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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
BGC
3501
DELISTED
General Cable Corporation
BGC
– –
-119,351
Closed -$3.53M
GXP
3502
DELISTED
Great Plains Energy Incorporated
GXP
– –
-645,717
Closed -$20.5M
LQ
3503
DELISTED
La Quinta Holdings Inc.
LQ
– –
-167,972
Closed -$3.18M
GEK.CL
3504
DELISTED
General Electric Capital Corp.
GEK.CL
– –
-16,667
Closed -$411K
MSCC
3505
DELISTED
Microsemi Corp
MSCC
– –
-113,852
Closed -$7.37M
OAKS
3506
DELISTED
Five Oaks Investment Corp.
OAKS
– –
-21,002
Closed -$61K
RSO
3507
DELISTED
Resource Capital Corp.
RSO
– –
-169,450
Closed -$1.61M
CHUBA
3508
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
– –
-24,120
Closed -$543K
CHUBK
3509
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
– –
-49,967
Closed -$1.12M
AVXS
3510
DELISTED
AveXis, Inc. Common Stock
AVXS
– –
-12,637
Closed -$1.56M
CBI
3511
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-58,897
Closed -$848K
IPXL
3512
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-262,451
Closed -$5.11M
MULE
3513
DELISTED
MuleSoft, Inc.
MULE
– –
-31,301
Closed -$1.38M
BUFF
3514
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-66,574
Closed -$2.65M
SPIL
3515
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
– –
-1,273,025
Closed -$11M
VDTH
3516
DELISTED
Videocon d2h Limited
VDTH
– –
-17,780
Closed -$146K
DYN
3517
DELISTED
Dynegy, Inc.
DYN
– –
-743,906
Closed -$10.1M
FOGO
3518
DELISTED
Fogo de Chao, Inc. Common Stock
FOGO
– –
-34,237
Closed -$539K
CALD
3519
DELISTED
Callidus Software, Inc.
CALD
– –
-121,025
Closed -$4.35M
CSRA
3520
DELISTED
CSRA Inc.
CSRA
– –
-262,170
Closed -$10.8M
MBLY
3521
DELISTED
Mobileye N.V.
MBLY
– –
-3,833
Closed -$244K
OIBR
3522
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
– –
-702,076
Closed -$679K
FMSA
3523
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-72,732
Closed -$309K
EGLE
3524
DELISTED
Eagle Bulk Shipping Inc.
EGLE
– –
-1,429
Closed -$50K
RAS
3525
DELISTED
RAIT Financial Trust
RAS
– –
-295,627
Closed -$48K
139 140
141
142 143

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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.