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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
JD icon
1176
JD.com
JD
$44.6B
$9.38M 0.01%
240,682
-258,445
-52% -$9.97M
PRLB icon
1177
Protolabs
PRLB
$1.79B
$9.37M 0.01%
78,732
+11,595
+17% +$1.42M
COTY icon
1178
Coty
COTY
$2.42B
$9.33M 0.01%
661,964
-200,018
-23% -$3.08M
EDP
1179
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$9.33M 0.01%
233,946
+32,766
+16% +$1.31M
SMG icon
1180
ScottsMiracle-Gro
SMG
$3.82B
$9.32M 0.01%
112,052
+6,000
+6% +$502K
TWO
1181
Two Harbors Investment
TWO
$1.27B
$9.32M 0.01%
147,429
-19,775
-12% -$1.24M
CNK icon
1182
Cinemark Holdings
CNK
$4.24B
$9.31M 0.01%
265,294
+71,640
+37% +$2.64M
WOLF icon
1183
Wolfspeed
WOLF
$1.23B
$9.31M 0.01%
223,872
+32,934
+17% +$1.44M
FWONK icon
1184
Liberty Media Series C
FWONK
$24.6B
$9.3M 0.01%
259,038
+57,708
+29% +$1.76M
SSB icon
1185
SouthState Bank Corp
SSB
$10.2B
$9.29M 0.01%
107,770
+7,834
+8% +$692K
GFI icon
1186
Gold Fields
GFI
$29B
$9.27M 0.01%
2,596,936
+425,447
+20% +$1.59M
TFSL icon
1187
TFS Financial
TFSL
$5.16B
$9.27M 0.01%
587,851
+158,998
+37% +$2.46M
IRDM icon
1188
Iridium Communications
IRDM
$5.02B
$9.27M 0.01%
575,704
+78,985
+16% +$1.07M
HCSG icon
1189
Healthcare Services Group
HCSG
$1.6B
$9.27M 0.01%
214,598
-82,408
-28% -$3.27M
PSO icon
1190
Pearson
PSO
$10.2B
$9.25M 0.01%
797,435
+58,608
+8% +$677K
AMAG
1191
DELISTED
AMAG Pharmaceuticals
AMAG
$9.24M 0.01%
473,975
+48,271
+11% +$1.07M
RSPP
1192
DELISTED
RSP Permian, Inc.
RSPP
$9.23M 0.01%
209,607
+8,417
+4% +$380K
PFPT
1193
DELISTED
Proofpoint, Inc.
PFPT
$9.23M 0.01%
80,012
+8,797
+12% +$1.07M
SINA
1194
DELISTED
Sina Corp
SINA
$9.21M 0.01%
108,740
-47,142
-30% -$4.39M
CIM
1195
Chimera Investment
CIM
$1.04B
$9.21M 0.01%
167,901
-15,327
-8% -$827K
FIVN icon
1196
FIVE9
FIVN
$2.11B
$9.2M 0.01%
266,019
+2,666
+1% +$86.3K
CRI icon
1197
Carter's
CRI
$1.42B
$9.2M 0.01%
84,834
+14,891
+21% +$1.6M
EQM
1198
DELISTED
EQM Midstream Partners, LP
EQM
$9.19M 0.01%
178,187
+13,378
+8% +$757K
TTC icon
1199
Toro Company
TTC
$8.75B
$9.17M 0.01%
152,140
+2,935
+2% +$177K
LOGM
1200
DELISTED
LogMein, Inc.
LOGM
$9.16M 0.01%
88,743
-14,898
-14% -$1.67M
46 47
48
49 50

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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.