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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
CXP
1151
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$9.73M 0.01%
428,580
+34,924
+9% +$756K
WLK icon
1152
Westlake Corp
WLK
$9.03B
$9.72M 0.01%
90,324
+10,339
+13% +$1.16M
WPG
1153
DELISTED
Washington Prime Group Inc.
WPG
$9.71M 0.01%
133,031
+8,003
+6% +$517K
COLM icon
1154
Columbia Sportswear
COLM
$3.04B
$9.7M 0.01%
106,025
+4,459
+4% +$380K
TMX
1155
DELISTED
Terminix Global Holdings, Inc.
TMX
$9.7M 0.01%
243,405
-87
-0% -$3.23K
MTG icon
1156
MGIC Investment
MTG
$6.16B
$9.69M 0.01%
903,935
-147,853
-14% -$1.61M
CAE icon
1157
CAE Inc. Common Shares
CAE
$8.3B
$9.67M 0.01%
465,413
+26,625
+6% +$527K
MDC
1158
DELISTED
M.D.C. Holdings, Inc.
MDC
$9.66M 0.01%
366,280
+143,510
+64% +$3.73M
TECK icon
1159
Teck Resources
TECK
$29.6B
$9.66M 0.01%
379,550
-110,415
-23% -$2.96M
TGNA
1160
DELISTED
TEGNA Inc
TGNA
$9.65M 0.01%
889,387
+132,346
+17% +$1.43M
B
1161
Barrick Mining
B
$61.5B
$9.64M 0.01%
733,925
+211,166
+40% +$2.77M
RGLD icon
1162
Royal Gold
RGLD
$16.8B
$9.59M 0.01%
103,285
-4,833
-4% -$433K
DF
1163
DELISTED
Dean Foods Company
DF
$9.54M 0.01%
907,353
+212,509
+31% +$2.01M
LPX icon
1164
Louisiana-Pacific
LPX
$5.06B
$9.52M 0.01%
349,753
-32,667
-9% -$941K
ACCO icon
1165
Acco Brands
ACCO
$389M
$9.51M 0.01%
686,791
+4,679
+0.7% +$60K
RRX icon
1166
Regal Rexnord
RRX
$13.7B
$9.5M 0.01%
116,117
+4,247
+4% +$329K
DK icon
1167
Delek US
DK
$4.16B
$9.47M 0.01%
188,793
+31,209
+20% +$1.55M
ONB icon
1168
Old National Bancorp
ONB
$10.2B
$9.46M 0.01%
508,865
+17,359
+4% +$309K
TXRH icon
1169
Texas Roadhouse
TXRH
$13.5B
$9.46M 0.01%
144,484
+18,290
+14% +$1.15M
DCI icon
1170
Donaldson
DCI
$10.9B
$9.45M 0.01%
209,518
+8,403
+4% +$388K
CBL
1171
DELISTED
CBL& Associates Properties, Inc.
CBL
$9.44M 0.01%
1,695,566
-418,869
-20% -$2.01M
BKD icon
1172
Brookdale Senior Living
BKD
$3.49B
$9.43M 0.01%
1,037,577
+286,915
+38% +$2.23M
EQC
1173
DELISTED
Equity Commonwealth
EQC
$9.41M 0.01%
298,737
+15,750
+6% +$487K
PLNT icon
1174
Planet Fitness
PLNT
$4.42B
$9.4M 0.01%
214,035
-30,354
-12% -$1.25M
VSM
1175
DELISTED
Versum Materials, Inc.
VSM
$9.4M 0.01%
252,952
-5,985
-2% -$228K
45 46
47
48 49

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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.