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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
OGE icon
776
OGE Energy
OGE
$9.78B
$17.7M 0.02%
503,924
+133,417
+36% +$4.48M
CLB icon
777
Core Laboratories
CLB
$488M
$17.7M 0.02%
140,226
-17,420
-11% -$2.12M
CPB icon
778
Campbell Soup
CPB
$6.55B
$17.6M 0.02%
433,649
-79,520
-15% -$3.1M
FTI icon
779
TechnipFMC
FTI
$28.1B
$17.6M 0.02%
743,565
+33,389
+5% +$796K
SLG icon
780
SL Green Realty
SLG
$3.76B
$17.6M 0.02%
180,446
-1,210
-0.7% -$114K
MAT icon
781
Mattel
MAT
$4.38B
$17.5M 0.02%
1,068,714
+261,809
+32% +$3.97M
TDC icon
782
Teradata
TDC
$2.92B
$17.5M 0.02%
436,971
+28,033
+7% +$1.13M
TECH icon
783
Bio-Techne
TECH
$11.2B
$17.5M 0.02%
472,764
+116,312
+33% +$4.44M
LULU icon
784
lululemon athletica
LULU
$13.5B
$17.5M 0.02%
139,882
-14,211
-9% -$1.52M
SLM icon
785
SLM Corp
SLM
$4.89B
$17.4M 0.02%
1,520,986
+77,609
+5% +$898K
STM icon
786
STMicroelectronics
STM
$46.7B
$17.4M 0.02%
784,676
+81,377
+12% +$1.89M
CAR icon
787
Avis
CAR
$4.86B
$17.4M 0.02%
533,925
+73,103
+16% +$3.18M
TER icon
788
Teradyne
TER
$57.6B
$17.3M 0.02%
454,478
-82,997
-15% -$3.23M
URBN icon
789
Urban Outfitters
URBN
$6.35B
$17.3M 0.02%
387,730
+127,069
+49% +$5.31M
STWD icon
790
Starwood Property Trust
STWD
$5.92B
$17.2M 0.02%
790,250
-40,139
-5% -$864K
LNG icon
791
Cheniere Energy
LNG
$55.2B
$17.2M 0.02%
263,129
+11,655
+5% +$717K
BURL icon
792
Burlington
BURL
$23.2B
$17.1M 0.02%
113,913
-603
-0.5% -$85.8K
WPX
793
DELISTED
WPX Energy, Inc.
WPX
$17.1M 0.02%
949,452
+128,718
+16% +$2.2M
CM icon
794
Canadian Imperial Bank of Commerce
CM
$108B
$17.1M 0.02%
393,796
-37,406
-9% -$1.65M
OVV icon
795
Ovintiv
OVV
$17.3B
$17.1M 0.02%
262,123
-29,857
-10% -$1.87M
MTN icon
796
Vail Resorts
MTN
$5.32B
$17.1M 0.02%
62,292
+13,038
+26% +$3.19M
X
797
DELISTED
US Steel
X
$17M 0.02%
490,557
-20,050
-4% -$717K
NXST icon
798
Nexstar Media Group
NXST
$5.82B
$17M 0.02%
232,179
-3,209
-1% -$217K
MAC icon
799
Macerich
MAC
$7.33B
$17M 0.02%
299,156
-39,723
-12% -$2.25M
OLLI icon
800
Ollie's Bargain Outlet
OLLI
$4.44B
$17M 0.02%
234,443
-22,080
-9% -$1.49M
30 31
32
33 34

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.