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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
UVV icon
1001
Universal Corp
UVV
$1.31B
$12.1M 0.01%
183,803
+74,978
+69% +$4.15M
TFCF
1002
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$12.1M 0.01%
246,178
+110,670
+82% +$4.33M
WIT icon
1003
Wipro
WIT
$19.6B
$12.1M 0.01%
6,737,800
+588,957
+10% +$1.07M
HTZ
1004
DELISTED
Hertz Global Holdings, Inc.
HTZ
$12.1M 0.01%
906,387
-20,526
-2% -$332K
SIG icon
1005
Signet Jewelers
SIG
$3.61B
$12.1M 0.01%
216,238
-90,547
-30% -$4M
TOL icon
1006
Toll Brothers
TOL
$13.6B
$12M 0.01%
325,699
+49
+0% +$2.01K
HHH icon
1007
Howard Hughes
HHH
$3.81B
$12M 0.01%
95,259
-24,834
-21% -$3.16M
EE
1008
DELISTED
El Paso Electric Company
EE
$12M 0.01%
203,217
+7,596
+4% +$413K
TAL icon
1009
TAL Education Group
TAL
$6.93B
$12M 0.01%
326,168
-12,790
-4% -$503K
EBS icon
1010
Emergent Biosolutions
EBS
$373M
$12M 0.01%
237,453
+123
+0.1% +$6.41K
TMIC
1011
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$11.9M 0.01%
208,250
+5,834
+3% +$334K
ALV icon
1012
Autoliv
ALV
$9.02B
$11.9M 0.01%
115,569
+6,923
+6% +$740K
VG
1013
DELISTED
Vonage Holdings Corporation
VG
$11.9M 0.01%
924,475
+150,824
+19% +$1.73M
TREX icon
1014
Trex
TREX
$4.51B
$11.9M 0.01%
380,004
+59,456
+19% +$1.72M
BFAM icon
1015
Bright Horizons
BFAM
$3.92B
$11.9M 0.01%
115,982
+4,500
+4% +$452K
POOL icon
1016
Pool Corp
POOL
$6.75B
$11.9M 0.01%
78,407
-5,548
-7% -$814K
AZPN
1017
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$11.8M 0.01%
127,756
+37,500
+42% +$3.48M
KFY icon
1018
Korn Ferry
KFY
$4.18B
$11.8M 0.01%
191,084
+10,802
+6% +$607K
UNFI icon
1019
United Natural Foods
UNFI
$3.08B
$11.8M 0.01%
277,205
-8,988
-3% -$397K
MGLN
1020
DELISTED
Magellan Health Services, Inc.
MGLN
$11.8M 0.01%
122,517
-35,337
-22% -$3.39M
THO icon
1021
Thor Industries
THO
$3.9B
$11.7M 0.01%
120,389
-24,821
-17% -$2.53M
LSTR icon
1022
Landstar System
LSTR
$5.93B
$11.7M 0.01%
107,158
-4,383
-4% -$482K
CC icon
1023
Chemours
CC
$2.5B
$11.7M 0.01%
263,738
-20,391
-7% -$1.01M
SBH icon
1024
Sally Beauty Holdings
SBH
$1.43B
$11.7M 0.01%
728,433
+113,859
+19% +$1.81M
DO
1025
DELISTED
Diamond Offshore Drilling
DO
$11.6M 0.01%
557,422
+50,673
+10% +$943K
39 40
41
42 43

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AF
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MCM
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PSUF
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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.