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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
NXST icon
826
Nexstar Media Group
NXST
$5.67B
$15.7M 0.02%
235,388
-44,369
-16% -$3.26M
GRUB
827
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$15.6M 0.02%
76,707
-152
-0.2% -$26.9K
FTI icon
828
TechnipFMC
FTI
$29.9B
$15.6M 0.02%
710,176
+121,562
+21% +$2.81M
EME icon
829
Emcor
EME
$33B
$15.5M 0.02%
198,734
-34,095
-15% -$2.7M
OLLI icon
830
Ollie's Bargain Outlet
OLLI
$4.04B
$15.5M 0.02%
256,523
-2,654
-1% -$151K
VNO icon
831
Vornado Realty Trust
VNO
$7.43B
$15.4M 0.02%
229,421
-56,170
-20% -$3.89M
BSMX
832
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$15.4M 0.02%
2,153,033
+295,451
+16% +$2.18M
CIG icon
833
CEMIG Preferred Shares
CIG
$6.18B
$15.4M 0.02%
11,728,733
-1,186,215
-9% -$1.42M
THG icon
834
Hanover Insurance
THG
$7.68B
$15.4M 0.02%
130,762
+1,131
+0.9% +$127K
KKR icon
835
KKR & Co
KKR
$91.3B
$15.4M 0.02%
757,377
+70,338
+10% +$1.56M
IIM icon
836
Invesco Value Municipal Income Trust
IIM
$585M
$15.3M 0.02%
1,055,553
+173,632
+20% +$2.51M
UDR icon
837
UDR
UDR
$12.8B
$15.3M 0.02%
429,735
+22,092
+5% +$778K
DXCM icon
838
DexCom
DXCM
$28.3B
$15.3M 0.02%
825,292
+69,708
+9% +$1.03M
FCFS icon
839
FirstCash
FCFS
$9.06B
$15.3M 0.02%
187,831
+7,184
+4% +$536K
BURL icon
840
Burlington
BURL
$22.5B
$15.2M 0.02%
114,516
-453
-0.4% -$56K
DB icon
841
Deutsche Bank
DB
$67.9B
$15.2M 0.02%
1,089,810
-159,975
-13% -$2.7M
GNTX icon
842
Gentex
GNTX
$4.88B
$15.2M 0.02%
661,660
+82,958
+14% +$1.89M
SDX
843
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$15.2M 0.02%
756,912
+22,744
+3% +$457K
DLX icon
844
Deluxe
DLX
$1.22B
$15.2M 0.01%
204,764
+5,380
+3% +$398K
AIV
845
Aimco
AIV
$377M
$15.1M 0.01%
2,788,200
-189,066
-6% -$1.01M
VST icon
846
Vistra
VST
$53B
$15.1M 0.01%
724,901
+142,648
+24% +$2.76M
EHC icon
847
Encompass Health
EHC
$11.3B
$15.1M 0.01%
331,672
+28,215
+9% +$1.21M
HOG icon
848
Harley-Davidson
HOG
$2.61B
$15.1M 0.01%
351,584
-55,255
-14% -$2.64M
SAFM
849
DELISTED
Sanderson Farms Inc
SAFM
$15.1M 0.01%
126,634
+5,728
+5% +$729K
R icon
850
Ryder
R
$10.3B
$15.1M 0.01%
206,995
-34,299
-14% -$2.76M
32 33
34
35 36

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.