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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
LRMR icon
3326
Larimar Therapeutics
LRMR
$406M
$102K ﹤0.01%
1,144
-165
-13% -$14K
ICD
3327
DELISTED
Independence Contract Drilling, Inc.
ICD
$102K ﹤0.01%
1,349
-84
-6% -$7.37K
SND icon
3328
Smart Sand
SND
$199M
$101K ﹤0.01%
17,422
-6,203
-26% -$51.1K
LTS
3329
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$101K ﹤0.01%
31,039
+2,627
+9% +$8.52K
CRD.B icon
3330
Crawford & Co Class B
CRD.B
$492M
$100K ﹤0.01%
12,178
-3,331
-21% -$30.4K
LCTX icon
3331
Lineage Cell Therapeutics
LCTX
$254M
$97K ﹤0.01%
41,245
+25,106
+156% +$58.9K
MEET
3332
DELISTED
The Meet Group, Inc. Common Stock
MEET
$97K ﹤0.01%
46,341
+3,739
+9% +$9.71K
FLNT
3333
Fluent
FLNT
$103M
$96K ﹤0.01%
6,381
+4
+0.1% +$87
GWRS icon
3334
Global Water Resources
GWRS
$213M
$94K ﹤0.01%
+10,436
New +$93.1K
SGYP
3335
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$89K ﹤0.01%
48,826
-75,040
-61% -$158K
BTE icon
3336
Baytex Energy
BTE
$2.98B
$83K ﹤0.01%
30,464
+3,867
+15% +$11.2K
ARLZ
3337
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
$82K ﹤0.01%
54,612
– –
ZIXI
3338
DELISTED
Zix Corporation
ZIXI
$81K ﹤0.01%
19,020
+447
+2% +$1.92K
MR
3339
DELISTED
Montage Resources Corporation Common Stock
MR
$81K ﹤0.01%
3,769
-473
-11% -$13.6K
CGI
3340
DELISTED
Celadon Group Inc
CGI
$80K ﹤0.01%
21,663
-534
-2% -$2.67K
VSLR
3341
DELISTED
VIVINT SOLAR, INC.
VSLR
$79K ﹤0.01%
21,528
-8,138
-27% -$28.1K
ACTG icon
3342
Acacia Research
ACTG
$450M
$78K ﹤0.01%
22,242
+167
+0.8% +$612
AGEN
3343
Agenus
AGEN
$252M
$77K ﹤0.01%
+831
New +$73.8K
NH
3344
DELISTED
NantHealth, Inc
NH
$77K ﹤0.01%
1,683
+901
+115% +$45.2K
I
3345
DELISTED
INTELSAT S. A.
I
$77K ﹤0.01%
20,441
+6,788
+50% +$25.1K
ROSE
3346
DELISTED
Rosehill Resources Inc. Class A
ROSE
$75K ﹤0.01%
+12,801
New +$91.3K
HIND
3347
Vyome Holdings
HIND
$14.7M
– –
0
– –
MLNT
3348
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
$74K ﹤0.01%
2,010
-118
-6% -$7.76K
RLGT icon
3349
Radiant Logistics
RLGT
$418M
$72K ﹤0.01%
18,509
-2,161
-10% -$9.21K
VRAY
3350
DELISTED
ViewRay, Inc.
VRAY
$70K ﹤0.01%
10,954
-110,354
-91% -$920K
132 133
134
135 136

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MCM
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PSUF
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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.