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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
EGBN icon
1301
Eagle Bancorp
EGBN
$846M
$7.94M 0.01%
129,579
-6,973
-5% -$424K
LCII icon
1302
LCI Industries
LCII
$2.49B
$7.94M 0.01%
88,063
+6,676
+8% +$620K
PFGC icon
1303
Performance Food Group
PFGC
$18B
$7.93M 0.01%
216,159
+19,456
+10% +$658K
NFG icon
1304
National Fuel Gas
NFG
$7.82B
$7.89M 0.01%
149,065
-29,903
-17% -$1.55M
PRKS icon
1305
United Parks & Resorts
PRKS
$2.1B
$7.89M 0.01%
361,517
-6,996
-2% -$124K
EXPO icon
1306
Exponent
EXPO
$3.24B
$7.87M 0.01%
162,971
+2,569
+2% +$118K
SWX icon
1307
Southwest Gas
SWX
$6.47B
$7.86M 0.01%
103,087
+13,208
+15% +$964K
COR
1308
DELISTED
Coresite Realty Corporation
COR
$7.82M 0.01%
70,539
+7,434
+12% +$785K
SJR
1309
DELISTED
Shaw Communications Inc.
SJR
$7.81M 0.01%
383,583
+31,374
+9% +$641K
EXPR
1310
DELISTED
Express, Inc.
EXPR
$7.79M 0.01%
42,590
+1,432
+3% +$248K
AMH icon
1311
American Homes 4 Rent
AMH
$12B
$7.79M 0.01%
351,370
+2,252
+0.6% +$46K
SGEN
1312
DELISTED
Seagen Inc. Common Stock
SGEN
$7.79M 0.01%
117,377
+10,402
+10% +$596K
ATI icon
1313
ATI
ATI
$25.6B
$7.79M 0.01%
309,909
+13,897
+5% +$376K
CIG icon
1314
CEMIG Preferred Shares
CIG
$6.26B
$7.77M 0.01%
8,286,154
-3,442,579
-29% -$3.73M
FULT icon
1315
Fulton Financial
FULT
$4.66B
$7.77M 0.01%
470,712
-9,800
-2% -$170K
EXEL icon
1316
Exelixis
EXEL
$13.3B
$7.76M 0.01%
360,797
+13,998
+4% +$289K
ZNGA
1317
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$7.76M 0.01%
1,907,566
-981,368
-34% -$3.85M
ALNY icon
1318
Alnylam Pharmaceuticals
ALNY
$27.5B
$7.74M 0.01%
78,615
-451
-0.6% -$44.7K
TEAM icon
1319
Atlassian
TEAM
$25.6B
$7.74M 0.01%
123,826
+991
+0.8% +$60.9K
FUL icon
1320
H.B. Fuller
FUL
$2.97B
$7.72M 0.01%
143,850
+13,983
+11% +$726K
CHDN icon
1321
Churchill Downs
CHDN
$5.88B
$7.72M 0.01%
156,138
+34,566
+28% +$1.62M
MKSI icon
1322
MKS Inc
MKSI
$20.1B
$7.71M 0.01%
80,574
+1,132
+1% +$123K
B
1323
DELISTED
Barnes Group Inc.
B
$7.71M 0.01%
130,903
-11,664
-8% -$692K
TKR icon
1324
Timken Company
TKR
$9.56B
$7.69M 0.01%
176,660
-13,545
-7% -$632K
PRSP
1325
DELISTED
Perspecta Inc. Common Stock
PRSP
$7.68M 0.01%
+373,572
New +$8.37M
51 52
53
54 55

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AF
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MCM
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PSUF
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IA
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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.