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
CSR
2376
Centerspace
CSR
$941M
$1.62M ﹤0.01%
31,237
-1,450
-4% -$75.6K
FORR icon
2377
Forrester Research
FORR
$200M
$1.62M ﹤0.01%
39,054
+10,185
+35% +$435K
RVT icon
2378
Royce Value Trust
RVT
$2.22B
$1.62M ﹤0.01%
104,021
-7,498
-7% -$121K
FCB
2379
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.61M ﹤0.01%
31,557
+3,802
+14% +$208K
KNL
2380
DELISTED
Knoll, Inc.
KNL
$1.61M ﹤0.01%
79,915
-609
-0.8% -$13.5K
TYPE
2381
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.61M ﹤0.01%
71,783
+295
+0.4% +$7.1K
RSO
2382
DELISTED
Resource Capital Corp.
RSO
$1.61M ﹤0.01%
169,450
-18,422
-10% -$170K
PNNT
2383
Pennant Park Investment Corp
PNNT
$221M
$1.6M ﹤0.01%
240,044
+62,549
+35% +$433K
PSDO
2384
DELISTED
Presidio, Inc. Common Stock
PSDO
$1.6M ﹤0.01%
102,471
+23,551
+30% +$393K
LORL
2385
DELISTED
Loral Space and Communications, Inc.
LORL
$1.6M ﹤0.01%
38,419
+2,701
+8% +$123K
RGEN icon
2386
Repligen
RGEN
$7.11B
$1.6M ﹤0.01%
44,186
+3,510
+9% +$123K
CBAY
2387
DELISTED
Cymabay Therapeutics
CBAY
$1.6M ﹤0.01%
122,984
-14,099
-10% -$175K
USMV icon
2388
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
$1.6M ﹤0.01%
30,757
-9,844
-24% -$521K
MGU
2389
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$1.6M ﹤0.01%
71,891
+7,404
+11% +$175K
DFRG
2390
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.58M ﹤0.01%
103,912
+3,871
+4% +$63.8K
BH icon
2391
Biglari Holdings Class B
BH
$1.18B
$1.58M ﹤0.01%
5,816
-198
-3% -$54.8K
CWST icon
2392
Casella Waste Systems
CWST
$5.79B
$1.58M ﹤0.01%
67,489
-10,252
-13% -$251K
HLNE icon
2393
Hamilton Lane
HLNE
$3.91B
$1.58M ﹤0.01%
42,381
-754
-2% -$27.7K
VMO icon
2394
Invesco Municipal Opportunity Trust
VMO
$653M
$1.58M ﹤0.01%
134,664
+58,450
+77% +$698K
TBB
2395
AT&T 5.350% Global Notes due 2066
TBB
$1.06B
$1.58M ﹤0.01%
62,052
+24,664
+66% +$622K
EEMS icon
2396
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$350M
$1.57M ﹤0.01%
29,458
-349
-1% -$18.9K
BFS
2397
Saul Centers
BFS
$870M
$1.57M ﹤0.01%
30,829
+8,493
+38% +$451K
AMWD
2398
DELISTED
American Woodmark
AMWD
$1.57M ﹤0.01%
15,918
-2,815
-15% -$352K
AVXS
2399
DELISTED
AveXis, Inc. Common Stock
AVXS
$1.56M ﹤0.01%
12,637
-5,396
-30% -$641K
RGP icon
2400
Resources Connection
RGP
$136M
$1.56M ﹤0.01%
96,138
-4,125
-4% -$66K
94 95
96
97 98

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.