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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
EWBC icon
1026
East-West Bancorp
EWBC
$17.9B
$11.6M 0.01%
177,749
-7,494
-4% -$507K
PE
1027
DELISTED
PARSLEY ENERGY INC
PE
$11.6M 0.01%
382,608
+35,598
+10% +$1.05M
CMC icon
1028
Commercial Metals
CMC
$7.6B
$11.6M 0.01%
548,341
+133,649
+32% +$2.98M
SCCO icon
1029
Southern Copper
SCCO
$143B
$11.6M 0.01%
266,378
-990,692
-79% -$47.5M
HZNP
1030
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$11.5M 0.01%
696,072
+9,292
+1% +$142K
ZAYO
1031
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$11.5M 0.01%
315,841
-26,489
-8% -$944K
PINC
1032
DELISTED
Premier
PINC
$11.5M 0.01%
316,413
+41,666
+15% +$1.38M
DPG
1033
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$11.5M 0.01%
800,833
+73,318
+10% +$1.05M
MMS icon
1034
Maximus
MMS
$3.17B
$11.5M 0.01%
185,201
-9,150
-5% -$593K
AYI icon
1035
Acuity Brands
AYI
$9.83B
$11.5M 0.01%
99,046
+12,830
+15% +$1.56M
KALU icon
1036
Kaiser Aluminum
KALU
$2.61B
$11.5M 0.01%
110,074
+6,138
+6% +$651K
WST icon
1037
West Pharmaceutical
WST
$24B
$11.4M 0.01%
115,250
+21,759
+23% +$2M
WTRG icon
1038
Essential Utilities
WTRG
$11.3B
$11.4M 0.01%
322,815
+25,780
+9% +$883K
MNDT
1039
DELISTED
Mandiant, Inc. Common Stock
MNDT
$11.3M 0.01%
735,199
+32,952
+5% +$573K
DBI icon
1040
Designer Brands
DBI
$307M
$11.3M 0.01%
438,204
+183,962
+72% +$4.4M
MNK
1041
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$11.3M 0.01%
605,196
+72,489
+14% +$1.15M
EGN
1042
DELISTED
Energen
EGN
$11.3M 0.01%
155,006
+50,849
+49% +$3.34M
GIL icon
1043
Gildan
GIL
$10.3B
$11.3M 0.01%
399,596
+45,579
+13% +$1.32M
LFUS icon
1044
Littelfuse
LFUS
$11.2B
$11.2M 0.01%
49,268
-12,580
-20% -$2.7M
SPLK
1045
DELISTED
Splunk Inc
SPLK
$11.2M 0.01%
113,118
+9,680
+9% +$1.05M
KMPR icon
1046
Kemper
KMPR
$1.67B
$11.1M 0.01%
147,135
+5,584
+4% +$392K
AGO icon
1047
Assured Guaranty
AGO
$3.66B
$11.1M 0.01%
311,267
-18,888
-6% -$687K
JAZZ icon
1048
Jazz Pharmaceuticals
JAZZ
$15.9B
$11.1M 0.01%
64,449
+19,273
+43% +$3.15M
TEF
1049
DELISTED
Telefonica
TEF
$11.1M 0.01%
1,611,074
-958,906
-37% -$7.31M
TEX icon
1050
Terex
TEX
$7.18B
$11.1M 0.01%
262,536
+7,966
+3% +$316K
40 41
42
43 44

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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.