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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
VRNS icon
1576
Varonis Systems
VRNS
$5.13B
$5.23M 0.01%
259,449
+52,515
+25% +$972K
ASR icon
1577
Grupo Aeroportuario del Sureste
ASR
$8.14B
$5.23M 0.01%
30,666
+2,019
+7% +$372K
MGEE icon
1578
MGE Energy Inc
MGEE
$3.09B
$5.23M 0.01%
93,243
-1,617
-2% -$92K
CBU icon
1579
Community Bank
CBU
$3.41B
$5.22M 0.01%
97,413
+7,440
+8% +$405K
OGS icon
1580
ONE Gas
OGS
$5.06B
$5.21M 0.01%
78,855
-11,542
-13% -$777K
VEU icon
1581
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$5.2M 0.01%
95,708
+36
+0% +$2.01K
SABR icon
1582
Sabre
SABR
$743M
$5.2M 0.01%
242,461
+9,910
+4% +$212K
MED icon
1583
Medifast
MED
$108M
$5.2M 0.01%
55,647
+512
+0.9% +$38.3K
NWBI icon
1584
Northwest Bancshares
NWBI
$2.33B
$5.19M 0.01%
313,439
+2,451
+0.8% +$41.2K
CBD
1585
DELISTED
Companhia Brasileira de Distribuicao
CBD
$5.19M 0.01%
256,796
+12,776
+5% +$278K
MINI
1586
DELISTED
Mobile Mini Inc
MINI
$5.18M 0.01%
119,141
+5,943
+5% +$242K
CUZ icon
1587
Cousins Properties
CUZ
$5.22B
$5.18M 0.01%
149,135
-20,664
-12% -$722K
RRGB icon
1588
Red Robin
RRGB
$139M
$5.14M 0.01%
88,679
+21,757
+33% +$1.21M
SSNC icon
1589
SS&C Technologies
SSNC
$18.8B
$5.13M 0.01%
95,732
-59,202
-38% -$2.94M
DBRG icon
1590
DigitalBridge
DBRG
$2.93B
$5.13M 0.01%
228,343
+57,318
+34% +$1.87M
MHI
1591
DELISTED
Pioneer Municipal High Income Fund
MHI
$5.12M 0.01%
455,128
+84,171
+23% +$966K
FDC
1592
DELISTED
First Data Corporation
FDC
$5.11M 0.01%
319,630
+10,902
+4% +$181K
CAL icon
1593
Caleres
CAL
$447M
$5.11M 0.01%
152,037
-3,199
-2% -$98.1K
AXON
1594
Axon Enterprise
AXON
$44.1B
$5.11M 0.01%
129,903
+30,046
+30% +$937K
IPXL
1595
DELISTED
Impax Laboratories, Inc.
IPXL
$5.11M 0.01%
262,451
+275
+0.1% +$5.4K
UBSI icon
1596
United Bankshares
UBSI
$6.71B
$5.1M 0.01%
144,709
+11,525
+9% +$417K
IPCC
1597
DELISTED
Infinity Property & Casualty C
IPCC
$5.08M 0.01%
42,910
-6,215
-13% -$688K
KELYA icon
1598
Kelly Services Class A
KELYA
$560M
$5.08M 0.01%
174,947
+2,936
+2% +$85.4K
PDLI
1599
DELISTED
PDL BioPharma, Inc.
PDLI
$5.05M 0.01%
1,719,285
-181,586
-10% -$496K
SNBR
1600
DELISTED
Sleep Number
SNBR
$5.05M 0.01%
143,625
-4,364
-3% -$160K
62 63
64
65 66

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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.