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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
KLXI
1401
DELISTED
KLX Inc.
KLXI
$6.97M 0.01%
115,048
-26,340
-19% -$1.62M
GIII icon
1402
G-III Apparel Group
GIII
$1.54B
$6.97M 0.01%
156,934
+29,205
+23% +$1.19M
IVR icon
1403
Invesco Mortgage Capital
IVR
$759M
$6.96M 0.01%
43,772
+962
+2% +$156K
SSD icon
1404
Simpson Manufacturing
SSD
$7.72B
$6.94M 0.01%
111,534
+774
+0.7% +$47K
GVA icon
1405
Granite Construction
GVA
$5.29B
$6.93M 0.01%
124,528
+41,552
+50% +$2.35M
TRMK icon
1406
Trustmark
TRMK
$2.76B
$6.91M 0.01%
211,804
+4,235
+2% +$136K
SEM
1407
DELISTED
Select Medical
SEM
$6.91M 0.01%
706,312
+24,746
+4% +$243K
RCI icon
1408
Rogers Communications
RCI
$18.3B
$6.89M 0.01%
145,273
+2,077
+1% +$97.6K
BT
1409
DELISTED
BT Group plc (ADR)
BT
$6.88M 0.01%
475,416
-207,392
-30% -$3.15M
MC icon
1410
Moelis & Co
MC
$4.97B
$6.87M 0.01%
117,100
+84,464
+259% +$4.85M
XLF icon
1411
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$6.87M 0.01%
258,236
+119,295
+86% +$3.29M
PLCE icon
1412
Children's Place
PLCE
$54.3M
$6.86M 0.01%
56,802
+1,000
+2% +$130K
SLF icon
1413
Sun Life Financial
SLF
$46B
$6.86M 0.01%
170,963
+10,142
+6% +$420K
CARS icon
1414
Cars.com
CARS
$662M
$6.85M 0.01%
241,402
+16,392
+7% +$451K
RLI icon
1415
RLI Corp
RLI
$5.62B
$6.85M 0.01%
206,918
-466
-0.2% -$15.3K
BGY icon
1416
BlackRock Enhanced International Dividend Trust
BGY
$524M
$6.84M 0.01%
1,192,075
+256,956
+27% +$1.53M
MASI
1417
DELISTED
Masimo
MASI
$6.84M 0.01%
70,033
-28,780
-29% -$2.74M
CRTO icon
1418
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$6.83M 0.01%
208,044
+47,057
+29% +$1.3M
ABG icon
1419
Asbury Automotive
ABG
$4.31B
$6.82M 0.01%
99,547
+1,322
+1% +$92.6K
SABR icon
1420
Sabre
SABR
$731M
$6.8M 0.01%
275,960
+33,499
+14% +$777K
PRFT
1421
DELISTED
Perficient Inc
PRFT
$6.79M 0.01%
257,483
+15,986
+7% +$401K
HA
1422
DELISTED
Hawaiian Holdings, Inc.
HA
$6.79M 0.01%
188,788
-508
-0.3% -$19.6K
RPAI
1423
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$6.76M 0.01%
528,861
-9,861
-2% -$118K
HI
1424
DELISTED
Hillenbrand
HI
$6.76M 0.01%
143,320
+9,242
+7% +$433K
CALY
1425
Callaway Golf Company
CALY
$3.32B
$6.76M 0.01%
356,188
+54,199
+18% +$993K
55 56
57
58 59

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AF
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MCM
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PSUF
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IA
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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.