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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
MTSI icon
1651
MACOM Technology Solutions
MTSI
$19.2B
$5.13M ﹤0.01%
222,599
-3,449
-2% -$73.3K
AAT
1652
American Assets Trust
AAT
$1.45B
$5.12M ﹤0.01%
133,791
+11,396
+9% +$403K
NNI icon
1653
Nelnet
NNI
$4.88B
$5.12M ﹤0.01%
87,696
+251
+0.3% +$14.5K
POST icon
1654
Post Holdings
POST
$4.14B
$5.11M ﹤0.01%
90,806
+15,550
+21% +$812K
CPF icon
1655
Central Pacific Financial
CPF
$1.02B
$5.1M ﹤0.01%
178,009
+11,779
+7% +$348K
PRI icon
1656
Primerica
PRI
$9.98B
$5.1M ﹤0.01%
51,186
-11,420
-18% -$1.12M
ELUX
1657
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$5.09M ﹤0.01%
111,480
-25,230
-18% -$1.15M
DORM icon
1658
Dorman Products
DORM
$3.98B
$5.09M ﹤0.01%
74,511
-6,397
-8% -$431K
LGF.B
1659
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$5.09M ﹤0.01%
216,863
-13,567
-6% -$315K
MLKN icon
1660
MillerKnoll
MLKN
$1.53B
$5.08M ﹤0.01%
149,997
-2,900
-2% -$95.9K
VRE
1661
DELISTED
Veris Residential
VRE
$5.08M ﹤0.01%
250,754
+48,174
+24% +$887K
ESI icon
1662
Element Solutions
ESI
$8.95B
$5.08M ﹤0.01%
438,062
+60,395
+16% +$658K
GEO icon
1663
The GEO Group
GEO
$4.13B
$5.04M ﹤0.01%
182,894
+1,108
+0.6% +$26.4K
JBGS
1664
JBG SMITH
JBGS
$818M
$5.04M ﹤0.01%
138,061
+10,459
+8% +$379K
FNGN
1665
DELISTED
Financial Engines, Inc.
FNGN
$5.04M ﹤0.01%
112,148
-4,716
-4% -$195K
IGR
1666
CBRE Global Real Estate Income Fund
IGR
$709M
$5.03M ﹤0.01%
667,270
+134,301
+25% +$996K
AGS
1667
DELISTED
PlayAGS
AGS
$5.03M ﹤0.01%
185,668
+163,585
+741% +$3.82M
FNV icon
1668
Franco-Nevada
FNV
$41.1B
$5.03M ﹤0.01%
68,830
+8,827
+15% +$626K
CABO icon
1669
Cable One
CABO
$227M
$5.02M ﹤0.01%
6,844
+198
+3% +$134K
TNC icon
1670
Tennant Co
TNC
$1.43B
$5.01M ﹤0.01%
63,436
+1,297
+2% +$97K
FMBI
1671
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$5.01M ﹤0.01%
196,557
+13,160
+7% +$337K
SHI
1672
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$5M ﹤0.01%
83,354
+21,163
+34% +$1.41M
FCPT icon
1673
Four Corners Property Trust
FCPT
$2.81B
$4.99M ﹤0.01%
202,377
+59,708
+42% +$1.37M
FFBC icon
1674
First Financial Bancorp
FFBC
$3.55B
$4.97M ﹤0.01%
162,313
+26,100
+19% +$816K
NPO icon
1675
Enpro
NPO
$6.63B
$4.96M ﹤0.01%
70,965
-15,210
-18% -$1.14M
65 66
67
68 69

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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.