,530
+16% +$1.13M
WPG
1305
DELISTED
Washington Prime Group Inc.
WPG
$7.5M 0.01%
125,028
+10,174
+9% +$595K
LAMR icon
1306
Lamar Advertising Co
LAMR
$16.5B
$7.47M 0.01%
117,387
+503
+0.4% +$34.6K
RAD
1307
DELISTED
Rite Aid Corporation
RAD
$7.43M 0.01%
221,226
+70,783
+47% +$2.8M
DO
1308
DELISTED
Diamond Offshore Drilling
DO
$7.43M 0.01%
506,749
+3,108
+0.6% +$51.3K
CZR icon
1309
Caesars Entertainment
CZR
$6.1B
$7.42M 0.01%
224,897
+26,602
+13% +$891K
RH icon
1310
RH
RH
$3.36B
$7.38M 0.01%
77,486
-6,007
-7% -$533K
MSCC
1311
DELISTED
Microsemi Corp
MSCC
$7.37M 0.01%
113,852
+5,329
+5% +$329K
BTZ icon
1312
BlackRock Credit Allocation Income Trust
BTZ
$933M
$7.37M 0.01%
581,387
+22,060
+4% +$283K
JJSF icon
1313
J&J Snack Foods
JJSF
$1.49B
$7.36M 0.01%
53,890
+94
+0.2% +$13.2K
HUBS icon
1314
HubSpot
HUBS
$12.2B
$7.34M 0.01%
67,750
+20,055
+42% +$2.09M
ACC
1315
DELISTED
American Campus Communities, Inc.
ACC
$7.33M 0.01%
189,910
+29,458
+18% +$1.11M
HA
1316
DELISTED
Hawaiian Holdings, Inc.
HA
$7.33M 0.01%
189,296
+20,890
+12% +$780K
FTNT icon
1317
Fortinet
FTNT
$110B
$7.31M 0.01%
682,150
+23,310
+4% +$227K
GGB icon
1318
Gerdau
GGB
$9.72B
$7.3M 0.01%
1,972,786
-961,663
-33% -$3.53M
CNK icon
1319
Cinemark Holdings
CNK
$4.09B
$7.29M 0.01%
193,654
+51,624
+36% +$1.96M
ELS icon
1320
Equity Lifestyle Properties
ELS
$12.8B
$7.29M 0.01%
166,224
-12,004
-7% -$511K
TXRH icon
1321
Texas Roadhouse
TXRH
$13.5B
$7.29M 0.01%
126,194
+15,658
+14% +$900K
RAMP icon
1322
LiveRamp
RAMP
$2.29B
$7.28M 0.01%
320,642
+84,556
+36% +$2.42M
CRI icon
1323
Carter's
CRI
$1.45B
$7.28M 0.01%
69,943
+266
+0.4% +$30.9K
GLIBA
1324
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$7.23M 0.01%
+136,773
New +$7.17M
MSM icon
1325
MSC Industrial Direct
MSM
$6.97B
$7.23M 0.01%
78,811
-7,096
-8% -$656K
51 52
53
54 55

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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.