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
CSRA
1051
DELISTED
CSRA Inc.
CSRA
$10.8M 0.01%
262,170
-97,692
-27% -$3.58M
SUI icon
1052
Sun Communities
SUI
$15.3B
$10.8M 0.01%
118,070
+12,551
+12% +$1.11M
ADNT icon
1053
Adient
ADNT
$1.68B
$10.8M 0.01%
180,501
-19,136
-10% -$1.28M
LBRDK icon
1054
Liberty Broadband Class C
LBRDK
$4.69B
$10.8M 0.01%
125,518
+30,008
+31% +$2.7M
NFX
1055
DELISTED
Newfield Exploration
NFX
$10.7M 0.01%
437,839
-119,010
-21% -$3.34M
WAL icon
1056
Western Alliance Bancorporation
WAL
$9.09B
$10.6M 0.01%
183,121
+14,404
+9% +$853K
INVH icon
1057
Invitation Homes
INVH
$18B
$10.6M 0.01%
465,550
+140,443
+43% +$3.12M
MAT icon
1058
Mattel
MAT
$4.49B
$10.6M 0.01%
806,905
-45,066
-5% -$703K
VEDL
1059
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$10.6M 0.01%
603,226
+40,187
+7% +$809K
WCC
1060
WESCO International
WCC
$16B
$10.6M 0.01%
170,663
+3,689
+2% +$238K
ZNGA
1061
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$10.6M 0.01%
2,888,934
+1,166,086
+68% +$4.3M
LYV icon
1062
Live Nation Entertainment
LYV
$42.2B
$10.6M 0.01%
250,777
+1,775
+0.7% +$78.7K
AGR
1063
DELISTED
Avangrid, Inc.
AGR
$10.5M 0.01%
205,737
+11,656
+6% +$568K
KALU icon
1064
Kaiser Aluminum
KALU
$2.64B
$10.5M 0.01%
103,936
+1,135
+1% +$122K
HRC
1065
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$10.5M 0.01%
120,353
+5,429
+5% +$464K
BMS
1066
DELISTED
Bemis
BMS
$10.5M 0.01%
240,352
+21,171
+10% +$965K
LITE icon
1067
Lumentum
LITE
$50.1B
$10.4M 0.01%
163,387
+27,611
+20% +$1.58M
MOG.A icon
1068
Moog Inc Class A
MOG.A
$13.2B
$10.4M 0.01%
126,493
-3,765
-3% -$325K
BN icon
1069
Brookfield
BN
$104B
$10.4M 0.01%
747,901
+23,196
+3% +$336K
TTM
1070
DELISTED
Tata Motors Limited
TTM
$10.4M 0.01%
404,485
+20,445
+5% +$601K
TUP
1071
DELISTED
Tupperware Brands Corporation
TUP
$10.4M 0.01%
214,420
+25,629
+14% +$1.4M
RDY icon
1072
Dr. Reddy's Laboratories
RDY
$9.7B
$10.4M 0.01%
1,585,275
+223,260
+16% +$1.56M
RDN icon
1073
Radian Group
RDN
$5.24B
$10.4M 0.01%
544,280
-5,992
-1% -$126K
TXNM
1074
TXNM Energy Inc
TXNM
$6.44B
$10.4M 0.01%
270,849
-28,960
-10% -$1.06M
TWOU
1075
DELISTED
2U Inc
TWOU
$10.4M 0.01%
4,107
+157
+4% +$363K
41 42
43
44 45

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.