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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
FPF
2001
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$3.17M ﹤0.01%
+147,081
New +$3.26M
TU icon
2002
Telus
TU
$14.9B
$3.17M ﹤0.01%
178,684
+6,988
+4% +$124K
HTLF
2003
DELISTED
Heartland Financial USA, Inc.
HTLF
$3.17M ﹤0.01%
57,745
+1,650
+3% +$90.3K
MTRX icon
2004
Matrix Service
MTRX
$326M
$3.16M ﹤0.01%
172,409
-11,376
-6% -$197K
HLI icon
2005
Houlihan Lokey
HLI
$8.77B
$3.16M ﹤0.01%
61,721
-5,649
-8% -$270K
HTGC icon
2006
Hercules Capital
HTGC
$3.07B
$3.16M ﹤0.01%
249,798
+35,292
+16% +$436K
HAFC icon
2007
Hanmi Financial
HAFC
$945M
$3.16M ﹤0.01%
111,386
-16,529
-13% -$490K
LDP icon
2008
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$3.15M ﹤0.01%
123,200
-71,861
-37% -$1.83M
FRME icon
2009
First Merchants
FRME
$2.68B
$3.14M ﹤0.01%
67,737
-17,185
-20% -$770K
MSD
2010
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$3.14M ﹤0.01%
358,757
+18,963
+6% +$172K
CTRN icon
2011
Citi Trends
CTRN
$555M
$3.13M ﹤0.01%
114,035
+7,711
+7% +$232K
MDGL icon
2012
Madrigal Pharmaceuticals
MDGL
$10.8B
$3.13M ﹤0.01%
11,187
-3,236
-22% -$568K
WMS icon
2013
Advanced Drainage Systems
WMS
$10.6B
$3.13M ﹤0.01%
109,512
+2,533
+2% +$67.8K
PMM
2014
Franklin Managed Municipal Income Trust
PMM
$267M
$3.12M ﹤0.01%
441,197
+81,758
+23% +$577K
WSFS icon
2015
WSFS Financial
WSFS
$4.12B
$3.12M ﹤0.01%
58,556
+1,431
+3% +$74.2K
SODA
2016
DELISTED
SodaStream International Ltd
SODA
$3.12M ﹤0.01%
36,528
-1,643
-4% -$148K
SAFE
2017
Safehold
SAFE
$1.16B
$3.12M ﹤0.01%
59,318
+14,992
+34% +$772K
LRN icon
2018
Stride
LRN
$3.41B
$3.11M ﹤0.01%
190,054
+39,588
+26% +$614K
KOF icon
2019
Coca-Cola Femsa
KOF
$22.7B
$3.11M ﹤0.01%
55,109
-38,924
-41% -$2.38M
CALM icon
2020
Cal-Maine
CALM
$4.12B
$3.11M ﹤0.01%
67,741
+8,273
+14% +$400K
VTIP icon
2021
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$3.11M ﹤0.01%
63,585
+5,049
+9% +$247K
ESRT icon
2022
Empire State Realty Trust
ESRT
$872M
$3.1M ﹤0.01%
181,543
+5,096
+3% +$86.1K
TDAY
2023
USA Today Co
TDAY
$1.27B
$3.1M ﹤0.01%
167,811
+24,622
+17% +$427K
INWK
2024
DELISTED
InnerWorkings, Inc.
INWK
$3.1M ﹤0.01%
356,785
-6,927
-2% -$63.9K
CBZ icon
2025
CBIZ
CBZ
$2.99B
$3.1M ﹤0.01%
134,567
+13,280
+11% +$268K
79 80
81
82 83

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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.