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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
AMCX icon
1601
AMC Global Media
AMCX
$451M
$5.04M 0.01%
97,547
+2,410
+3% +$125K
SHLM
1602
DELISTED
Schulman (A.) Inc
SHLM
$5.04M 0.01%
117,256
-84,522
-42% -$3.44M
BKD icon
1603
Brookdale Senior Living
BKD
$3.67B
$5.04M 0.01%
750,662
+90,368
+14% +$764K
DMC
1604
Del Monte Corp
DMC
$1.37B
$5.04M 0.01%
111,340
-12,957
-10% -$610K
BHK icon
1605
BlackRock Core Bond Trust
BHK
$646M
$5.03M 0.01%
383,904
+8,016
+2% +$107K
GBCI icon
1606
Glacier Bancorp
GBCI
$6.45B
$5.01M ﹤0.01%
130,640
+5,691
+5% +$224K
MDSO
1607
DELISTED
Medidata Solutions, Inc.
MDSO
$5.01M ﹤0.01%
79,779
-2,078
-3% -$138K
SRCI
1608
DELISTED
SRC Energy Inc
SRCI
$5.01M ﹤0.01%
530,829
+133,272
+34% +$1.22M
SSTK icon
1609
Shutterstock
SSTK
$220M
$5M ﹤0.01%
103,875
-405
-0.4% -$19.1K
FFIC
1610
DELISTED
Flushing Financial
FFIC
$5M ﹤0.01%
185,361
+43,760
+31% +$1.22M
CVE icon
1611
Cenovus Energy
CVE
$51.6B
$4.99M ﹤0.01%
584,670
+220,567
+61% +$1.94M
WBT
1612
DELISTED
Welbilt, Inc.
WBT
$4.99M ﹤0.01%
256,287
+20,122
+9% +$430K
LDP icon
1613
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$4.98M ﹤0.01%
195,061
-29,348
-13% -$751K
AL
1614
DELISTED
Air Lease Corp
AL
$4.98M ﹤0.01%
116,755
+2,302
+2% +$106K
CHDN icon
1615
Churchill Downs
CHDN
$6.22B
$4.95M ﹤0.01%
121,572
+6,750
+6% +$287K
BCH icon
1616
Banco de Chile
BCH
$20.4B
$4.94M ﹤0.01%
150,710
-6,291
-4% -$209K
CALY
1617
Callaway Golf Company
CALY
$3.28B
$4.94M ﹤0.01%
301,989
-6,574
-2% -$100K
HAWK
1618
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$4.94M ﹤0.01%
110,510
-134,727
-55% -$5.88M
QDEL icon
1619
QuidelOrtho
QDEL
$1.14B
$4.94M ﹤0.01%
95,325
+35,121
+58% +$1.63M
TFCF
1620
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$4.93M ﹤0.01%
135,508
+15,519
+13% +$566K
BDC icon
1621
Belden
BDC
$4.09B
$4.92M ﹤0.01%
71,313
-2,411
-3% -$185K
SEMG
1622
DELISTED
SEMGROUP CORPORATION
SEMG
$4.91M ﹤0.01%
229,426
+12,053
+6% +$310K
FCNCA icon
1623
First Citizens BancShares
FCNCA
$25B
$4.9M ﹤0.01%
11,852
-629
-5% -$271K
PDCE
1624
DELISTED
PDC Energy, Inc.
PDCE
$4.89M ﹤0.01%
99,845
+20,186
+25% +$1.06M
DLB icon
1625
Dolby
DLB
$4.97B
$4.89M ﹤0.01%
76,959
+2,421
+3% +$156K
63 64
65
66 67

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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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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.