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
STLD icon
651
Steel Dynamics
STLD
$36.1B
$22.7M 0.02%
513,014
+6,186
+1% +$285K
AEG icon
652
Aegon
AEG
$13.5B
$22.6M 0.02%
4,104,439
+132,309
+3% +$729K
SC
653
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$22.6M 0.02%
1,385,384
+14,974
+1% +$259K
KYO
654
DELISTED
Kyocera Adr
KYO
$22.5M 0.02%
395,759
+13,811
+4% +$848K
WCG
655
DELISTED
Wellcare Health Plans, Inc.
WCG
$22.4M 0.02%
115,845
-699
-0.6% -$140K
NSANY
656
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$22.4M 0.02%
1,084,795
+62,800
+6% +$1.3M
LNT icon
657
Alliant Energy
LNT
$19.1B
$22.4M 0.02%
548,790
+16,450
+3% +$649K
RENX
658
DELISTED
RELX N.V.
RENX
$22.4M 0.02%
1,078,333
+20,973
+2% +$447K
HLF icon
659
Herbalife
HLF
$1.26B
$22.4M 0.02%
459,386
+23,520
+5% +$998K
OPLN
660
Openlane
OPLN
$4.25B
$22.3M 0.02%
1,089,109
+188,792
+21% +$3.81M
NBL
661
DELISTED
Noble Energy, Inc.
NBL
$22.3M 0.02%
735,363
+135,179
+23% +$4.07M
NFJ
662
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$22.2M 0.02%
1,751,200
+450,947
+35% +$5.93M
CPB icon
663
Campbell Soup
CPB
$6.67B
$22.2M 0.02%
513,169
-6,539
-1% -$295K
OSK icon
664
Oshkosh
OSK
$9.66B
$22.1M 0.02%
286,613
-8,916
-3% -$760K
CDW icon
665
CDW
CDW
$17.6B
$22.1M 0.02%
314,444
+15,139
+5% +$1.1M
DVA icon
666
DaVita
DVA
$15.2B
$22M 0.02%
333,555
+34,868
+12% +$2.56M
AGNC icon
667
AGNC Investment
AGNC
$12.4B
$21.9M 0.02%
1,160,139
-95,672
-8% -$1.82M
AVA icon
668
Avista
AVA
$3.43B
$21.9M 0.02%
428,189
+7,528
+2% +$380K
PNR icon
669
Pentair
PNR
$10.2B
$21.9M 0.02%
479,130
+6,456
+1% +$307K
MRVL icon
670
Marvell Technology
MRVL
$170B
$21.9M 0.02%
1,043,632
+1,002
+0.1% +$22.9K
CHE icon
671
Chemed
CHE
$6.76B
$21.9M 0.02%
80,084
-2,190
-3% -$580K
BDJ icon
672
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$21.8M 0.02%
2,501,384
+394,271
+19% +$3.62M
MXIM
673
DELISTED
Maxim Integrated Products
MXIM
$21.8M 0.02%
362,099
+24,737
+7% +$1.47M
MORN icon
674
Morningstar
MORN
$6.94B
$21.7M 0.02%
227,094
+15,382
+7% +$1.48M
LM
675
DELISTED
Legg Mason, Inc.
LM
$21.6M 0.02%
531,069
-11,441
-2% -$472K
25 26
27
28 29

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.