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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
CBPX
2751
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$760K ﹤0.01%
24,100
+5,086
+27% +$151K
BBSI icon
2752
Barrett Business Services
BBSI
$959M
$756K ﹤0.01%
31,328
+14,076
+82% +$305K
CIGI icon
2753
Colliers International
CIGI
$5.04B
$756K ﹤0.01%
9,987
+727
+8% +$52.6K
PIM
2754
Franklin Master Intermediate Income Trust
PIM
$150M
$755K ﹤0.01%
161,648
-31,692
-16% -$150K
MXL icon
2755
MaxLinear
MXL
$6.06B
$753K ﹤0.01%
48,289
-8,594
-15% -$174K
SHLD
2756
DELISTED
Sears Holding Corporation
SHLD
$751K ﹤0.01%
317,088
-98,023
-24% -$287K
ADSW
2757
DELISTED
Advanced Disposal Services Inc
ADSW
$749K ﹤0.01%
30,225
+13,199
+78% +$307K
GLIN icon
2758
VanEck India Growth Leaders ETF
GLIN
$96.2M
$745K ﹤0.01%
15,300
– –
IMGN
2759
DELISTED
Immunogen Inc
IMGN
$745K ﹤0.01%
76,524
-86,204
-53% -$909K
THR
2760
DELISTED
Thermon Group Holdings
THR
$742K ﹤0.01%
32,455
+3,358
+12% +$78.7K
TALO icon
2761
Talos Energy
TALO
$2.53B
$740K ﹤0.01%
+23,022
New +$752K
ALBO
2762
DELISTED
Albireo Pharma Inc
ALBO
$740K ﹤0.01%
20,840
+4,485
+27% +$145K
CSTE icon
2763
Caesarstone
CSTE
$72.3M
$739K ﹤0.01%
48,913
+18,155
+59% +$311K
REI icon
2764
Ring Energy
REI
$315M
$736K ﹤0.01%
58,350
+19,104
+49% +$278K
NXTM
2765
DELISTED
NxStage Medical Inc.
NXTM
$735K ﹤0.01%
26,338
+434
+2% +$11.6K
COBZ
2766
DELISTED
CoBiz Financial,Inc
COBZ
$734K ﹤0.01%
34,175
+8,006
+31% +$169K
ORN icon
2767
Orion Group Holdings
ORN
$396M
$733K ﹤0.01%
88,755
+8,083
+10% +$59.3K
MODN
2768
DELISTED
MODEL N, INC.
MODN
$733K ﹤0.01%
39,395
+1,449
+4% +$25.5K
IBTX
2769
DELISTED
Independent Bank Group, Inc.
IBTX
$732K ﹤0.01%
10,962
+751
+7% +$54.8K
ONC
2770
BeOne Medicines Ltd
ONC
$32.8B
$728K ﹤0.01%
4,734
-7,774
-62% -$1.39M
INB
2771
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$724K ﹤0.01%
76,246
-61,084
-44% -$575K
MAXR
2772
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$721K ﹤0.01%
14,270
+4,415
+45% +$209K
AROW icon
2773
Arrow Financial
AROW
$659M
$711K ﹤0.01%
23,337
-274
-1% -$8.32K
AXIA
2774
AXIA Energia
AXIA
$23.9B
$709K ﹤0.01%
278,917
-78,951
-22% -$297K
NEXA icon
2775
Nexa Resources
NEXA
$1.7B
$709K ﹤0.01%
60,224
+42,851
+247% +$694K
109 110
111
112 113

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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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ACI
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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.