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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
VGR
1226
DELISTED
Vector Group Ltd.
VGR
$8.86M 0.01%
722,013
+67,494
+10% +$851K
EXAS
1227
DELISTED
Exact Sciences
EXAS
$8.86M 0.01%
148,106
+27,926
+23% +$1.5M
ERIE icon
1228
Erie Indemnity
ERIE
$12.7B
$8.85M 0.01%
75,448
-1,652
-2% -$191K
KNX icon
1229
Knight Transportation
KNX
$11.3B
$8.84M 0.01%
231,434
-40,397
-15% -$1.66M
BKH icon
1230
Black Hills Corp
BKH
$5.42B
$8.83M 0.01%
144,292
+5,073
+4% +$288K
VEDL
1231
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$8.82M 0.01%
648,308
+45,082
+7% +$724K
QEP
1232
DELISTED
QEP RESOURCES, INC.
QEP
$8.81M 0.01%
719,003
+184,320
+34% +$2.19M
STAY
1233
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$8.81M 0.01%
407,516
+131,375
+48% +$2.69M
LBTYA icon
1234
Liberty Global Class A
LBTYA
$3.62B
$8.76M 0.01%
317,936
-6,081
-2% -$183K
DNKN
1235
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$8.75M 0.01%
126,724
+12,289
+11% +$790K
FNSR
1236
DELISTED
Finisar Corp
FNSR
$8.75M 0.01%
486,183
-399,564
-45% -$6.62M
PLAY icon
1237
Dave & Buster's
PLAY
$377M
$8.73M 0.01%
183,494
+50,501
+38% +$2.24M
MOG.A icon
1238
Moog Inc Class A
MOG.A
$12.4B
$8.73M 0.01%
111,923
-14,570
-12% -$1.2M
HDS
1239
DELISTED
HD Supply Holdings, Inc.
HDS
$8.69M 0.01%
202,498
-39,364
-16% -$1.59M
LFC
1240
DELISTED
China Life Insurance Company Ltd.
LFC
$8.68M 0.01%
678,800
+56,775
+9% +$790K
IQI icon
1241
Invesco Quality Municipal Securities
IQI
$522M
$8.67M 0.01%
727,250
+87,536
+14% +$1.04M
AXTA icon
1242
Axalta
AXTA
$7.66B
$8.65M 0.01%
285,426
+199,618
+233% +$6.26M
SVU
1243
DELISTED
SUPERVALU Inc.
SVU
$8.65M 0.01%
421,347
-12,307
-3% -$217K
ILG
1244
DELISTED
ILG, Inc Common Stock
ILG
$8.64M 0.01%
261,655
+1,483
+0.6% +$49.5K
SYNA icon
1245
Synaptics
SYNA
$4.19B
$8.64M 0.01%
171,450
+5,949
+4% +$270K
SPXC icon
1246
SPX Corp
SPXC
$11B
$8.63M 0.01%
246,320
+312
+0.1% +$10.6K
PENN icon
1247
PENN Entertainment
PENN
$2.75B
$8.63M 0.01%
256,831
+7,858
+3% +$245K
DCT
1248
DELISTED
DCT Industrial Trust Inc.
DCT
$8.55M 0.01%
128,111
-50,192
-28% -$3.15M
POLY
1249
DELISTED
Plantronics, Inc.
POLY
$8.55M 0.01%
112,082
+23,943
+27% +$1.65M
WDR
1250
DELISTED
Waddell & Reed Financial, Inc.
WDR
$8.51M 0.01%
473,739
-5,404
-1% -$105K
48 49
50
51 52

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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.