We are live on ! Find out more
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
WRK
351
DELISTED
WestRock Company
WRK
$49.6M 0.05%
773,171
+16,381
+2% +$1.08M
PBR icon
352
Petrobras
PBR
$117B
$49.6M 0.05%
3,508,577
-952,790
-21% -$12.5M
KLAC icon
353
KLA
KLAC
$262B
$49.5M 0.05%
4,544,690
+735,230
+19% +$8.18M
VRSN icon
354
VeriSign
VRSN
$25.3B
$49.5M 0.05%
417,796
-3,408
-0.8% -$395K
HP icon
355
Helmerich & Payne
HP
$3.42B
$49.2M 0.05%
739,655
-29,535
-4% -$1.99M
ITUB icon
356
Itaú Unibanco
ITUB
$92.4B
$49.1M 0.05%
6,494,280
-1,173,233
-15% -$8.78M
PARA
357
DELISTED
Paramount Global Class B
PARA
$49.1M 0.05%
955,481
+51,398
+6% +$2.82M
PPLI
358
People Inc
PPLI
$3.13B
$48.7M 0.05%
1,743,630
+70,989
+4% +$1.87M
UL icon
359
Unilever
UL
$133B
$48.6M 0.05%
778,327
+43,271
+6% +$2.63M
MNST icon
360
Monster Beverage
MNST
$93B
$48.5M 0.05%
1,696,346
-57,150
-3% -$1.78M
PAYX icon
361
Paychex
PAYX
$41.3B
$48.5M 0.05%
787,131
+57,317
+8% +$3.79M
INFY icon
362
Infosys
INFY
$46.3B
$48.5M 0.05%
5,431,226
+507,028
+10% +$4.49M
ABB
363
DELISTED
ABB Ltd
ABB
$48.3M 0.05%
2,033,770
+81,041
+4% +$2.09M
HSY icon
364
Hershey
HSY
$36.3B
$48.2M 0.05%
486,742
+9,954
+2% +$1.03M
CNP icon
365
CenterPoint Energy
CNP
$29B
$47.7M 0.05%
1,742,094
-67,791
-4% -$1.85M
HII icon
366
Huntington Ingalls Industries
HII
$11.3B
$47.6M 0.05%
184,738
+11,356
+7% +$2.82M
NTT
367
DELISTED
Nippon Telegraph & Telephone
NTT
$47.4M 0.05%
1,018,269
+39,080
+4% +$1.82M
DPZ icon
368
Domino's
DPZ
$11.5B
$47.3M 0.05%
202,688
+34,527
+21% +$7.52M
SONY icon
369
Sony
SONY
$131B
$47.3M 0.05%
4,892,540
+579,760
+13% +$5.71M
DELL icon
370
Dell
DELL
$270B
$47.2M 0.05%
2,298,203
-214,625
-9% -$4.63M
ULTA icon
371
Ulta Beauty
ULTA
$20.5B
$47.2M 0.05%
230,917
-10,905
-5% -$2.36M
JCI icon
372
Johnson Controls International
JCI
$86.4B
$47M 0.05%
1,334,035
+182,285
+16% +$6.92M
NAD icon
373
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$47M 0.05%
3,573,604
+630,824
+21% +$8.43M
RCL icon
374
Royal Caribbean
RCL
$79B
$46.9M 0.05%
397,919
+31,779
+9% +$4.01M
UNM icon
375
Unum
UNM
$13.7B
$46.8M 0.05%
983,161
-15,621
-2% -$816K
13 14
15
16 17

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.