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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
SEI
2876
Solaris Energy Infrastructure
SEI
$3.15B
$527K ﹤0.01%
36,886
+4,054
+12% +$67.3K
MERC icon
2877
Mercer International
MERC
$42.3M
$526K ﹤0.01%
30,031
+4,755
+19% +$71.5K
CLDR
2878
DELISTED
Cloudera, Inc.
CLDR
$523K ﹤0.01%
38,359
+12,587
+49% +$192K
FNLC icon
2879
First Bancorp
FNLC
$396M
$522K ﹤0.01%
18,502
-518
-3% -$14.8K
VGSH icon
2880
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$521K ﹤0.01%
+8,687
New +$520K
CRCM
2881
DELISTED
CARE.COM, INC.
CRCM
$520K ﹤0.01%
24,908
+664
+3% +$12.4K
EOLS icon
2882
Evolus
EOLS
$385M
$519K ﹤0.01%
+18,537
New +$327K
TY icon
2883
TRI-Continental Corp
TY
$1.86B
$519K ﹤0.01%
19,566
+4,675
+31% +$126K
CWEN.A
2884
DELISTED
Clearway Energy Class A
CWEN.A
$518K ﹤0.01%
30,376
-2,888
-9% -$49.9K
I
2885
DELISTED
INTELSAT S. A.
I
$515K ﹤0.01%
30,917
+10,476
+51% +$135K
CZZ
2886
DELISTED
Cosan Limited
CZZ
$514K ﹤0.01%
67,409
+6,926
+11% +$64.9K
HOFT icon
2887
Hooker Furnishings Corp
HOFT
$150M
$513K ﹤0.01%
10,938
-876
-7% -$35.9K
UTG icon
2888
Reaves Utility Income Fund
UTG
$3.54B
$512K ﹤0.01%
+17,718
New +$500K
PCW
2889
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$511K ﹤0.01%
88,397
+24,023
+37% +$139K
SCHC icon
2890
Schwab International Small-Cap Equity ETF
SCHC
$5.39B
$509K ﹤0.01%
+14,120
New +$522K
RDUS
2891
DELISTED
Radius Health, Inc.
RDUS
$508K ﹤0.01%
17,235
-2,857
-14% -$90.3K
HCOM
2892
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$508K ﹤0.01%
17,560
-1,126
-6% -$31.2K
EPE
2893
DELISTED
EP Energy Corporation
EPE
$506K ﹤0.01%
168,561
+64,704
+62% +$154K
CNR
2894
DELISTED
Cornerstone Building Brands, Inc.
CNR
$505K ﹤0.01%
24,059
+1,840
+8% +$35.2K
TTPH
2895
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$505K ﹤0.01%
7,073
+1,283
+22% +$90.6K
CO
2896
DELISTED
Global Cord Blood Corporation
CO
$502K ﹤0.01%
52,896
-256
-0.5% -$2.45K
GWPH
2897
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$499K ﹤0.01%
3,579
+195
+6% +$27.7K
IHC
2898
DELISTED
Independence Holding Company
IHC
$496K ﹤0.01%
14,906
-912
-6% -$33K
NC icon
2899
NACCO Industries
NC
$357M
$495K ﹤0.01%
14,670
+1,625
+12% +$58.8K
STGW icon
2900
Stagwell
STGW
$2.09B
$494K ﹤0.01%
107,322
-26,565
-20% -$155K
114 115
116
117 118

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NIPH
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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.