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
WKC icon
1276
World Kinect Corp
WKC
$2.06B
$7.8M 0.01%
317,612
+99,941
+46% +$2.57M
NSP icon
1277
Insperity
NSP
$2.01B
$7.78M 0.01%
111,878
+6,436
+6% +$411K
PSO icon
1278
Pearson
PSO
$10.5B
$7.78M 0.01%
738,827
+34,202
+5% +$340K
COLM icon
1279
Columbia Sportswear
COLM
$3.3B
$7.76M 0.01%
101,566
-444
-0.4% -$33.4K
GCI
1280
DELISTED
Gannett Co., Inc
GCI
$7.76M 0.01%
777,521
-52,472
-6% -$570K
MNK
1281
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$7.71M 0.01%
532,707
+152,421
+40% +$2.75M
EOD
1282
Allspring Global Dividend Opportunity Fund
EOD
$275M
$7.7M 0.01%
1,353,345
+188,134
+16% +$1.1M
WOLF icon
1283
Wolfspeed
WOLF
$1.14B
$7.7M 0.01%
190,938
+4,098
+2% +$154K
EXEL icon
1284
Exelixis
EXEL
$14.2B
$7.68M 0.01%
346,799
-99,012
-22% -$2.74M
PNK
1285
DELISTED
Pinnacle Entertainment Inc.
PNK
$7.67M 0.01%
254,401
-54,115
-18% -$1.69M
LKSD
1286
DELISTED
LSC Communications, Inc.
LKSD
$7.63M 0.01%
437,251
+80,890
+23% +$1.2M
EDP
1287
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$7.63M 0.01%
201,180
+29,844
+17% +$1.13M
PF
1288
DELISTED
Pinnacle Foods, Inc.
PF
$7.62M 0.01%
140,785
-23,690
-14% -$1.37M
IQI icon
1289
Invesco Quality Municipal Securities
IQI
$527M
$7.61M 0.01%
639,714
+131,848
+26% +$1.59M
WTS icon
1290
Watts Water Technologies
WTS
$11.6B
$7.6M 0.01%
97,801
-4,058
-4% -$316K
GEF icon
1291
Greif
GEF
$4.74B
$7.6M 0.01%
145,375
-2,736
-2% -$155K
SYNA icon
1292
Synaptics
SYNA
$4.33B
$7.57M 0.01%
165,501
+17,245
+12% +$783K
BLMN icon
1293
Bloomin' Brands
BLMN
$736M
$7.56M 0.01%
311,404
+52,337
+20% +$1.18M
BKH icon
1294
Black Hills Corp
BKH
$5.69B
$7.56M 0.01%
139,219
+28,101
+25% +$1.5M
EPR icon
1295
EPR Properties
EPR
$4.92B
$7.56M 0.01%
136,466
+47,641
+54% +$2.76M
AX icon
1296
Axos Financial
AX
$5.64B
$7.55M 0.01%
186,346
-7,229
-4% -$264K
NSIT icon
1297
Insight Enterprises
NSIT
$3.77B
$7.55M 0.01%
216,119
-5,203
-2% -$188K
PLCE icon
1298
Children's Place
PLCE
$55.8M
$7.55M 0.01%
55,802
-3,692
-6% -$537K
WRI
1299
DELISTED
Weingarten Realty Investors
WRI
$7.55M 0.01%
268,772
+87,336
+48% +$2.51M
ALE
1300
DELISTED
Allete
ALE
$7.54M 0.01%
104,411
-52,630
-34% -$3.72M
50 51
52
53 54

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.