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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
STLA icon
501
Stellantis
STLA
$16.7B
$32.4M 0.03%
1,716,499
-8,041
-0.5% -$176K
RCL icon
502
Royal Caribbean
RCL
$85.1B
$32.4M 0.03%
312,766
-85,153
-21% -$9.36M
CXO
503
DELISTED
CONCHO RESOURCES INC.
CXO
$32.4M 0.03%
234,159
-50,699
-18% -$7.25M
PBCT
504
DELISTED
People's United Financial Inc
PBCT
$32.1M 0.03%
1,776,359
+40,527
+2% +$754K
IPG
505
DELISTED
Interpublic Group of Companies
IPG
$32.1M 0.03%
1,369,236
-80,225
-6% -$1.89M
DT
506
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$32M 0.03%
2,074,801
+312,029
+18% +$4.82M
NLY icon
507
Annaly Capital Management
NLY
$17.1B
$32M 0.03%
777,853
+46,481
+6% +$1.94M
TTWO icon
508
Take-Two Interactive
TTWO
$45.4B
$32M 0.03%
270,026
+15,842
+6% +$1.72M
NJ
509
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$31.9M 0.03%
850,360
+38,740
+5% +$1.45M
XLNX
510
DELISTED
Xilinx Inc
XLNX
$31.9M 0.03%
488,709
+17,127
+4% +$1.17M
KMX icon
511
CarMax
KMX
$8.13B
$31.8M 0.03%
436,564
-3,706
-0.8% -$247K
CRH icon
512
CRH
CRH
$63.2B
$31.7M 0.03%
898,051
+85,290
+10% +$3.07M
INGR icon
513
Ingredion
INGR
$6.27B
$31.7M 0.03%
286,227
-100,843
-26% -$11.9M
KKR icon
514
KKR & Co
KKR
$91.1B
$31.6M 0.03%
1,272,779
+515,402
+68% +$11.5M
AV
515
DELISTED
Aviva Plc
AV
$31.6M 0.03%
2,386,664
-37,140
-2% -$492K
PACW
516
DELISTED
PacWest Bancorp
PACW
$31.6M 0.03%
638,661
-7,582
-1% -$396K
HIT
517
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$31.5M 0.03%
446,985
+19,056
+4% +$1.34M
NGG icon
518
National Grid
NGG
$80.4B
$31.4M 0.03%
636,358
+97,453
+18% +$4.92M
REP
519
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$31.4M 0.03%
1,608,213
+87,823
+6% +$1.72M
WYNN icon
520
Wynn Resorts
WYNN
$10.3B
$31.4M 0.03%
187,625
+16,131
+9% +$2.98M
BKR icon
521
Baker Hughes
BKR
$60B
$31.4M 0.03%
949,282
+58,342
+7% +$1.98M
MAS icon
522
Masco
MAS
$14.1B
$31.1M 0.03%
832,327
-63,961
-7% -$2.46M
OPLN
523
Openlane
OPLN
$4.21B
$31.1M 0.03%
1,498,852
+409,743
+38% +$8.35M
SIVB
524
DELISTED
SVB Financial Group
SIVB
$31M 0.03%
107,523
-10,031
-9% -$2.95M
RS icon
525
Reliance Steel & Aluminium
RS
$20.7B
$30.9M 0.03%
353,322
+19,493
+6% +$1.77M
19 20
21
22 23

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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 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.