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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
BOH icon
951
Bank of Hawaii
BOH
$3.15B
$13.2M 0.01%
158,169
+50,399
+47% +$4.27M
FMX icon
952
Fomento Económico Mexicano
FMX
$43.6B
$13.2M 0.01%
150,126
-261,788
-64% -$23.1M
JEF icon
953
Jefferies Financial Group
JEF
$12.6B
$13.2M 0.01%
646,078
-35,129
-5% -$736K
KAMN
954
DELISTED
Kaman Corp
KAMN
$13.1M 0.01%
188,635
+1,748
+0.9% +$118K
CBSH icon
955
Commerce Bancshares
CBSH
$8.53B
$13.1M 0.01%
298,750
+2,139
+0.7% +$93K
AUO
956
DELISTED
AU Optronics Corp
AUO
$13M 0.01%
3,072,151
+887,094
+41% +$3.81M
CXW icon
957
CoreCivic
CXW
$2.96B
$13M 0.01%
543,363
+70,384
+15% +$1.49M
RNG icon
958
RingCentral
RNG
$4.66B
$13M 0.01%
184,461
-26,816
-13% -$1.92M
CPT icon
959
Camden Property Trust
CPT
$11B
$12.9M 0.01%
141,373
+7,570
+6% +$659K
ACH
960
Accendra Health
ACH
$237M
$12.9M 0.01%
769,807
+132,034
+21% +$2.14M
IWR icon
961
iShares Russell Mid-Cap ETF
IWR
$56B
$12.9M 0.01%
242,356
+19,908
+9% +$1.05M
WEX icon
962
WEX
WEX
$6.37B
$12.9M 0.01%
67,464
-2,128
-3% -$371K
WTFC icon
963
Wintrust Financial
WTFC
$10.8B
$12.8M 0.01%
147,577
+2,703
+2% +$248K
TRI icon
964
Thomson Reuters
TRI
$42.8B
$12.8M 0.01%
273,977
+20,667
+8% +$950K
BLKB icon
965
Blackbaud
BLKB
$1.94B
$12.8M 0.01%
125,002
-1,023
-0.8% -$106K
TDS icon
966
Telephone and Data Systems
TDS
$3.82B
$12.8M 0.01%
466,663
-24,275
-5% -$658K
CFR icon
967
Cullen/Frost Bankers
CFR
$10.3B
$12.8M 0.01%
118,147
-21,452
-15% -$2.42M
KEX icon
968
Kirby Corp
KEX
$7.01B
$12.8M 0.01%
152,872
+1,278
+0.8% +$111K
GCI
969
DELISTED
Gannett Co., Inc
GCI
$12.8M 0.01%
1,193,986
+416,465
+54% +$4.31M
BHF icon
970
Brighthouse Financial
BHF
$3.56B
$12.7M 0.01%
318,146
+67,787
+27% +$3.26M
AAN.A
971
DELISTED
The Aaron's Company Inc Class A
AAN.A
$12.7M 0.01%
292,293
+18,453
+7% +$802K
AMN icon
972
AMN Healthcare
AMN
$1.3B
$12.7M 0.01%
216,565
-14,997
-6% -$895K
MYGN icon
973
Myriad Genetics
MYGN
$270M
$12.7M 0.01%
339,192
-289
-0.1% -$9.76K
OHI icon
974
Omega Healthcare
OHI
$15.1B
$12.7M 0.01%
408,775
-89,078
-18% -$2.55M
WPP icon
975
WPP
WPP
$4.36B
$12.6M 0.01%
160,898
+20,428
+15% +$1.69M
37 38
39
40 41

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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.