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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
BBL
676
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$22.2M 0.02%
494,536
+5,815
+1% +$255K
TCF
677
DELISTED
TCF Financial Corporation
TCF
$22.2M 0.02%
900,626
+73,885
+9% +$1.85M
AAWW
678
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$22.1M 0.02%
307,590
+18,768
+6% +$1.27M
FRC
679
DELISTED
First Republic Bank
FRC
$22.1M 0.02%
227,809
-29,459
-11% -$2.85M
RMD icon
680
ResMed
RMD
$30.6B
$22M 0.02%
212,306
+6,839
+3% +$692K
IT icon
681
Gartner
IT
$10.1B
$22M 0.02%
165,435
+14,743
+10% +$1.89M
LSXMK
682
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$21.9M 0.02%
633,874
+156,300
+33% +$5.22M
PC
683
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$21.9M 0.02%
1,622,842
+25,433
+2% +$343K
VST icon
684
Vistra
VST
$50B
$21.9M 0.02%
923,772
+198,871
+27% +$4.57M
JBL icon
685
Jabil
JBL
$33B
$21.8M 0.02%
789,490
-39,055
-5% -$1.1M
CRZO
686
DELISTED
Carrizo Oil & Gas Inc
CRZO
$21.8M 0.02%
783,003
+405,457
+107% +$9.35M
AGNC icon
687
AGNC Investment
AGNC
$12.4B
$21.8M 0.02%
1,172,826
+12,687
+1% +$240K
MXIM
688
DELISTED
Maxim Integrated Products
MXIM
$21.7M 0.02%
370,077
+7,978
+2% +$464K
FNF icon
689
Fidelity National Financial
FNF
$13.9B
$21.7M 0.02%
599,643
+126,061
+27% +$4.59M
BNL
690
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$21.6M 0.02%
705,431
+30,468
+5% +$933K
ERIC icon
691
Ericsson
ERIC
$32.2B
$21.6M 0.02%
2,811,278
+98,136
+4% +$718K
FOSL icon
692
Fossil Group
FOSL
$293M
$21.3M 0.02%
793,183
+163,252
+26% +$3.35M
AMX icon
693
America Movil
AMX
$76.1B
$21.3M 0.02%
1,278,860
-2,703,283
-68% -$46.8M
USFD icon
694
US Foods
USFD
$22.2B
$21.3M 0.02%
563,318
+113,320
+25% +$4.01M
ODFL icon
695
Old Dominion Freight Line
ODFL
$44.1B
$21.2M 0.02%
426,462
+2,313
+0.5% +$115K
HAE icon
696
Haemonetics
HAE
$3.89B
$21M 0.02%
234,034
+33,999
+17% +$2.87M
UPM
697
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$20.9M 0.02%
587,932
+68,977
+13% +$2.45M
FIVE icon
698
Five Below
FIVE
$12B
$20.8M 0.02%
213,251
-40,139
-16% -$3.22M
CDK
699
DELISTED
CDK Global, Inc.
CDK
$20.8M 0.02%
320,279
+40,377
+14% +$2.61M
TUP
700
DELISTED
Tupperware Brands Corporation
TUP
$20.7M 0.02%
502,759
+288,339
+134% +$12.6M
26 27
28
29 30

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MCM
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PSUF
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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.