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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
CX icon
901
Cemex
CX
$17.1B
$14.3M 0.01%
2,184,583
-2,882,045
-57% -$18.2M
OI icon
902
O-I Glass
OI
$1.1B
$14.3M 0.01%
851,293
+22,259
+3% +$430K
HXL icon
903
Hexcel
HXL
$7.79B
$14.3M 0.01%
215,391
+16,278
+8% +$1.11M
VCSH icon
904
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$14.3M 0.01%
183,077
+3,162
+2% +$247K
AWC
905
DELISTED
Alumina Ltd
AWC
$14.3M 0.01%
1,698,413
+183,174
+12% +$1.54M
XHR
906
Xenia Hotels & Resorts
XHR
$1.9B
$14.2M 0.01%
584,505
-4,701
-0.8% -$107K
VVC
907
DELISTED
Vectren Corporation
VVC
$14.2M 0.01%
198,893
-141
-0.1% -$9.74K
APOG icon
908
Apogee Enterprises
APOG
$826M
$14.2M 0.01%
294,731
+30,035
+11% +$1.29M
KEP icon
909
Korea Electric Power
KEP
$15.3B
$14.2M 0.01%
989,102
+262,618
+36% +$4.23M
BAP icon
910
Credicorp
BAP
$31.8B
$14.1M 0.01%
62,742
-361,271
-85% -$82.2M
EME icon
911
Emcor
EME
$35.2B
$14.1M 0.01%
185,161
-13,573
-7% -$1.05M
ARE icon
912
Alexandria Real Estate Equities
ARE
$8.97B
$14.1M 0.01%
111,774
-1,931
-2% -$241K
GWB
913
DELISTED
Great Western Bancorp, Inc.
GWB
$14M 0.01%
334,472
+10
+0% +$423
UMC icon
914
United Microelectronic
UMC
$47.7B
$14M 0.01%
4,970,777
+1,048,649
+27% +$2.86M
ACIW icon
915
ACI Worldwide
ACIW
$5.83B
$14M 0.01%
566,521
+27,977
+5% +$682K
CEO
916
DELISTED
CNOOC Limited
CEO
$14M 0.01%
81,614
+5,272
+7% +$876K
AVK
917
Advent Convertible and Income Fund
AVK
$547M
$13.9M 0.01%
936,262
+25,169
+3% +$375K
STL
918
DELISTED
Sterling Bancorp
STL
$13.9M 0.01%
593,080
+53,450
+10% +$1.27M
AIF
919
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$13.9M 0.01%
891,953
+84,504
+10% +$1.33M
SIRI icon
920
SiriusXM
SIRI
$9.98B
$13.9M 0.01%
204,986
+9,352
+5% +$632K
FSLR icon
921
First Solar
FSLR
$22.7B
$13.8M 0.01%
262,944
-4,113
-2% -$269K
EHI
922
Western Asset Global High Income Fund
EHI
$175M
$13.8M 0.01%
1,517,991
+287,571
+23% +$2.69M
PF
923
DELISTED
Pinnacle Foods, Inc.
PF
$13.8M 0.01%
212,524
+71,739
+51% +$4.42M
EIM
924
Eaton Vance Municipal Bond Fund
EIM
$491M
$13.8M 0.01%
1,169,586
+61,802
+6% +$729K
FDC
925
DELISTED
First Data Corporation
FDC
$13.8M 0.01%
658,901
+339,271
+106% +$6.29M
35 36
37
38 39

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AF
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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.