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
HK
2851
DELISTED
Halcon Resources Corporation
HK
$546K ﹤0.01%
112,061
-72,819
-39% -$492K
TXMD icon
2852
TherapeuticsMD
TXMD
$24M
$545K ﹤0.01%
2,238
+1,239
+124% +$348K
FTD
2853
DELISTED
FTD Companies, Inc. Common Stock
FTD
$545K ﹤0.01%
149,830
+56,154
+60% +$337K
ABR icon
2854
Arbor Realty Trust
ABR
$977M
$544K ﹤0.01%
61,637
-86
-0.1% -$732
FTK icon
2855
Flotek Industries
FTK
$856M
$544K ﹤0.01%
14,867
+5,862
+65% +$206K
SEI
2856
Solaris Energy Infrastructure
SEI
$2.92B
$544K ﹤0.01%
32,832
-47,895
-59% -$901K
POWL icon
2857
Powell Industries
POWL
$7.36B
$543K ﹤0.01%
60,678
+17,112
+39% +$167K
CBPX
2858
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$543K ﹤0.01%
19,014
-10,594
-36% -$296K
CHUBA
2859
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$543K ﹤0.01%
24,120
-802
-3% -$16.8K
CO
2860
DELISTED
Global Cord Blood Corporation
CO
$542K ﹤0.01%
53,152
+5,054
+11% +$51.6K
RRTS
2861
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$540K ﹤0.01%
8,507
-3,867
-31% -$500K
WFC.PRQ
2862
DELISTED
Wells Fargo & Co.
WFC.PRQ
$539K ﹤0.01%
20,495
+1,582
+8% +$41.9K
FOGO
2863
DELISTED
Fogo de Chao, Inc. Common Stock
FOGO
$539K ﹤0.01%
+34,237
New +$489K
IBB icon
2864
iShares Biotechnology ETF
IBB
$9.5B
$537K ﹤0.01%
5,031
+1,638
+48% +$182K
DAKT icon
2865
Daktronics
DAKT
$957M
$534K ﹤0.01%
60,557
-8,305
-12% -$76.5K
IR icon
2866
Ingersoll Rand
IR
$33.9B
$534K ﹤0.01%
17,394
-14,196
-45% -$473K
ALBO
2867
DELISTED
Albireo Pharma Inc
ALBO
$533K ﹤0.01%
+16,355
New +$551K
DTJ
2868
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
$533K ﹤0.01%
21,618
+8,431
+64% +$208K
FNLC icon
2869
First Bancorp
FNLC
$400M
$532K ﹤0.01%
19,020
-285
-1% -$7.99K
ORN icon
2870
Orion Group Holdings
ORN
$484M
$532K ﹤0.01%
80,672
+870
+1% +$6.25K
PAGP icon
2871
Plains GP Holdings
PAGP
$5.18B
$532K ﹤0.01%
24,442
+6,747
+38% +$149K
VATE icon
2872
INNOVATE Corp
VATE
$112M
$532K ﹤0.01%
10,112
+683
+7% +$38.4K
CCRN
2873
DELISTED
Cross Country Healthcare
CCRN
$531K ﹤0.01%
47,766
+3,704
+8% +$46.4K
C.PRJ
2874
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$527K ﹤0.01%
18,469
+1,455
+9% +$41.4K
HBNC icon
2875
Horizon Bancorp
HBNC
$1.07B
$526K ﹤0.01%
+26,313
New +$513K
113 114
115
116 117

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.