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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
SALM
3351
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
$69K ﹤0.01%
+19,286
New +$82.7K
ALTO icon
3352
Alto Ingredients
ALTO
$345M
$68K ﹤0.01%
22,620
-16,881
-43% -$67.5K
ARAV
3353
DELISTED
Aravive, Inc. Common Stock
ARAV
$68K ﹤0.01%
6,865
-946
-12% -$10.6K
ELDN icon
3354
Eledon Pharmaceuticals
ELDN
$276M
$67K ﹤0.01%
+743
New +$54.7K
CLNE icon
3355
Clean Energy Fuels
CLNE
$434M
$66K ﹤0.01%
39,712
-27,264
-41% -$44.8K
JILL icon
3356
J. Jill
JILL
$263M
$65K ﹤0.01%
+3,479
New +$111K
NVAX icon
3357
Novavax
NVAX
$1.25B
$62K ﹤0.01%
+1,465
New +$58.9K
BCRX icon
3358
BioCryst Pharmaceuticals
BCRX
$2.48B
$61K ﹤0.01%
12,877
+1,157
+10% +$5.95K
OAKS
3359
DELISTED
Five Oaks Investment Corp.
OAKS
$61K ﹤0.01%
+21,002
New +$70.2K
RARX
3360
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$59K ﹤0.01%
+11,038
New +$78.9K
NYMX
3361
DELISTED
Nymox Pharmaceutical Corp
NYMX
$56K ﹤0.01%
+13,284
New +$46K
AVXL icon
3362
Anavex Life Sciences
AVXL
$234M
$54K ﹤0.01%
+19,462
New +$55K
ANFI
3363
DELISTED
AMIRA NATURE FOODS LTD
ANFI
$54K ﹤0.01%
+13,017
New +$53.6K
APVO icon
3364
Aptevo Therapeutics
APVO
$5.41M
– –
0
– –
IBRX icon
3365
ImmunityBio
IBRX
$7.29B
$52K ﹤0.01%
13,481
+1,976
+17% +$8.66K
MOBL
3366
DELISTED
MobileIron, Inc.
MOBL
$51K ﹤0.01%
10,248
-466
-4% -$2.12K
SB icon
3367
Safe Bulkers
SB
$759M
$50K ﹤0.01%
15,639
+367
+2% +$1.3K
EGLE
3368
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$50K ﹤0.01%
1,429
-346
-19% -$12K
RAS
3369
DELISTED
RAIT Financial Trust
RAS
$48K ﹤0.01%
295,627
-1,540
-0.5% -$564
HOS
3370
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$47K ﹤0.01%
16,272
-91,134
-85% -$320K
ADXS
3371
DELISTED
Advaxis Inc
ADXS
$45K ﹤0.01%
1,762
+600
+52% +$22.4K
ARC
3372
DELISTED
ARC Document Solutions, Inc.
ARC
$43K ﹤0.01%
+19,424
New +$45.6K
DTEA
3373
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
$41K ﹤0.01%
+11,994
New +$44K
VSTM icon
3374
Verastem
VSTM
$547M
$38K ﹤0.01%
1,065
+27
+3% +$1.05K
ATRS
3375
DELISTED
Antares Pharma, Inc.
ATRS
$37K ﹤0.01%
16,659
+3,457
+26% +$7.78K
133 134
135
136 137

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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.