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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
SITE icon
1451
SiteOne Landscape Supply
SITE
$4.58B
$6.16M 0.01%
79,900
+8,748
+12% +$645K
HI
1452
DELISTED
Hillenbrand
HI
$6.15M 0.01%
134,078
+6,890
+5% +$311K
IBKC
1453
DELISTED
IBERIABANK Corp
IBKC
$6.13M 0.01%
78,566
+5,109
+7% +$419K
RUSHA icon
1454
Rush Enterprises Class A
RUSHA
$6.13B
$6.13M 0.01%
324,425
-60,991
-16% -$1.27M
HWC icon
1455
Hancock Whitney
HWC
$6.19B
$6.12M 0.01%
118,383
-22,047
-16% -$1.18M
MTH icon
1456
Meritage Homes
MTH
$4.89B
$6.12M 0.01%
270,372
+17,918
+7% +$427K
HMN icon
1457
Horace Mann Educators
HMN
$2.12B
$6.11M 0.01%
142,927
-29,538
-17% -$1.26M
WIFI
1458
DELISTED
Boingo Wireless, Inc.
WIFI
$6.11M 0.01%
246,654
+163,283
+196% +$4.02M
HGV icon
1459
Hilton Grand Vacations
HGV
$4.14B
$6.11M 0.01%
141,908
+27,253
+24% +$1.19M
FBP icon
1460
First Bancorp
FBP
$4.47B
$6.1M 0.01%
1,013,217
+21,558
+2% +$127K
JPC icon
1461
Nuveen Preferred & Income Opportunities Fund
JPC
$2.9B
$6.1M 0.01%
609,224
+38,824
+7% +$383K
OXM icon
1462
Oxford Industries
OXM
$613M
$6.1M 0.01%
81,759
-1,552
-2% -$124K
MHG
1463
DELISTED
Marine Harvest ASA
MHG
$6.09M 0.01%
302,789
+123,335
+69% +$2.48M
SWX icon
1464
Southwest Gas
SWX
$6.7B
$6.08M 0.01%
89,879
+1,449
+2% +$103K
TKC icon
1465
Turkcell
TKC
$4.78B
$6.08M 0.01%
635,930
+66,082
+12% +$660K
VMI icon
1466
Valmont Industries
VMI
$9.33B
$6.07M 0.01%
41,493
-7,215
-15% -$1.13M
CTLT
1467
DELISTED
CATALENT, INC.
CTLT
$6.06M 0.01%
147,564
+11,206
+8% +$477K
CZR
1468
DELISTED
Caesars Entertainment Corporation
CZR
$6.06M 0.01%
538,488
+62,131
+13% +$798K
PRI icon
1469
Primerica
PRI
$10B
$6.05M 0.01%
62,606
+3,966
+7% +$398K
CRZO
1470
DELISTED
Carrizo Oil & Gas Inc
CRZO
$6.04M 0.01%
377,546
+4,317
+1% +$81.1K
RYN icon
1471
Rayonier
RYN
$6.64B
$6.04M 0.01%
189,147
-8,509
-4% -$259K
SCSC icon
1472
Scansource
SCSC
$1.16B
$6.03M 0.01%
169,739
+5,034
+3% +$172K
FLO icon
1473
Flowers Foods
FLO
$1.6B
$6.03M 0.01%
275,677
+56,137
+26% +$1.13M
CCMP
1474
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$6.01M 0.01%
56,090
-4,418
-7% -$456K
FWONK icon
1475
Liberty Media Series C
FWONK
$25.4B
$6M 0.01%
201,330
-45,349
-18% -$1.5M
57 58
59
60 61

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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.