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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
CRC
2001
DELISTED
California Resources Corporation
CRC
$2.9M ﹤0.01%
168,903
-20,369
-11% -$382K
CVNA icon
2002
Carvana
CVNA
$47.5B
$2.9M ﹤0.01%
631,185
+33,935
+6% +$136K
APAM icon
2003
Artisan Partners
APAM
$2.86B
$2.89M ﹤0.01%
86,708
-12,966
-13% -$468K
TMP icon
2004
Tompkins Financial
TMP
$1.42B
$2.88M ﹤0.01%
38,087
+7,311
+24% +$588K
ESE icon
2005
ESCO Technologies
ESE
$7.77B
$2.88M ﹤0.01%
49,191
-953
-2% -$58.5K
IGIB icon
2006
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.88M ﹤0.01%
53,644
– –
SM icon
2007
SM Energy
SM
$7.6B
$2.88M ﹤0.01%
159,460
-67,446
-30% -$1.46M
CTS icon
2008
CTS Corp
CTS
$1.76B
$2.87M ﹤0.01%
105,520
+12,919
+14% +$348K
CRESY
2009
Cresud
CRESY
$806M
$2.86M ﹤0.01%
158,317
-67
-0% -$1.26K
VTIP icon
2010
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$2.86M ﹤0.01%
58,536
+50
+0.1% +$2.44K
SYNT
2011
DELISTED
Syntel Inc
SYNT
$2.86M ﹤0.01%
112,142
+28,903
+35% +$716K
AVX
2012
DELISTED
AVX Corporation
AVX
$2.85M ﹤0.01%
172,367
-504
-0.3% -$8.9K
AVP
2013
DELISTED
Avon Products, Inc.
AVP
$2.85M ﹤0.01%
1,004,311
-285,421
-22% -$721K
CPL
2014
DELISTED
CPFL Energia S.A.
CPL
$2.85M ﹤0.01%
189,726
-105,581
-36% -$1.44M
VRTV
2015
DELISTED
VERITIV CORPORATION
VRTV
$2.84M ﹤0.01%
72,454
+10,347
+17% +$314K
BZH icon
2016
Beazer Homes USA
BZH
$888M
$2.83M ﹤0.01%
177,569
+14,048
+9% +$249K
EFV icon
2017
iShares MSCI EAFE Value ETF
EFV
$28.3B
$2.83M ﹤0.01%
51,914
+3,937
+8% +$221K
ALEX
2018
DELISTED
Alexander & Baldwin
ALEX
$2.83M ﹤0.01%
122,265
+43,588
+55% +$1.09M
CATM
2019
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.83M ﹤0.01%
126,698
+80,594
+175% +$1.92M
FELE icon
2020
Franklin Electric
FELE
$4.66B
$2.83M ﹤0.01%
69,331
+3,383
+5% +$145K
QSR icon
2021
Restaurant Brands International
QSR
$26.2B
$2.82M ﹤0.01%
49,620
-28,946
-37% -$1.72M
GHL
2022
DELISTED
Greenhill & Co., Inc.
GHL
$2.81M ﹤0.01%
151,779
+1,564
+1% +$30.2K
AVAL icon
2023
Grupo Aval
AVAL
$5.82B
$2.8M ﹤0.01%
337,116
-7,448
-2% -$65.4K
USNA icon
2024
Usana Health Sciences
USNA
$419M
$2.8M ﹤0.01%
32,609
+6,664
+26% +$516K
NUVA
2025
DELISTED
NuVasive, Inc.
NUVA
$2.8M ﹤0.01%
53,608
+6,080
+13% +$308K
79 80
81
82 83

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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.