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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
+3.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$106B
AUM Growth
+$4.18B
Cap. Flow
+$1.94B
Cap. Flow %
1.84%
Top 10 Hldgs %
15.44%
Holding
4,108
New
177
Increased
2,297
Reduced
1,378
Closed
232

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$92.5M
2
XOM icon
ExxonMobil
XOM
+$92.3M
3
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$89.3M
4
MSFT icon
Microsoft
MSFT
+$73.3M
5
WFC icon
Wells Fargo
WFC
+$68.6M

Top Sells

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$198M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$156M
3
MON
Monsanto Co
MON
+$116M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$93.8M
5
BAP icon
Credicorp
BAP
+$82.2M

Sector Composition

Rank Sector Weight
1 Financials 14.56%
2 Technology 14.2%
3 Healthcare 11.45%
4 Consumer Discretionary 8.86%
5 Industrials 8.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRIP icon
476
TripAdvisor
TRIP
$1.65B
$34.6M 0.03%
620,874
+96,941
+19% +$4.63M
ESS icon
477
Essex Property Trust
ESS
$18.3B
$34.4M 0.03%
144,084
+4,179
+3% +$996K
FDS icon
478
Factset
FDS
$9.37B
$34.3M 0.03%
173,082
-13,309
-7% -$2.66M
TFX icon
479
Teleflex
TFX
$5.91B
$34.2M 0.03%
127,691
+5,097
+4% +$1.37M
VNQ icon
480
Vanguard Real Estate ETF
VNQ
$39.2B
$34.2M 0.03%
420,282
+3,408
+0.8% +$264K
AA icon
481
Alcoa
AA
$12B
$34.2M 0.03%
730,153
+53,213
+8% +$2.68M
MELI icon
482
Mercado Libre
MELI
$95.3B
$34.2M 0.03%
114,449
-16,866
-13% -$5.32M
ENB icon
483
Enbridge
ENB
$119B
$34.2M 0.03%
957,484
-30,852
-3% -$977K
RHI icon
484
Robert Half
RHI
$3.9B
$34.1M 0.03%
523,969
-38,116
-7% -$2.42M
QVCGA
485
DELISTED
QVC Group Inc Series A
QVCGA
$34M 0.03%
33,016
-14,731
-31% -$16.3M
KIM icon
486
Kimco Realty
KIM
$17.2B
$33.8M 0.03%
1,990,820
+191,484
+11% +$2.89M
AFG icon
487
American Financial Group
AFG
$11.8B
$33.8M 0.03%
314,805
-22,837
-7% -$2.53M
SPR
488
DELISTED
Spirit AeroSystems
SPR
$33.7M 0.03%
392,379
-120,652
-24% -$10.1M
PBF icon
489
PBF Energy
PBF
$8.5B
$33.7M 0.03%
803,359
-201,131
-20% -$8.42M
CAJ
490
DELISTED
Canon, Inc.
CAJ
$33.5M 0.03%
1,024,543
+9,366
+0.9% +$324K
SIX
491
DELISTED
Six Flags Entertainment Corp.
SIX
$33.3M 0.03%
475,915
+88,931
+23% +$5.81M
NI icon
492
NiSource
NI
$21.4B
$33.3M 0.03%
1,266,332
+162,303
+15% +$3.98M
AAP icon
493
Advance Auto Parts
AAP
$3.36B
$33.2M 0.03%
244,452
+34,027
+16% +$4.13M
CBOE icon
494
Cboe Global Markets
CBOE
$32B
$33.1M 0.03%
318,273
-33,881
-10% -$3.58M
L icon
495
Loews
L
$24B
$33.1M 0.03%
685,412
+27,825
+4% +$1.4M
AEL
496
DELISTED
American Equity Investment Life Holding Company
AEL
$32.9M 0.03%
914,724
+20,406
+2% +$658K
MSGS icon
497
Madison Square Garden
MSGS
$9.54B
$32.7M 0.03%
147,804
+108,024
+272% +$20M
AKAM icon
498
Akamai
AKAM
$16.7B
$32.5M 0.03%
443,703
+65,684
+17% +$4.93M
IBN icon
499
ICICI Bank
IBN
$108B
$32.5M 0.03%
4,042,908
+85,303
+2% +$731K
NWL icon
500
Newell Brands
NWL
$2.44B
$32.5M 0.03%
1,258,804
+80,932
+7% +$2.11M
18 19
20
21 22

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NIPH
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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 Q2 2018 Portfolio in Review

As of Q2 2018, Parametric Portfolio Associates held 4,108 positions worth $106B, up 4.1% from $101B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q2 2018 filing shows 177 new, 2,297 increased, 1,378 reduced and 232 closed positions. Its largest new stake was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M. The largest sale was Time Warner Inc, an estimated $198M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2018 buy was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M.
  • Parametric Portfolio Associates added most to AT&T in Q2 2018, an estimated $92.5M increase.
  • Parametric Portfolio Associates's biggest Q2 2018 reduction was iShares Core S&P 500 ETF, cutting an estimated $156M.
  • Parametric Portfolio Associates fully exited Time Warner Inc in Q2 2018, selling an estimated $198M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $106B portfolio in Q2 2018.
  • Parametric Portfolio Associates opened 177 new positions and closed 232 in Q2 2018.
  • Parametric Portfolio Associates's portfolio value rose 4.1% quarter-over-quarter to $106B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2018, filed 13 Aug 2018.