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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
RFL icon
3301
Rafael Holdings
RFL
$119M
$126K ﹤0.01%
+26,405
New +$125K
NSTG
3302
DELISTED
NanoString Technologies, Inc.
NSTG
$123K ﹤0.01%
16,329
+4,264
+35% +$30.9K
SSI
3303
DELISTED
Stage Stores Inc
SSI
$123K ﹤0.01%
56,358
+8,692
+18% +$16.3K
ACHN
3304
DELISTED
Achillion Pharmaceuticals
ACHN
$123K ﹤0.01%
33,200
-22,029
-40% -$72.1K
XRN
3305
Chiron Real Estate Inc
XRN
$540M
$121K ﹤0.01%
3,487
-2,020
-37% -$75.2K
SRGA
3306
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$121K ﹤0.01%
875
-50
-5% -$6.8K
TRVN
3307
DELISTED
Trevena, Inc.
TRVN
$119K ﹤0.01%
117
+22
+23% +$24.2K
ENT
3308
DELISTED
Global Eagle Entertainment Inc.
ENT
$119K ﹤0.01%
3,244
-2,632
-45% -$124K
AMBR
3309
DELISTED
Amber Road Inc
AMBR
$119K ﹤0.01%
13,319
+2,328
+21% +$19.7K
MCHX icon
3310
Marchex
MCHX
$79.3M
$118K ﹤0.01%
43,153
-1,544
-3% -$4.99K
INSY
3311
DELISTED
Insys Therapeutics, Inc.
INSY
$118K ﹤0.01%
19,493
+1,815
+10% +$15K
LLEX
3312
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
$117K ﹤0.01%
29,432
+17,743
+152% +$71.8K
AXTI icon
3313
AXT Inc
AXTI
$3.13B
$115K ﹤0.01%
15,881
-115,826
-88% -$941K
PCMI
3314
DELISTED
PCM, Inc
PCMI
$115K ﹤0.01%
+13,878
New +$120K
MITK icon
3315
Mitek Systems
MITK
$768M
$114K ﹤0.01%
15,348
+1,151
+8% +$9.37K
CIA icon
3316
Citizens
CIA
$248M
$112K ﹤0.01%
15,356
+3,032
+25% +$22.9K
PSIX
3317
Power Solutions International
PSIX
$693M
$112K ﹤0.01%
15,079
-260
-2% -$1.93K
GLDD
3318
DELISTED
Great Lakes Dredge & Dock
GLDD
$109K ﹤0.01%
23,741
-4,419
-16% -$21K
GCAP
3319
DELISTED
Gain Capital Holdings, Inc.
GCAP
$109K ﹤0.01%
16,114
+5,611
+53% +$42.1K
RIGL icon
3320
Rigel Pharmaceuticals
RIGL
$692M
$106K ﹤0.01%
2,987
+743
+33% +$29.7K
NVLN
3321
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
$106K ﹤0.01%
30,301
+15,264
+102% +$64.7K
METC icon
3322
Ramaco Resources Class A
METC
$664M
$105K ﹤0.01%
+15,091
New +$104K
PFSW
3323
DELISTED
PFSweb, Inc.
PFSW
$104K ﹤0.01%
11,887
-59
-0.5% -$452
MXWL
3324
DELISTED
Maxwell Technologies Inc
MXWL
$103K ﹤0.01%
17,364
+6,707
+63% +$39K
GNE icon
3325
Genie Energy
GNE
$378M
$102K ﹤0.01%
+20,429
New +$93.1K
131 132
133
134 135

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AF
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MCM
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PSUF
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SCC
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BAM
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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.