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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
FANG icon
801
Diamondback Energy
FANG
$55.1B
$16.5M 0.02%
130,497
+9,207
+8% +$1.16M
BGC icon
802
BGC Group
BGC
$5.65B
$16.5M 0.02%
1,905,934
-42,013
-2% -$378K
BPOP icon
803
Popular Inc
BPOP
$10.9B
$16.5M 0.02%
395,861
+18,851
+5% +$773K
RYAAY icon
804
Ryanair
RYAAY
$29.8B
$16.4M 0.02%
333,870
+35,082
+12% +$1.68M
AXS icon
805
AXIS Capital
AXS
$8.63B
$16.4M 0.02%
284,282
+81,479
+40% +$4.2M
TYL icon
806
Tyler Technologies
TYL
$13B
$16.4M 0.02%
77,566
+3,017
+4% +$604K
ATH
807
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$16.3M 0.02%
341,069
+138,331
+68% +$6.89M
BMRN icon
808
BioMarin Pharmaceuticals
BMRN
$11.6B
$16.3M 0.02%
201,023
-5,491
-3% -$471K
FLS icon
809
Flowserve
FLS
$9.29B
$16.3M 0.02%
375,915
+4,509
+1% +$196K
SVC
810
Service Properties Trust
SVC
$1.08B
$16.3M 0.02%
128,482
-9,368
-7% -$1.26M
SINA
811
DELISTED
Sina Corp
SINA
$16.3M 0.02%
155,882
+2,872
+2% +$329K
TDC icon
812
Teradata
TDC
$2.8B
$16.2M 0.02%
408,938
+3,076
+0.8% +$121K
SLM icon
813
SLM Corp
SLM
$4.78B
$16.2M 0.02%
1,443,377
-278,635
-16% -$3.13M
OII icon
814
Oceaneering
OII
$5.19B
$16.1M 0.02%
870,340
+232,255
+36% +$4.66M
TECD
815
DELISTED
Tech Data Corp
TECD
$16.1M 0.02%
188,664
-3,841
-2% -$374K
OVV icon
816
Ovintiv
OVV
$16.6B
$16.1M 0.02%
291,980
+30,346
+12% +$1.8M
HTZ
817
DELISTED
Hertz Global Holdings, Inc.
HTZ
$16M 0.02%
926,913
+2,676
+0.3% +$49K
PRA
818
DELISTED
ProAssurance
PRA
$16M 0.02%
329,131
-39,009
-11% -$2.03M
GRFS
819
Grifois
GRFS
$5.27B
$16M 0.02%
752,682
+25,083
+3% +$571K
HHH icon
820
Howard Hughes
HHH
$3.93B
$15.9M 0.02%
120,093
+5,648
+5% +$692K
GWR
821
DELISTED
Genesee & Wyoming Inc.
GWR
$15.9M 0.02%
224,417
-10,661
-5% -$804K
CACI icon
822
CACI
CACI
$11B
$15.9M 0.02%
104,897
-2,793
-3% -$408K
STMP
823
DELISTED
Stamps.com, Inc.
STMP
$15.8M 0.02%
78,800
+4,842
+7% +$948K
COTY icon
824
Coty
COTY
$2.39B
$15.8M 0.02%
861,982
+13,584
+2% +$267K
STM icon
825
STMicroelectronics
STM
$47.7B
$15.7M 0.02%
703,299
-12,607
-2% -$294K
31 32
33
34 35

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AF
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MCM
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PSUF
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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.