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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
FLEX icon
1126
Flex
FLEX
$41.7B
$9.99M 0.01%
939,260
-245,283
-21% -$2.75M
QCP
1127
DELISTED
Quality Care Properties, Inc.
QCP
$9.97M 0.01%
463,301
+28,703
+7% +$605K
NYT icon
1128
New York Times
NYT
$12.1B
$9.95M 0.01%
383,979
-9,489
-2% -$223K
SR icon
1129
Spire
SR
$4.72B
$9.94M 0.01%
140,756
-43,653
-24% -$3.08M
EPC icon
1130
Edgewell Personal Care
EPC
$1.25B
$9.94M 0.01%
196,983
+85,086
+76% +$3.91M
SCI icon
1131
Service Corp International
SCI
$11.7B
$9.93M 0.01%
277,502
-82,636
-23% -$3.06M
SLGN icon
1132
Silgan Holdings
SLGN
$4.23B
$9.93M 0.01%
370,015
-39,465
-10% -$1.08M
BCO icon
1133
Brink's
BCO
$4.88B
$9.91M 0.01%
124,212
-37,906
-23% -$2.87M
BRX icon
1134
Brixmor Property Group
BRX
$9.67B
$9.9M 0.01%
568,155
-221,049
-28% -$3.44M
WSO icon
1135
Watsco Inc
WSO
$12.7B
$9.88M 0.01%
55,420
-600
-1% -$109K
AN icon
1136
AutoNation
AN
$7.11B
$9.87M 0.01%
203,233
+49,717
+32% +$2.36M
LYV icon
1137
Live Nation Entertainment
LYV
$40.6B
$9.87M 0.01%
203,209
-47,568
-19% -$2.04M
ISD
1138
PGIM High Yield Bond Fund
ISD
$415M
$9.86M 0.01%
703,935
+257,319
+58% +$3.63M
TWOU
1139
DELISTED
2U Inc
TWOU
$9.85M 0.01%
3,930
-177
-4% -$470K
TLK icon
1140
Telkom Indonesia
TLK
$14.5B
$9.84M 0.01%
378,372
+54,563
+17% +$1.43M
CMD
1141
DELISTED
Cantel Medical Corporation
CMD
$9.83M 0.01%
99,958
+20,712
+26% +$2.32M
TCF
1142
DELISTED
TCF Financial Corporation Common Stock
TCF
$9.83M 0.01%
176,593
+8,187
+5% +$462K
IEI icon
1143
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$9.81M 0.01%
81,761
+6
+0% +$718
LBRDK icon
1144
Liberty Broadband Class C
LBRDK
$4.88B
$9.81M 0.01%
129,530
+4,012
+3% +$304K
WAGE
1145
DELISTED
WageWorks, Inc.
WAGE
$9.8M 0.01%
196,105
+51,756
+36% +$2.36M
RHP icon
1146
Ryman Hospitality Properties
RHP
$8.43B
$9.8M 0.01%
117,896
-2,097
-2% -$170K
ICUI icon
1147
ICU Medical
ICUI
$4.21B
$9.8M 0.01%
33,359
+2,218
+7% +$606K
HYI
1148
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$9.77M 0.01%
669,676
+67,332
+11% +$986K
ZEN
1149
DELISTED
ZENDESK INC
ZEN
$9.76M 0.01%
179,092
-9,206
-5% -$489K
LPL icon
1150
LG Display
LPL
$3B
$9.76M 0.01%
1,183,974
+201,415
+20% +$2.12M
44 45
46
47 48

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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.