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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
EDU icon
701
New Oriental
EDU
$9.37B
$20.7M 0.02%
218,623
-225,772
-51% -$21.6M
DXCM icon
702
DexCom
DXCM
$31.5B
$20.7M 0.02%
871,192
+45,900
+6% +$973K
WTM icon
703
White Mountains Insurance
WTM
$5.2B
$20.6M 0.02%
22,699
+1,577
+7% +$1.39M
RELX icon
704
RELX
RELX
$61.8B
$20.5M 0.02%
944,894
+20,268
+2% +$443K
FLIR
705
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$20.4M 0.02%
392,095
+16,097
+4% +$860K
TRN icon
706
Trinity Industries
TRN
$2.49B
$20.4M 0.02%
826,047
-167,651
-17% -$4.03M
AEG icon
707
Aegon
AEG
$14B
$20.4M 0.02%
4,126,199
+21,760
+0.5% +$120K
AJG icon
708
Arthur J. Gallagher & Co
AJG
$64.1B
$20.3M 0.02%
311,655
-28,449
-8% -$1.93M
LUX
709
DELISTED
Luxottica Group
LUX
$20.3M 0.02%
316,360
+23,901
+8% +$1.54M
UAA icon
710
Under Armour
UAA
$2.84B
$20.2M 0.02%
898,267
+275,832
+44% +$5.45M
NDAQ icon
711
Nasdaq
NDAQ
$52.7B
$20.2M 0.02%
662,571
+19,827
+3% +$596K
TNL icon
712
Travel + Leisure Co
TNL
$4.66B
$20M 0.02%
451,728
-452,238
-50% -$22.3M
INDA icon
713
iShares MSCI India ETF
INDA
$6.89B
$20M 0.02%
600,654
+365,046
+155% +$12.4M
OSK icon
714
Oshkosh
OSK
$8.79B
$20M 0.02%
283,776
-2,837
-1% -$212K
EQT icon
715
EQT Corp
EQT
$33.3B
$20M 0.02%
664,298
+13,756
+2% +$384K
CHT icon
716
Chunghwa Telecom
CHT
$33.1B
$19.9M 0.02%
555,383
+78,618
+16% +$2.92M
LM
717
DELISTED
Legg Mason, Inc.
LM
$19.9M 0.02%
571,886
+40,817
+8% +$1.55M
SVC
718
Service Properties Trust
SVC
$1.04B
$19.9M 0.02%
138,780
+10,298
+8% +$1.39M
KB icon
719
KB Financial Group
KB
$41.4B
$19.8M 0.02%
426,938
+1,381
+0.3% +$72.9K
AVT icon
720
Avnet
AVT
$7.29B
$19.8M 0.02%
460,804
-2,797
-0.6% -$113K
COO icon
721
Cooper Companies
COO
$14.1B
$19.7M 0.02%
335,504
-14,336
-4% -$819K
LOPE icon
722
Grand Canyon Education
LOPE
$3.79B
$19.7M 0.02%
176,709
-12,194
-6% -$1.34M
OFG icon
723
OFG Bancorp
OFG
$2.23B
$19.7M 0.02%
1,400,933
-189,821
-12% -$2.57M
CHK
724
DELISTED
Chesapeake Energy Corporation
CHK
$19.7M 0.02%
18,773
+5,065
+37% +$3.92M
EON
725
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$19.6M 0.02%
1,843,299
+273,269
+17% +$2.91M
27 28
29
30 31

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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.