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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
MSGS icon
1351
Madison Square Garden
MSGS
$9.58B
$6.97M 0.01%
39,780
+1,606
+4% +$260K
LGIH icon
1352
LGI Homes
LGIH
$1.43B
$6.97M 0.01%
98,801
+312
+0.3% +$21.1K
DIN icon
1353
Dine Brands
DIN
$458M
$6.97M 0.01%
106,292
+10,995
+12% +$672K
TCBI icon
1354
Texas Capital Bancshares
TCBI
$4.29B
$6.96M 0.01%
77,438
+14,400
+23% +$1.35M
AWR icon
1355
American States Water
AWR
$3.45B
$6.96M 0.01%
131,086
+37,585
+40% +$2.03M
CHS
1356
DELISTED
Chicos FAS, Inc.
CHS
$6.95M 0.01%
768,977
+157,631
+26% +$1.46M
CONN
1357
DELISTED
Conn's Inc.
CONN
$6.95M 0.01%
204,373
-38,772
-16% -$1.29M
BCE icon
1358
BCE
BCE
$20.3B
$6.94M 0.01%
161,238
-257,079
-61% -$11.6M
PDM
1359
Piedmont Realty Trust
PDM
$1.2B
$6.94M 0.01%
394,307
-63,337
-14% -$1.17M
AHL
1360
DELISTED
ASPEN Insurance Holding Limited
AHL
$6.92M 0.01%
154,197
+5,148
+3% +$202K
SHO icon
1361
Sunstone Hotel Investors
SHO
$2.19B
$6.9M 0.01%
453,144
-30,468
-6% -$478K
MMSI icon
1362
Merit Medical Systems
MMSI
$4.67B
$6.88M 0.01%
151,670
+17,494
+13% +$792K
HIBB
1363
DELISTED
Hibbett, Inc. Common Stock
HIBB
$6.88M 0.01%
287,115
+23,524
+9% +$559K
SAIC icon
1364
Saic
SAIC
$5.14B
$6.85M 0.01%
86,931
-2,384
-3% -$180K
ALGT icon
1365
Allegiant Air
ALGT
$2.73B
$6.85M 0.01%
39,678
+3,459
+10% +$572K
DNKN
1366
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$6.83M 0.01%
114,435
-2,524
-2% -$157K
JAZZ icon
1367
Jazz Pharmaceuticals
JAZZ
$16.1B
$6.82M 0.01%
45,176
+7,374
+20% +$1.08M
LSI
1368
DELISTED
Life Storage, Inc.
LSI
$6.81M 0.01%
122,327
-1,366
-1% -$74.6K
SJR
1369
DELISTED
Shaw Communications Inc.
SJR
$6.78M 0.01%
352,209
-60,650
-15% -$1.24M
GIB icon
1370
CGI
GIB
$15B
$6.78M 0.01%
117,641
+23,128
+24% +$1.31M
NBIX icon
1371
Neurocrine Biosciences
NBIX
$18.4B
$6.78M 0.01%
81,757
+7,227
+10% +$610K
MNRO icon
1372
Monro
MNRO
$537M
$6.77M 0.01%
126,334
+4,762
+4% +$264K
YELP icon
1373
Yelp
YELP
$1.51B
$6.77M 0.01%
162,211
+1,000
+0.6% +$43.5K
SFM icon
1374
Sprouts Farmers Market
SFM
$7.31B
$6.76M 0.01%
288,019
+5,898
+2% +$151K
SYKE
1375
DELISTED
SYKES Enterprises Inc
SYKE
$6.72M 0.01%
232,088
+16,448
+8% +$499K
53 54
55
56 57

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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.