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
CHRW icon
426
C.H. Robinson
CHRW
$22B
$40.2M 0.04%
429,072
+1,509
+0.4% +$139K
CBOE icon
427
Cboe Global Markets
CBOE
$29.8B
$40.2M 0.04%
352,154
-1,810
-0.5% -$220K
MAN icon
428
ManpowerGroup
MAN
$2.39B
$40.1M 0.04%
348,732
+93
+0% +$11.5K
SHPG
429
DELISTED
Shire pic
SHPG
$40.1M 0.04%
268,285
+66,218
+33% +$9.12M
MIDD icon
430
Middleby
MIDD
$6.05B
$40M 0.04%
322,908
-69,446
-18% -$9.09M
KT icon
431
KT
KT
$8.84B
$39.9M 0.04%
2,915,995
+243,112
+9% +$3.47M
ZION icon
432
Zions Bancorporation
ZION
$10.1B
$39.9M 0.04%
756,999
-1,523
-0.2% -$82K
LEN icon
433
Lennar Class A
LEN
$20.4B
$39.7M 0.04%
695,124
+119,900
+21% +$7.23M
IX icon
434
ORIX
IX
$44B
$39.6M 0.04%
2,201,180
+147,790
+7% +$2.67M
EQR icon
435
Equity Residential
EQR
$25.4B
$39.6M 0.04%
641,848
-39,070
-6% -$2.32M
GAP
436
The Gap Inc
GAP
$6.84B
$39.5M 0.04%
1,265,987
-62,518
-5% -$2.05M
TPR icon
437
Tapestry
TPR
$28.8B
$39.5M 0.04%
750,587
+49,400
+7% +$2.44M
BEN icon
438
Franklin Resources
BEN
$16.9B
$39.5M 0.04%
1,137,825
+35,225
+3% +$1.43M
AVY icon
439
Avery Dennison
AVY
$12.3B
$39.4M 0.04%
371,140
-30,225
-8% -$3.5M
IJH icon
440
iShares Core S&P Mid-Cap ETF
IJH
$123B
$39.4M 0.04%
1,051,010
-265,645
-20% -$10.2M
EDU icon
441
New Oriental
EDU
$7.84B
$39M 0.04%
444,395
+67,205
+18% +$6.25M
NAB
442
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$38.8M 0.04%
3,483,475
+505,431
+17% +$5.63M
WAT icon
443
Waters Corp
WAT
$36.8B
$38.7M 0.04%
194,977
+3,550
+2% +$734K
CERN
444
DELISTED
Cerner Corp
CERN
$38.6M 0.04%
666,193
-36,907
-5% -$2.4M
K
445
DELISTED
Kellanova
K
$38.6M 0.04%
632,483
+24,496
+4% +$1.55M
EMLC icon
446
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.74B
$38.4M 0.04%
+978,412
New +$38.1M
CPAY icon
447
Corpay
CPAY
$24.2B
$38.2M 0.04%
188,600
-2,613
-1% -$530K
MRO
448
DELISTED
Marathon Oil Corporation
MRO
$38M 0.04%
2,352,980
-269,472
-10% -$4.48M
FAST icon
449
Fastenal
FAST
$54B
$37.9M 0.04%
2,779,840
-251,688
-8% -$3.47M
AFG icon
450
American Financial Group
AFG
$11.9B
$37.9M 0.04%
337,642
+2,318
+0.7% +$259K
16 17
18
19 20

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.