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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
SCI icon
901
Service Corp International
SCI
$11.4B
$13.6M 0.01%
360,138
+14,604
+4% +$561K
ASX icon
902
ASE Group
ASX
$80.2B
$13.5M 0.01%
1,864,765
+176,925
+10% +$1.24M
ATO icon
903
Atmos Energy
ATO
$29.7B
$13.5M 0.01%
160,676
+58
+0% +$4.72K
GWB
904
DELISTED
Great Western Bancorp, Inc.
GWB
$13.5M 0.01%
334,462
+4,340
+1% +$183K
OHI icon
905
Omega Healthcare
OHI
$15.3B
$13.5M 0.01%
497,853
+247,279
+99% +$6.59M
TECH icon
906
Bio-Techne
TECH
$11.2B
$13.5M 0.01%
356,452
+24,844
+7% +$878K
DAR icon
907
Darling Ingredients
DAR
$9.62B
$13.5M 0.01%
777,977
+74,684
+11% +$1.36M
CRL icon
908
Charles River Laboratories
CRL
$10.8B
$13.4M 0.01%
126,005
+13,863
+12% +$1.49M
LNG icon
909
Cheniere Energy
LNG
$53.6B
$13.4M 0.01%
251,474
+12,596
+5% +$694K
VVV icon
910
Valvoline
VVV
$5.05B
$13.4M 0.01%
607,175
-73,157
-11% -$1.74M
IBKR icon
911
Interactive Brokers
IBKR
$41.1B
$13.4M 0.01%
798,372
+16,724
+2% +$277K
DAN icon
912
Dana Inc
DAN
$2.93B
$13.4M 0.01%
520,925
-69,388
-12% -$2.05M
RNG icon
913
RingCentral
RNG
$4.5B
$13.4M 0.01%
211,277
-10,872
-5% -$637K
WF icon
914
Woori Financial
WF
$16.4B
$13.4M 0.01%
324,203
+58,529
+22% +$2.66M
HLT icon
915
Hilton Worldwide
HLT
$75.3B
$13.4M 0.01%
170,046
+25,016
+17% +$2.05M
AVK
916
Advent Convertible and Income Fund
AVK
$543M
$13.4M 0.01%
911,093
+94,223
+12% +$1.44M
DRE
917
DELISTED
Duke Realty Corp.
DRE
$13.4M 0.01%
505,039
+33,191
+7% +$854K
MUSA icon
918
Murphy USA
MUSA
$11.3B
$13.4M 0.01%
183,611
-81
-0% -$6.32K
ENIA
919
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$13.4M 0.01%
1,150,127
-67,278
-6% -$770K
SR icon
920
Spire
SR
$4.87B
$13.3M 0.01%
184,409
+16,410
+10% +$1.12M
VAC icon
921
Marriott Vacations Worldwide
VAC
$3.4B
$13.3M 0.01%
100,065
+5,130
+5% +$725K
EMBJ
922
Embraer S.A. ADS
EMBJ
$12.1B
$13.3M 0.01%
510,205
+12,836
+3% +$334K
TRGP icon
923
Targa Resources
TRGP
$57.4B
$13.3M 0.01%
301,284
+45,953
+18% +$2.19M
GLPI icon
924
Gaming and Leisure Properties
GLPI
$12.8B
$13.2M 0.01%
394,941
+99,458
+34% +$3.44M
PAY
925
DELISTED
Verifone Systems Inc
PAY
$13.2M 0.01%
858,760
-139,369
-14% -$2.43M
35 36
37
38 39

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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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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.