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
AGIO icon
2251
Agios Pharmaceuticals
AGIO
$2.09B
$2.03M ﹤0.01%
24,786
+2,206
+10% +$171K
HEI.A icon
2252
HEICO Corp Class A
HEI.A
$35.8B
$2.03M ﹤0.01%
35,714
-1,141
-3% -$61.6K
CTLP
2253
DELISTED
Cantaloupe
CTLP
$2.02M ﹤0.01%
224,656
-304
-0.1% -$2.72K
QTS
2254
DELISTED
QTS REALTY TRUST, INC.
QTS
$2.02M ﹤0.01%
55,836
+20,006
+56% +$859K
QADA
2255
DELISTED
QAD Inc.
QADA
$2.02M ﹤0.01%
48,508
-6,034
-11% -$258K
BOX icon
2256
Box
BOX
$4.46B
$2.02M ﹤0.01%
98,243
+72,150
+277% +$1.55M
SPN
2257
DELISTED
Superior Energy Services, Inc.
SPN
$2.02M ﹤0.01%
23,920
+636
+3% +$62.7K
DPLO
2258
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$2.01M ﹤0.01%
99,834
+4,150
+4% +$96.8K
MODV
2259
DELISTED
ModivCare
MODV
$2.01M ﹤0.01%
29,088
+1,260
+5% +$82.2K
VTI icon
2260
Vanguard Total Stock Market ETF
VTI
$651B
$2.01M ﹤0.01%
14,800
-3,226
-18% -$452K
TGH
2261
DELISTED
Textainer Group Holdings limited
TGH
$2M ﹤0.01%
118,311
-21,484
-15% -$445K
THD icon
2262
iShares MSCI Thailand ETF
THD
$363M
$2M ﹤0.01%
20,070
-1,426
-7% -$141K
FARO
2263
DELISTED
Faro Technologies
FARO
$2M ﹤0.01%
34,252
-133
-0.4% -$7.38K
PFC
2264
DELISTED
Premier Financial Corp. Common Stock
PFC
$2M ﹤0.01%
69,760
+49,792
+249% +$1.37M
TTD icon
2265
Trade Desk
TTD
$8.88B
$2M ﹤0.01%
402,750
+303,720
+307% +$1.56M
UBNK
2266
DELISTED
United Financial Bancorp, Inc.
UBNK
$2M ﹤0.01%
123,339
+15,579
+14% +$258K
TI.A
2267
DELISTED
Telecom Italia 10 Svg
TI.A
$2M ﹤0.01%
240,712
+51,870
+27% +$408K
LXU icon
2268
LSB Industries
LXU
$836M
$2M ﹤0.01%
423,495
-141,096
-25% -$849K
FCBC icon
2269
First Community Bankshares
FCBC
$908M
$1.99M ﹤0.01%
66,739
+9,084
+16% +$258K
UHAL icon
2270
U-Haul Holding Co
UHAL
$14.2B
$1.99M ﹤0.01%
57,650
+1,840
+3% +$65.4K
RNST icon
2271
Renasant Corp
RNST
$4.01B
$1.99M ﹤0.01%
46,734
-967
-2% -$41.6K
MOV icon
2272
Movado Group
MOV
$830M
$1.99M ﹤0.01%
51,713
+1,354
+3% +$43.2K
CNCE
2273
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$1.99M ﹤0.01%
86,671
+58,108
+203% +$1.29M
OCLR
2274
DELISTED
Oclaro Inc.
OCLR
$1.99M ﹤0.01%
207,590
+28,558
+16% +$214K
BF.A icon
2275
Brown-Forman Class A
BF.A
$13.7B
$1.98M ﹤0.01%
37,087
-5,223
-12% -$279K
89 90
91
92 93

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.