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
SUM
1376
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$6.71M 0.01%
225,262
-19,832
-8% -$612K
ENV
1377
DELISTED
ENVESTNET, INC.
ENV
$6.68M 0.01%
116,563
+2,839
+2% +$156K
MTRN icon
1378
Materion
MTRN
$4.36B
$6.68M 0.01%
130,798
-6,080
-4% -$310K
KBH icon
1379
KB Home
KBH
$3.54B
$6.67M 0.01%
234,551
+16,242
+7% +$506K
GHC icon
1380
Graham Holdings Company
GHC
$5.23B
$6.67M 0.01%
11,079
-65
-0.6% -$38.2K
NPO icon
1381
Enpro
NPO
$6.63B
$6.67M 0.01%
86,175
-9,051
-10% -$747K
AIT icon
1382
Applied Industrial Technologies
AIT
$12.9B
$6.66M 0.01%
91,334
+3,536
+4% +$254K
BKI
1383
DELISTED
Black Knight, Inc. Common Stock
BKI
$6.64M 0.01%
141,019
+25,138
+22% +$1.22M
CVA
1384
DELISTED
Covanta Holding Corporation
CVA
$6.64M 0.01%
458,096
+23,611
+5% +$372K
ABG icon
1385
Asbury Automotive
ABG
$4.49B
$6.63M 0.01%
98,225
-2,036
-2% -$141K
TEAM icon
1386
Atlassian
TEAM
$25.4B
$6.62M 0.01%
122,835
-800
-0.6% -$43.5K
PAYC icon
1387
Paycom
PAYC
$7.54B
$6.62M 0.01%
61,655
-1,595
-3% -$153K
SLF icon
1388
Sun Life Financial
SLF
$46.6B
$6.61M 0.01%
160,821
-8,213
-5% -$346K
TIVO
1389
DELISTED
Tivo Inc
TIVO
$6.61M 0.01%
487,761
+91,483
+23% +$1.31M
SVU
1390
DELISTED
SUPERVALU Inc.
SVU
$6.61M 0.01%
433,654
+62,266
+17% +$990K
SAIA icon
1391
Saia
SAIA
$10.9B
$6.59M 0.01%
87,707
-7,720
-8% -$574K
JGH icon
1392
Nuveen Global High Income Fund
JGH
$351M
$6.59M 0.01%
408,781
-61,878
-13% -$1.02M
IDCC icon
1393
InterDigital
IDCC
$6.72B
$6.58M 0.01%
89,393
+10,606
+13% +$812K
RLI icon
1394
RLI Corp
RLI
$5.97B
$6.57M 0.01%
207,384
+7,488
+4% +$231K
WGL
1395
DELISTED
Wgl Holdings
WGL
$6.56M 0.01%
78,471
+5,377
+7% +$452K
EGN
1396
DELISTED
Energen
EGN
$6.55M 0.01%
104,157
-891
-0.8% -$50K
WNC icon
1397
Wabash National
WNC
$541M
$6.54M 0.01%
314,408
+19,012
+6% +$429K
PENN icon
1398
PENN Entertainment
PENN
$2.82B
$6.54M 0.01%
248,973
-9,490
-4% -$274K
TSE
1399
DELISTED
Trinseo
TSE
$6.53M 0.01%
88,211
-13,761
-13% -$1.08M
ASIX icon
1400
AdvanSix
ASIX
$551M
$6.53M 0.01%
187,653
+5,111
+3% +$201K
54 55
56
57 58

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.