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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
CTAS icon
401
Cintas
CTAS
$82.4B
$43.5M 0.04%
1,020,112
+163,436
+19% +$6.78M
UBS icon
402
UBS Group
UBS
$170B
$43.5M 0.04%
2,460,543
+269,199
+12% +$5.12M
TIF
403
DELISTED
Tiffany & Co.
TIF
$43.3M 0.04%
443,621
-7,170
-2% -$740K
DOV icon
404
Dover
DOV
$27.2B
$43.2M 0.04%
545,027
+13,384
+3% +$1.1M
SPR
405
DELISTED
Spirit AeroSystems
SPR
$42.9M 0.04%
513,031
+5,344
+1% +$489K
IQV icon
406
IQVIA
IQV
$34.7B
$42.9M 0.04%
436,985
-2,172
-0.5% -$220K
CXO
407
DELISTED
CONCHO RESOURCES INC.
CXO
$42.8M 0.04%
284,858
+35,106
+14% +$5.35M
VO icon
408
Vanguard Mid-Cap ETF
VO
$106B
$42.8M 0.04%
1,109,888
-750,696
-40% -$29.6M
RY icon
409
Royal Bank of Canada
RY
$291B
$42.8M 0.04%
553,445
+31,171
+6% +$2.53M
SKM icon
410
SK Telecom
SKM
$13.7B
$42.6M 0.04%
1,068,784
+84,177
+9% +$3.57M
EXPD icon
411
Expeditors International
EXPD
$22.9B
$42.4M 0.04%
669,599
+18,072
+3% +$1.16M
DINO icon
412
HF Sinclair
DINO
$15.9B
$42.1M 0.04%
861,935
+28,298
+3% +$1.35M
VMC icon
413
Vulcan Materials
VMC
$36.3B
$42M 0.04%
367,810
-19,392
-5% -$2.44M
VTRS icon
414
Viatris
VTRS
$20.1B
$41.9M 0.04%
1,018,891
+61,156
+6% +$2.61M
ALGN icon
415
Align Technology
ALGN
$12B
$41.8M 0.04%
166,386
+2,384
+1% +$612K
GPC icon
416
Genuine Parts
GPC
$17.1B
$41.7M 0.04%
463,850
-23,196
-5% -$2.24M
NOV icon
417
NOV
NOV
$7.45B
$41.5M 0.04%
1,128,644
-18,792
-2% -$689K
PPL
418
PPL Corp
PPL
$27.3B
$41.5M 0.04%
1,468,068
-219,086
-13% -$6.52M
AER icon
419
AerCap
AER
$23.9B
$41.4M 0.04%
816,263
+62,907
+8% +$3.26M
DOX icon
420
Amdocs
DOX
$5.53B
$41.4M 0.04%
620,470
+35,097
+6% +$2.36M
LVS icon
421
Las Vegas Sands
LVS
$30.5B
$41.4M 0.04%
575,183
+14,589
+3% +$1.07M
LBTYK icon
422
Liberty Global Class C
LBTYK
$3.27B
$41.3M 0.04%
1,356,954
-65,179
-5% -$2.16M
ANZ
423
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$41.2M 0.04%
1,974,093
+237,360
+14% +$4.95M
RSG icon
424
Republic Services
RSG
$66.7B
$41.1M 0.04%
620,928
+40,414
+7% +$2.71M
NTRS icon
425
Northern Trust
NTRS
$22.2B
$41M 0.04%
397,260
+14,930
+4% +$1.56M
15 16
17
18 19

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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.