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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
TVTX icon
2701
Travere Therapeutics
TVTX
$5.2B
$792K ﹤0.01%
35,402
+2,015
+6% +$48K
ACRS icon
2702
Aclaris Therapeutics
ACRS
$744M
$790K ﹤0.01%
45,111
+20,077
+80% +$425K
ACLS icon
2703
Axcelis
ACLS
$3.69B
$784K ﹤0.01%
31,863
-891
-3% -$23.4K
MDB icon
2704
MongoDB
MDB
$25B
$782K ﹤0.01%
+18,029
New +$583K
HRTG icon
2705
Heritage Insurance Holdings
HRTG
$905M
$781K ﹤0.01%
51,537
+6,638
+15% +$114K
OEF icon
2706
CALL
iShares S&P 100 ETF
OEF
$19.8B
$780K ﹤0.01%
1,300
-2,000
-61% -$242K
FRGI
2707
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$780K ﹤0.01%
42,171
+202
+0.5% +$3.79K
MGPI icon
2708
MGP Ingredients
MGPI
$400M
$779K ﹤0.01%
8,695
+1,428
+20% +$116K
ALDR
2709
DELISTED
Alder Biopharmaceuticals
ALDR
$775K ﹤0.01%
61,022
-8,782
-13% -$127K
MDXG icon
2710
MiMedx Group
MDXG
$649M
$772K ﹤0.01%
110,694
-30,807
-22% -$359K
OSBC icon
2711
Old Second Bancorp
OSBC
$1.3B
$770K ﹤0.01%
55,380
-881
-2% -$12.5K
MS.PRG.CL
2712
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$769K ﹤0.01%
29,219
+2,261
+8% +$59.5K
BSV icon
2713
Vanguard Short-Term Bond ETF
BSV
$44.7B
$768K ﹤0.01%
9,790
-130
-1% -$10.2K
EDIT icon
2714
Editas Medicine
EDIT
$402M
$766K ﹤0.01%
23,101
+1,825
+9% +$65K
PKOH icon
2715
Park-Ohio Holdings
PKOH
$564M
$764K ﹤0.01%
19,659
+13,062
+198% +$559K
BK.PRC
2716
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$762K ﹤0.01%
30,241
+2,354
+8% +$58.2K
GPRO icon
2717
GoPro
GPRO
$125M
$761K ﹤0.01%
158,944
+31,353
+25% +$179K
C.PRK
2718
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$761K ﹤0.01%
27,143
+2,031
+8% +$56.9K
XLY icon
2719
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$760K ﹤0.01%
14,998
+682
+5% +$35.6K
CIR
2720
DELISTED
CIRCOR International, Inc
CIR
$760K ﹤0.01%
17,809
-8,461
-32% -$407K
SWBI icon
2721
Smith & Wesson
SWBI
$657M
$758K ﹤0.01%
95,561
+21,980
+30% +$185K
AXAS
2722
DELISTED
Abraxas Petroleum Corp
AXAS
$755K ﹤0.01%
16,995
+249
+1% +$11.6K
FRED
2723
DELISTED
Fred's Inc
FRED
$755K ﹤0.01%
252,435
+43,807
+21% +$145K
WTTR icon
2724
Select Water Solutions
WTTR
$2.24B
$747K ﹤0.01%
59,227
-10,919
-16% -$179K
XLV icon
2725
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$747K ﹤0.01%
9,176
+861
+10% +$73.3K
107 108
109
110 111

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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.