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
(+1.1%)
Cap. Flow
+$2.3B
Cap. Flow
% of AUM
2.27%
Top 10 Holdings %
Top 10 Hldgs %
14.95%
Holding
4,054
New
150
Increased
2,408
Reduced
1,340
Closed
123
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$137M |
| 2 |
AT&T
T
|
+$46.3M |
| 3 |
Berkshire Hathaway Class B
BRK.B
|
+$41.8M |
| 4 |
GSK
GSK
|
+$40.6M |
| 5 |
Philip Morris
PM
|
+$40.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$115M |
| 2 |
Mitsubishi UFJ Financial
MUFG
|
+$62.2M |
| 3 |
Texas Instruments
TXN
|
+$43.9M |
| 4 |
United Parcel Service
UPS
|
+$43M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1101
Myriad Genetics
MYGN
$500M
| $10M | 0.01% |
339,481
-39,800
| -10% | -$1.35M |
|
|
SRC
1102
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $10M | 0.01% |
287,693
-29,460
| -9% | -$1.05M |
|
|
AUO
1103
DELISTED
AU Optronics Corp
AUO
| $9.99M | 0.01% |
2,185,057
+151,087
| +7% | +$693K |
|
|
CPE
1104
DELISTED
Callon Petroleum Company
CPE
| $9.98M | 0.01% |
75,402
+6,593
| +10% | +$774K |
|
|
EE
1105
DELISTED
El Paso Electric Company
EE
| $9.98M | 0.01% |
195,621
-14,873
| -7% | -$753K |
|
1106
Acadia Healthcare
ACHC
$2.99B
| $9.93M | 0.01% |
253,533
+19,769
| +8% | +$725K |
|
1107
Nutrien
NTR
$33.4B
| $9.93M | 0.01% |
+210,016
| New | +$10.5M |
|
|
ACH
1108
Accendra Health
ACH
$247M
| $9.92M | 0.01% |
637,773
+112,527
| +21% | +$2.01M |
|
1109
Semtech
SMTC
$10.3B
| $9.91M | 0.01% |
253,774
+58,541
| +30% | +$2.11M |
|
1110
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $9.86M | 0.01% |
+81,755
| New | +$9.86M |
|
|
MTOR
1111
DELISTED
MERITOR, Inc.
MTOR
| $9.84M | 0.01% |
478,765
+44,996
| +10% | +$1.09M |
|
|
INOV
1112
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $9.84M | 0.01% |
928,608
-187,772
| -17% | -$2.35M |
|
1113
Cohen & Steers REIT and Preferred and Income Fund
RNP
$995M
| $9.83M | 0.01% |
526,146
+87,621
| +20% | +$1.67M |
|
1114
Valley National Bancorp
VLY
$8.04B
| $9.83M | 0.01% |
788,881
+20,179
| +3% | +$252K |
|
|
CVG
1115
DELISTED
Convergys
CVG
| $9.82M | 0.01% |
434,031
+59,034
| +16% | +$1.35M |
|
|
FBR
1116
DELISTED
Fibria Celulose Sa
FBR
| $9.81M | 0.01% |
503,052
-9,268
| -2% | -$165K |
|
1117
GameStop
GME
$9.96B
| $9.81M | 0.01% |
3,109,060
+76,704
| +3% | +$313K |
|
|
CBPO
1118
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $9.8M | 0.01% |
120,986
+2,102
| +2% | +$170K |
|
|
HZNP
1119
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $9.75M | 0.01% |
686,780
+26,091
| +4% | +$385K |
|
|
SNV
1120
DELISTED
Synovus
SNV
| $9.75M | 0.01% |
195,202
+5,502
| +3% | +$277K |
|
1121
Pilgrim's Pride
PPC
$7.12B
| $9.75M | 0.01% |
396,033
-59,156
| -13% | -$1.59M |
|
|
VSM
1122
DELISTED
Versum Materials, Inc.
VSM
| $9.74M | 0.01% |
258,937
+33,133
| +15% | +$1.26M |
|
|
TLS
1123
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
| $9.73M | 0.01% |
807,233
-25,380
| -3% | -$306K |
|
|
EQM
1124
DELISTED
EQM Midstream Partners, LP
EQM
| $9.73M | 0.01% |
164,809
+10,484
| +7% | +$712K |
|
1125
TC Energy
TRP
$70.5B
| $9.69M | 0.01% |
234,639
-7,951
| -3% | -$357K |
|
Similar funds
NIPH
AF
MCM
PSUF
IA
SCC
BAM
ACI
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.