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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
ICFI icon
1526
ICF International
ICFI
$1.46B
$5.95M 0.01%
83,779
+27,772
+50% +$1.88M
NE
1527
DELISTED
Noble Corporation
NE
$5.94M 0.01%
938,852
-56,389
-6% -$289K
BKI
1528
DELISTED
Black Knight, Inc. Common Stock
BKI
$5.93M 0.01%
110,833
-30,186
-21% -$1.52M
BRKR icon
1529
Bruker
BRKR
$9.57B
$5.93M 0.01%
204,179
+7,470
+4% +$227K
SIR
1530
DELISTED
SELECT INCOME REIT
SIR
$5.93M 0.01%
600,109
+71,297
+13% +$641K
BGS icon
1531
B&G Foods
BGS
$287M
$5.92M 0.01%
198,095
-43,472
-18% -$1.17M
PAY
1532
DELISTED
Verifone Systems Inc
PAY
$5.91M 0.01%
259,082
-599,678
-70% -$13.3M
SSNC icon
1533
SS&C Technologies
SSNC
$18.1B
$5.91M 0.01%
113,862
+18,130
+19% +$918K
LGIH icon
1534
LGI Homes
LGIH
$1.27B
$5.91M 0.01%
102,347
+3,546
+4% +$229K
GDDY icon
1535
GoDaddy
GDDY
$11B
$5.91M 0.01%
83,635
+15,567
+23% +$1.06M
KRC icon
1536
Kilroy Realty
KRC
$4.52B
$5.87M 0.01%
77,598
+808
+1% +$59.2K
GLIBA
1537
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$5.87M 0.01%
130,148
-6,625
-5% -$305K
TSE
1538
DELISTED
Trinseo
TSE
$5.87M 0.01%
82,671
-5,540
-6% -$412K
SBRA icon
1539
Sabra Healthcare REIT
SBRA
$5.34B
$5.86M 0.01%
269,800
-4,379
-2% -$85.5K
BSAC icon
1540
Banco Santander Chile
BSAC
$16.3B
$5.86M 0.01%
186,488
-354,519
-66% -$11.7M
SCSC icon
1541
Scansource
SCSC
$1.15B
$5.85M 0.01%
145,197
-24,542
-14% -$925K
GRA
1542
DELISTED
W.R. Grace & Co.
GRA
$5.85M 0.01%
79,790
+16,155
+25% +$1.13M
AIR icon
1543
AAR Corp
AIR
$5.59B
$5.84M 0.01%
125,718
-8,729
-6% -$398K
KPN
1544
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$5.84M 0.01%
2,179,504
+62,755
+3% +$168K
LMNX
1545
DELISTED
Luminex Corp
LMNX
$5.83M 0.01%
197,571
+2,005
+1% +$51.5K
H icon
1546
Hyatt Hotels
H
$16.4B
$5.8M 0.01%
75,235
-35,125
-32% -$2.79M
OUT icon
1547
Outfront Media
OUT
$5.61B
$5.8M 0.01%
302,886
+124,971
+70% +$2.38M
PBA icon
1548
Pembina Pipeline
PBA
$28.4B
$5.79M 0.01%
167,326
-1,263
-0.7% -$42.2K
SSTK icon
1549
Shutterstock
SSTK
$198M
$5.78M 0.01%
121,878
+18,003
+17% +$856K
MBI icon
1550
MBIA
MBI
$261M
$5.78M 0.01%
639,735
-30,410
-5% -$274K
60 61
62
63 64

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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.