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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
SRPT icon
801
Sarepta Therapeutics
SRPT
$1.57B
$17M 0.02%
128,581
-262
-0.2% -$24.7K
EAT icon
802
Brinker International
EAT
$9.17B
$16.9M 0.02%
354,363
+31,695
+10% +$1.4M
HLT icon
803
Hilton Worldwide
HLT
$72.1B
$16.8M 0.02%
212,497
+42,451
+25% +$3.45M
WF icon
804
Woori Financial
WF
$16.7B
$16.8M 0.02%
381,553
+57,350
+18% +$2.5M
MPWR icon
805
Monolithic Power Systems
MPWR
$70.1B
$16.7M 0.02%
125,141
+4,518
+4% +$575K
MFA
806
MFA Financial
MFA
$926M
$16.7M 0.02%
550,936
-79,777
-13% -$2.44M
THG icon
807
Hanover Insurance
THG
$8.1B
$16.7M 0.02%
139,444
+8,682
+7% +$1.03M
LEG icon
808
Leggett & Platt
LEG
$1.34B
$16.6M 0.02%
372,652
-23,202
-6% -$996K
ARDC
809
Are Dynamic Credit Allocation Fund
ARDC
$297M
$16.5M 0.02%
1,026,897
-15,591
-1% -$255K
AEO icon
810
American Eagle Outfitters
AEO
$2.88B
$16.5M 0.02%
708,886
+159,592
+29% +$3.54M
WLL
811
DELISTED
Whiting Petroleum Corporation
WLL
$16.5M 0.02%
4,166
+144
+4% +$498K
NMR icon
812
Nomura Holdings
NMR
$28.3B
$16.5M 0.02%
3,437,205
-248,186
-7% -$1.35M
AIV
813
Aimco
AIV
$387M
$16.4M 0.02%
2,915,665
+127,465
+5% +$692K
OII icon
814
Oceaneering
OII
$4.86B
$16.4M 0.02%
643,670
-226,670
-26% -$5.07M
RYAAY icon
815
Ryanair
RYAAY
$30.4B
$16.4M 0.02%
358,290
+24,420
+7% +$1.14M
CY
816
DELISTED
Cypress Semiconductor
CY
$16.4M 0.02%
1,049,710
+226,477
+28% +$3.73M
SMTC icon
817
Semtech
SMTC
$11B
$16.3M 0.02%
346,478
+92,704
+37% +$4.16M
AMCR
818
DELISTED
AMCOR LTD ADR
AMCR
$16.3M 0.02%
382,442
+63,147
+20% +$2.69M
VSH icon
819
Vishay Intertechnology
VSH
$5.25B
$16.2M 0.02%
698,708
+36,521
+6% +$761K
PRGO icon
820
Perrigo
PRGO
$1.4B
$16.1M 0.02%
220,406
-37,549
-15% -$2.89M
WDAY icon
821
Workday
WDAY
$39.6B
$16.1M 0.02%
132,606
-6,532
-5% -$837K
POR icon
822
Portland General Electric
POR
$5.8B
$16.1M 0.02%
375,357
-32,565
-8% -$1.34M
GRFS
823
Grifois
GRFS
$5.36B
$16M 0.02%
746,429
-6,253
-0.8% -$136K
SKYW icon
824
Skywest
SKYW
$4.24B
$16M 0.02%
308,786
-14,525
-4% -$812K
ASH icon
825
Ashland
ASH
$3.33B
$16M 0.02%
204,945
+18,107
+10% +$1.35M
31 32
33
34 35

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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.