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
DBI icon
1501
Designer Brands
DBI
$322M
$5.71M 0.01%
254,242
-29,750
-10% -$611K
GTT
1502
DELISTED
GTT Communications, Inc.
GTT
$5.7M 0.01%
100,495
+5,636
+6% +$278K
BGY icon
1503
BlackRock Enhanced International Dividend Trust
BGY
$513M
$5.7M 0.01%
935,119
-15,987
-2% -$103K
RLJ icon
1504
RLJ Lodging Trust
RLJ
$1.89B
$5.69M 0.01%
292,796
-49,076
-14% -$1.04M
ENSG icon
1505
The Ensign Group
ENSG
$10.7B
$5.66M 0.01%
230,065
+38,371
+20% +$913K
USA icon
1506
Liberty All-Star Equity Fund
USA
$1.79B
$5.62M 0.01%
916,815
+55,926
+6% +$355K
JHG
1507
DELISTED
Janus Henderson
JHG
$5.61M 0.01%
169,638
-30,570
-15% -$1.13M
BXMT icon
1508
Blackstone Mortgage Trust
BXMT
$2.81B
$5.6M 0.01%
178,222
+1,001
+0.6% +$31.4K
SGEN
1509
DELISTED
Seagen Inc. Common Stock
SGEN
$5.6M 0.01%
106,975
+2,396
+2% +$131K
IRDM icon
1510
Iridium Communications
IRDM
$4.81B
$5.59M 0.01%
496,719
-4,422
-0.9% -$52.9K
DXJ icon
1511
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$5.57M 0.01%
99,398
-3,732
-4% -$217K
HOUS
1512
DELISTED
Anywhere Real Estate
HOUS
$5.57M 0.01%
204,084
-9,428
-4% -$247K
SHOO icon
1513
Steven Madden
SHOO
$3.22B
$5.55M 0.01%
189,785
+18,587
+11% +$561K
DAI
1514
DELISTED
DAIMLER AG
DAI
$5.55M 0.01%
65,450
-10,710
-14% -$909K
ITRI icon
1515
Itron
ITRI
$4.75B
$5.55M 0.01%
77,587
-2,671
-3% -$191K
PLAY icon
1516
Dave & Buster's
PLAY
$361M
$5.55M 0.01%
132,993
-3,164
-2% -$146K
LGF.B
1517
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$5.55M 0.01%
230,430
+54,401
+31% +$1.56M
PRFT
1518
DELISTED
Perficient Inc
PRFT
$5.54M 0.01%
241,497
+82,137
+52% +$1.7M
BLUE
1519
DELISTED
bluebird bio
BLUE
$5.53M 0.01%
2,499
+168
+7% +$427K
GNRC icon
1520
Generac Holdings
GNRC
$11.5B
$5.52M 0.01%
120,317
-3,949
-3% -$188K
EXP icon
1521
Eagle Materials
EXP
$6.86B
$5.52M 0.01%
53,596
-24,094
-31% -$2.6M
CLGX
1522
DELISTED
Corelogic, Inc.
CLGX
$5.52M 0.01%
122,079
-164
-0.1% -$7.55K
PODD icon
1523
Insulet
PODD
$11.6B
$5.52M 0.01%
63,683
+15,690
+33% +$1.22M
SJI
1524
DELISTED
South Jersey Industries, Inc.
SJI
$5.51M 0.01%
195,591
+70,223
+56% +$1.97M
DEI icon
1525
Douglas Emmett
DEI
$2.01B
$5.5M 0.01%
149,674
+892
+0.6% +$33.4K
59 60
61
62 63

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.