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
GRA
1801
DELISTED
W.R. Grace & Co.
GRA
$3.9M ﹤0.01%
63,635
-7,994
-11% -$548K
QQQ icon
1802
Invesco QQQ Trust
QQQ
$435B
$3.89M ﹤0.01%
24,274
+4,091
+20% +$676K
SFNC icon
1803
Simmons First National
SFNC
$3.38B
$3.88M ﹤0.01%
136,561
+6,771
+5% +$198K
ADC icon
1804
Agree Realty
ADC
$9.65B
$3.87M ﹤0.01%
80,516
+3,499
+5% +$168K
IJR icon
1805
iShares Core S&P Small-Cap ETF
IJR
$109B
$3.86M ﹤0.01%
50,123
+33,789
+207% +$2.63M
FM
1806
DELISTED
iShares Frontier and Select EM ETF
FM
$3.86M ﹤0.01%
109,933
-1,268
-1% -$44.1K
DCOM
1807
DELISTED
Dime Community Bancshares
DCOM
$3.84M ﹤0.01%
208,469
+19,498
+10% +$379K
XLF icon
1808
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$3.83M ﹤0.01%
138,941
+11,802
+9% +$340K
SAFT icon
1809
Safety Insurance
SAFT
$1.51B
$3.83M ﹤0.01%
49,814
+1,331
+3% +$102K
DIA icon
1810
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$3.82M ﹤0.01%
15,834
-4,137
-21% -$1.04M
BMA icon
1811
Banco Macro
BMA
$5.82B
$3.82M ﹤0.01%
35,387
+4,683
+15% +$508K
SHI
1812
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$3.81M ﹤0.01%
62,191
+6,806
+12% +$411K
BAK icon
1813
Braskem
BAK
$905M
$3.81M ﹤0.01%
131,386
+8,045
+7% +$234K
SAGE
1814
DELISTED
Sage Therapeutics
SAGE
$3.81M ﹤0.01%
23,621
-3,280
-12% -$557K
TRQ
1815
DELISTED
Turquoise Hill Resources Ltd
TRQ
$3.8M ﹤0.01%
123,910
+43,819
+55% +$1.38M
CPLA
1816
DELISTED
Capella Education Company
CPLA
$3.8M ﹤0.01%
43,533
-6,349
-13% -$521K
EXLS icon
1817
EXL Service
EXLS
$5.51B
$3.8M ﹤0.01%
340,870
-6,740
-2% -$80.4K
LAZ icon
1818
Lazard
LAZ
$3.99B
$3.8M ﹤0.01%
72,292
+16,169
+29% +$897K
ZWS icon
1819
Zurn Elkay Water Solutions
ZWS
$8.59B
$3.78M ﹤0.01%
264,150
-8,894
-3% -$122K
AEM icon
1820
Agnico Eagle Mines
AEM
$72.1B
$3.77M ﹤0.01%
89,610
-5,850
-6% -$253K
CRUS icon
1821
Cirrus Logic
CRUS
$6.77B
$3.77M ﹤0.01%
92,705
+9,006
+11% +$418K
TMHC
1822
DELISTED
Taylor Morrison
TMHC
$3.76M ﹤0.01%
161,578
+7,097
+5% +$177K
WERN icon
1823
Werner Enterprises
WERN
$2.2B
$3.76M ﹤0.01%
103,066
+10,242
+11% +$399K
CRS icon
1824
Carpenter Technology
CRS
$26.3B
$3.75M ﹤0.01%
85,077
-7,123
-8% -$359K
MTSI icon
1825
MACOM Technology Solutions
MTSI
$17.5B
$3.75M ﹤0.01%
226,048
+109,714
+94% +$2.83M
71 72
73
74 75

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.