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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
WBD icon
626
Warner Bros
WBD
$65.9B
$25.3M 0.02%
919,412
+66,224
+8% +$1.58M
BBBY
627
DELISTED
Bed Bath & Beyond Inc
BBBY
$25.3M 0.02%
1,268,964
-128,061
-9% -$2.39M
BMO icon
628
Bank of Montreal
BMO
$126B
$25.1M 0.02%
324,234
+13,405
+4% +$1.03M
KYO
629
DELISTED
Kyocera Adr
KYO
$25M 0.02%
446,298
+50,539
+13% +$2.98M
BALL icon
630
Ball Corp
BALL
$17.3B
$25M 0.02%
701,948
-36,313
-5% -$1.39M
CIT
631
DELISTED
CIT Group Inc.
CIT
$24.9M 0.02%
493,203
+79,321
+19% +$4.14M
NICE icon
632
Nice
NICE
$5.79B
$24.8M 0.02%
239,336
+11,196
+5% +$1.13M
RENX
633
DELISTED
RELX N.V.
RENX
$24.8M 0.02%
1,163,255
+84,922
+8% +$1.82M
WH icon
634
Wyndham Hotels & Resorts
WH
$5.56B
$24.8M 0.02%
+421,074
New +$25.9M
FUJI
635
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$24.8M 0.02%
635,316
+22,213
+4% +$865K
MAN icon
636
ManpowerGroup
MAN
$2.44B
$24.7M 0.02%
287,471
-61,261
-18% -$6.02M
PKX icon
637
POSCO
PKX
$16.1B
$24.5M 0.02%
330,908
+18,969
+6% +$1.54M
WTW icon
638
Willis Towers Watson
WTW
$31.7B
$24.4M 0.02%
161,122
+2,242
+1% +$341K
MLM icon
639
Martin Marietta Materials
MLM
$31.5B
$24.3M 0.02%
108,751
+6,279
+6% +$1.34M
LNT icon
640
Alliant Energy
LNT
$18.3B
$24.1M 0.02%
570,363
+21,573
+4% +$888K
CHE icon
641
Chemed
CHE
$7.07B
$24M 0.02%
74,721
-5,363
-7% -$1.68M
MT icon
642
ArcelorMittal
MT
$52.9B
$23.9M 0.02%
831,351
+47,729
+6% +$1.58M
SUPN icon
643
Supernus Pharmaceuticals
SUPN
$2.59B
$23.9M 0.02%
399,734
+19,903
+5% +$1.03M
KEYS icon
644
Keysight
KEYS
$54.5B
$23.9M 0.02%
404,832
+12,810
+3% +$712K
TSS
645
DELISTED
Total System Services, Inc.
TSS
$23.9M 0.02%
282,370
-16,082
-5% -$1.38M
CAKE icon
646
Cheesecake Factory
CAKE
$5.04B
$23.8M 0.02%
432,343
+22,525
+5% +$1.19M
BCE icon
647
BCE
BCE
$20.2B
$23.7M 0.02%
586,312
+425,074
+264% +$17.8M
LKQ icon
648
LKQ Corp
LKQ
$5.72B
$23.7M 0.02%
742,698
-161,605
-18% -$5.39M
XRX icon
649
Xerox
XRX
$386M
$23.6M 0.02%
984,141
+6,413
+0.7% +$181K
BDJ icon
650
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.73B
$23.6M 0.02%
2,566,742
+65,358
+3% +$590K
24 25
26
27 28

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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.