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
CAR icon
676
Avis
CAR
$5.78B
$21.6M 0.02%
460,822
-6,887
-1% -$310K
GHY
677
PGIM Global High Yield Fund
GHY
$479M
$21.6M 0.02%
1,554,790
+452,564
+41% +$6.41M
NMR icon
678
Nomura Holdings
NMR
$28.6B
$21.6M 0.02%
3,685,391
+497,559
+16% +$3.08M
UHS icon
679
Universal Health Services
UHS
$9.64B
$21.5M 0.02%
181,845
+13,600
+8% +$1.62M
PRGO icon
680
Perrigo
PRGO
$1.4B
$21.5M 0.02%
257,955
-76
-0% -$6.63K
NICE icon
681
Nice
NICE
$5.57B
$21.4M 0.02%
228,140
+13,716
+6% +$1.28M
TRIP icon
682
TripAdvisor
TRIP
$1.66B
$21.4M 0.02%
523,933
+140,565
+37% +$5.5M
CCK icon
683
Crown Holdings
CCK
$12.9B
$21.4M 0.02%
421,480
+40,097
+11% +$2.14M
EWY icon
684
iShares MSCI South Korea ETF
EWY
$22.5B
$21.4M 0.02%
283,449
+2,563
+0.9% +$192K
CHL
685
DELISTED
China Mobile Limited
CHL
$21.4M 0.02%
466,988
+44,289
+10% +$2.15M
CIT
686
DELISTED
CIT Group Inc.
CIT
$21.3M 0.02%
413,882
+53,160
+15% +$2.79M
CBT icon
687
Cabot Corp
CBT
$4.61B
$21.3M 0.02%
382,226
-7,955
-2% -$502K
JKHY icon
688
Jack Henry & Associates
JKHY
$10.9B
$21.3M 0.02%
175,964
+16,228
+10% +$1.97M
TEVA icon
689
Teva Pharmaceuticals
TEVA
$36.2B
$21.3M 0.02%
1,244,692
+144,487
+13% +$2.82M
MLM icon
690
Martin Marietta Materials
MLM
$34.3B
$21.2M 0.02%
102,472
+4,808
+5% +$1.04M
G icon
691
Genpact
G
$5.45B
$21.2M 0.02%
662,511
+20,859
+3% +$677K
HAS icon
692
Hasbro
HAS
$12.8B
$21.2M 0.02%
250,922
+2,357
+0.9% +$219K
HRB icon
693
H&R Block
HRB
$5.37B
$21.1M 0.02%
831,714
+181,347
+28% +$4.77M
MUR icon
694
Murphy Oil
MUR
$5.38B
$21.1M 0.02%
814,845
-50,204
-6% -$1.45M
ODFL icon
695
Old Dominion Freight Line
ODFL
$47.2B
$20.8M 0.02%
424,149
+47,658
+13% +$2.26M
AOS icon
696
A.O. Smith
AOS
$8.61B
$20.7M 0.02%
325,214
+25,243
+8% +$1.63M
KEYS icon
697
Keysight
KEYS
$53.6B
$20.5M 0.02%
392,022
-48,333
-11% -$2.31M
GXP
698
DELISTED
Great Plains Energy Incorporated
GXP
$20.5M 0.02%
645,717
+38,627
+6% +$1.18M
DRI icon
699
Darden Restaurants
DRI
$23.4B
$20.5M 0.02%
240,529
+10,974
+5% +$1.04M
TEF
700
DELISTED
Telefonica
TEF
$20.5M 0.02%
2,569,980
+800,064
+45% +$6.36M
26 27
28
29 30

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.