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
UPLD icon
2726
Upland Software
UPLD
$14.4M
$746K ﹤0.01%
+2,593
New +$639K
CIO
2727
DELISTED
City Office REIT
CIO
$744K ﹤0.01%
64,334
+22,995
+56% +$262K
MEDP icon
2728
Medpace
MEDP
$15.9B
$744K ﹤0.01%
21,299
-255
-1% -$9.32K
SENEA icon
2729
Seneca Foods Class A
SENEA
$1.15B
$743K ﹤0.01%
26,820
+46
+0.2% +$1.38K
PKE icon
2730
Park Aerospace
PKE
$747M
$739K ﹤0.01%
43,878
-597
-1% -$11K
ELGX
2731
DELISTED
Endologix Inc
ELGX
$735K ﹤0.01%
17,381
+294
+2% +$12.6K
HAYN
2732
DELISTED
Haynes International, Inc.
HAYN
$733K ﹤0.01%
19,749
+5,513
+39% +$216K
SFUN
2733
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$733K ﹤0.01%
2,851
+12
+0.4% +$3K
GPMT
2734
Granite Point Mortgage Trust
GPMT
$63.3M
$732K ﹤0.01%
44,255
-13,567
-23% -$233K
PTCT icon
2735
PTC Therapeutics
PTCT
$6.25B
$732K ﹤0.01%
27,069
-51
-0.2% -$1.29K
MMI icon
2736
Marcus & Millichap
MMI
$1.2B
$730K ﹤0.01%
20,231
-2,802
-12% -$91.5K
FRAN
2737
DELISTED
Francesca's Holdings Corporation
FRAN
$730K ﹤0.01%
12,674
+8,007
+172% +$531K
HZO icon
2738
MarineMax
HZO
$782M
$728K ﹤0.01%
37,404
+2,505
+7% +$51.6K
CLSD
2739
DELISTED
Clearside Biomedical
CLSD
$726K ﹤0.01%
+4,509
New +$549K
TIP icon
2740
iShares TIPS Bond ETF
TIP
$14.5B
$725K ﹤0.01%
6,413
+1,421
+28% +$160K
HWKN icon
2741
Hawkins
HWKN
$2.99B
$722K ﹤0.01%
41,072
+10,066
+32% +$175K
RDUS
2742
DELISTED
Radius Health, Inc.
RDUS
$722K ﹤0.01%
20,092
+3,103
+18% +$112K
IBTX
2743
DELISTED
Independent Bank Group, Inc.
IBTX
$722K ﹤0.01%
10,211
-315
-3% -$22.6K
ZTO icon
2744
ZTO Express
ZTO
$18.2B
$717K ﹤0.01%
47,840
-3,108
-6% -$48.8K
KODK icon
2745
Kodak
KODK
$812M
$714K ﹤0.01%
133,474
+40,309
+43% +$259K
NAT icon
2746
Nordic American Tanker
NAT
$1.35B
$712K ﹤0.01%
367,256
+117,356
+47% +$269K
VICR icon
2747
Vicor
VICR
$8.76B
$711K ﹤0.01%
24,889
-159
-0.6% -$3.42K
SPWR
2748
DELISTED
SunPower Corporation Common Stock
SPWR
$711K ﹤0.01%
136,123
-96,596
-42% -$492K
NEOS
2749
DELISTED
Neos Therapeutics, Inc
NEOS
$704K ﹤0.01%
84,790
+64,230
+312% +$613K
AXDX
2750
DELISTED
Accelerate Diagnostics
AXDX
$700K ﹤0.01%
3,064
+17
+0.6% +$4.46K
108 109
110
111 112

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.