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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
THS
876
DELISTED
Treehouse Foods
THS
$14.9M 0.01%
283,593
+70,149
+33% +$3.18M
PNR icon
877
Pentair
PNR
$10.4B
$14.9M 0.01%
353,463
-125,667
-26% -$5.65M
TRGP icon
878
Targa Resources
TRGP
$58B
$14.9M 0.01%
300,183
-1,101
-0.4% -$52.3K
TS icon
879
Tenaris
TS
$28.9B
$14.8M 0.01%
408,055
+32,799
+9% +$1.21M
VR
880
DELISTED
Validus Hold Ltd
VR
$14.8M 0.01%
219,558
-205,080
-48% -$13.9M
GDOT icon
881
Green Dot
GDOT
$743M
$14.8M 0.01%
201,972
-2,925
-1% -$202K
FRT icon
882
Federal Realty Investment Trust
FRT
$10.7B
$14.8M 0.01%
117,062
+4,521
+4% +$534K
MDU icon
883
MDU Resources
MDU
$4.17B
$14.8M 0.01%
1,357,407
+72,219
+6% +$770K
EHC icon
884
Encompass Health
EHC
$11B
$14.8M 0.01%
274,546
-57,126
-17% -$2.85M
BX icon
885
Blackstone
BX
$102B
$14.8M 0.01%
458,647
+214,614
+88% +$6.83M
ATR icon
886
AptarGroup
ATR
$8.55B
$14.7M 0.01%
157,883
-28,181
-15% -$2.62M
CVG
887
DELISTED
Convergys
CVG
$14.7M 0.01%
603,168
+169,137
+39% +$4.03M
ALLE icon
888
Allegion
ALLE
$13.4B
$14.7M 0.01%
190,005
-9,295
-5% -$744K
NWE icon
889
NorthWestern Energy
NWE
$4.23B
$14.7M 0.01%
256,470
+89,059
+53% +$4.83M
WES
890
DELISTED
Western Gas Partners Lp
WES
$14.7M 0.01%
303,295
+23,124
+8% +$1.13M
HIO
891
Western Asset High Income Opportunity Fund
HIO
$336M
$14.7M 0.01%
3,041,107
+123,111
+4% +$594K
HRB icon
892
H&R Block
HRB
$5.58B
$14.6M 0.01%
642,925
-188,789
-23% -$5.01M
ULTI
893
DELISTED
Ultimate Software Group Inc
ULTI
$14.6M 0.01%
56,865
-2,988
-5% -$767K
BLD
894
DELISTED
TopBuild
BLD
$14.6M 0.01%
186,255
-2,625
-1% -$211K
FCF icon
895
First Commonwealth Financial
FCF
$2.18B
$14.5M 0.01%
937,202
+48,271
+5% +$742K
PDCO
896
DELISTED
Patterson Companies, Inc.
PDCO
$14.5M 0.01%
639,808
+267,313
+72% +$6.02M
AGR
897
DELISTED
Avangrid, Inc.
AGR
$14.4M 0.01%
272,383
+66,646
+32% +$3.45M
SEE
898
DELISTED
Sealed Air
SEE
$14.4M 0.01%
339,354
+12,355
+4% +$543K
TDY icon
899
Teledyne Technologies
TDY
$30.4B
$14.4M 0.01%
72,205
-5,255
-7% -$1.04M
IGSB icon
900
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$14.4M 0.01%
277,092
– –
34 35
36
37 38

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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.