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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
NIHD
3376
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$32K ﹤0.01%
+15,371
New +$15.9K
ACGN
3377
DELISTED
Aceragen Inc
ACGN
$31K ﹤0.01%
125
-20
-14% -$5.49K
SEAC
3378
DELISTED
Seachange International Inc
SEAC
$31K ﹤0.01%
572
+69
+14% +$4.51K
JMEI
3379
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$31K ﹤0.01%
+1,064
New +$33.3K
MUX icon
3380
McEwen Inc
MUX
$1.03B
$28K ﹤0.01%
1,351
-819
-38% -$17.7K
AGRX
3381
DELISTED
Agile Therapeutics
AGRX
$27K ﹤0.01%
5
-1
-17% -$6.61K
ATHX
3382
DELISTED
Athersys, Inc. Common Stock
ATHX
$26K ﹤0.01%
562
+25
+5% +$1.08K
ALSK
3383
DELISTED
Alaska Communications Systems
ALSK
$24K ﹤0.01%
13,487
-2,351
-15% -$5.29K
JONE
3384
DELISTED
Jones Energy, Inc.
JONE
$19K ﹤0.01%
1,189
-173
-13% -$3.75K
CHMA
3385
DELISTED
Chiasma, Inc. Common Stock
CHMA
$18K ﹤0.01%
+11,737
New +$18.6K
SIOX
3386
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$17K ﹤0.01%
1,574
+211
+15% +$3.39K
GEN
3387
DELISTED
Genesis Healthcare, Inc.
GEN
$17K ﹤0.01%
+11,473
New +$13.4K
TNK icon
3388
Teekay Tankers
TNK
$2.63B
$15K ﹤0.01%
1,531
-20,883
-93% -$207K
ALR
3389
DELISTED
AlerisLife Inc
ALR
$15K ﹤0.01%
1,162
-216
-16% -$3.13K
ABEO icon
3390
Abeona Therapeutics
ABEO
$345M
– –
-2,325
Closed -$921K
AIVL icon
3391
WisdomTree US AI Enhanced Value Fund
AIVL
$426M
– –
-10,029
Closed -$886K
ATRC icon
3392
AtriCure
ATRC
$1.77B
– –
-10,738
Closed -$196K
BCX icon
3393
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
– –
-371,415
Closed -$3.63M
BKLN icon
3394
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-9,054
Closed -$209K
CHMI
3395
Cherry Hill Mortgage Investment Corp
CHMI
$83M
– –
-18,240
Closed -$328K
CPRX
3396
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-261,325
Closed -$1.02M
ERII icon
3397
Energy Recovery
ERII
$434M
– –
-32,903
Closed -$288K
FXO icon
3398
First Trust Financials AlphaDEX Fund
FXO
$1.12B
– –
-8,321
Closed -$261K
GDEN
3399
DELISTED
Golden Entertainment
GDEN
– –
-6,313
Closed -$206K
CBIO
3400
Crescent Biopharma
CBIO
$602M
– –
-684
Closed -$1.15M
134 135
136
137 138

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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.