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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
ZYNE
3276
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
$162K ﹤0.01%
18,587
+185
+1% +$2K
SN
3277
DELISTED
Sanchez Energy Corporation
SN
$162K ﹤0.01%
51,807
-7,241
-12% -$30K
HCKT icon
3278
Hackett Group
HCKT
$256M
$161K ﹤0.01%
+10,040
New +$168K
STML
3279
DELISTED
Stemline Therapeutics, Inc.
STML
$161K ﹤0.01%
10,523
-323
-3% -$5.04K
HNRG icon
3280
Hallador Energy
HNRG
$703M
$159K ﹤0.01%
23,197
+760
+3% +$5.05K
NIQ
3281
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
$155K ﹤0.01%
12,353
+1,195
+11% +$15.1K
PHIIK
3282
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$152K ﹤0.01%
14,861
-4,636
-24% -$51.2K
DEX
3283
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$148K ﹤0.01%
12,775
-903
-7% -$10.9K
LIND icon
3284
Lindblad Expeditions
LIND
$1.8B
$147K ﹤0.01%
14,301
+4,143
+41% +$39.8K
HTT
3285
High Templar Tech Ltd
HTT
$379M
$146K ﹤0.01%
+12,466
New +$169K
VDTH
3286
DELISTED
Videocon d2h Limited
VDTH
$146K ﹤0.01%
17,780
-3,401
-16% -$28.5K
EGC
3287
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
$142K ﹤0.01%
37,073
+14,268
+63% +$82.9K
EPE
3288
DELISTED
EP Energy Corporation
EPE
$139K ﹤0.01%
103,857
-76,301
-42% -$147K
NVGS icon
3289
Navigator Holdings
NVGS
$1.32B
$138K ﹤0.01%
11,786
+35
+0.3% +$403
SIGM
3290
DELISTED
Sigma Designs Inc
SIGM
$138K ﹤0.01%
22,298
-9,816
-31% -$60.8K
HABT
3291
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$137K ﹤0.01%
+15,566
New +$140K
TGB
3292
Trekor Metals
TGB
$2.52B
$136K ﹤0.01%
+118,327
New +$191K
RNWK
3293
DELISTED
RealNetworks Inc
RNWK
$134K ﹤0.01%
43,848
+11,401
+35% +$35.9K
BCOV
3294
DELISTED
Brightcove, Inc.
BCOV
$132K ﹤0.01%
18,999
-991
-5% -$6.9K
GNMK
3295
DELISTED
GenMark Diagnostics, Inc
GNMK
$131K ﹤0.01%
24,008
+10,496
+78% +$52.2K
RVLT
3296
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
$131K ﹤0.01%
38,166
+27,175
+247% +$99.3K
CLDX icon
3297
Celldex Therapeutics
CLDX
$2.8B
$130K ﹤0.01%
3,733
+354
+10% +$13.7K
ENZ
3298
DELISTED
Enzo Biochem, Inc.
ENZ
$128K ﹤0.01%
23,347
-11,206
-32% -$78.9K
TTSH
3299
DELISTED
Tile Shop Holdings
TTSH
$127K ﹤0.01%
21,179
-10,436
-33% -$80.8K
ACTA
3300
DELISTED
Actua Corp
ACTA
$127K ﹤0.01%
110,480
-9,800
-8% -$132K
130 131
132
133 134

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.