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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
WEN icon
976
Wendy's
WEN
$1.4B
$12.6M 0.01%
735,512
+19,851
+3% +$338K
OMF icon
977
OneMain Financial
OMF
$7.2B
$12.6M 0.01%
379,555
+140,547
+59% +$4.55M
PII icon
978
Polaris
PII
$3.82B
$12.6M 0.01%
102,942
+1,880
+2% +$220K
VVV icon
979
Valvoline
VVV
$4.9B
$12.5M 0.01%
581,591
-25,584
-4% -$541K
PUB
980
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$12.5M 0.01%
730,381
+91,799
+14% +$1.58M
FAF icon
981
First American
FAF
$7.66B
$12.5M 0.01%
240,776
+54,008
+29% +$2.88M
TTEK icon
982
Tetra Tech
TTEK
$8.49B
$12.4M 0.01%
1,060,800
+17,125
+2% +$183K
GNW icon
983
Genworth Financial
GNW
$3.76B
$12.4M 0.01%
2,752,641
-396,542
-13% -$1.37M
CNX icon
984
CNX Resources
CNX
$5.3B
$12.4M 0.01%
696,409
+100,453
+17% +$1.61M
HQY icon
985
HealthEquity
HQY
$8.41B
$12.4M 0.01%
164,662
+16,542
+11% +$1.19M
RH icon
986
RH
RH
$3.13B
$12.3M 0.01%
88,383
+10,897
+14% +$1.18M
BN icon
987
Brookfield
BN
$104B
$12.3M 0.01%
851,013
+103,112
+14% +$1.47M
NVG icon
988
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$12.3M 0.01%
840,609
-437,568
-34% -$6.44M
MUSA icon
989
Murphy USA
MUSA
$11.2B
$12.3M 0.01%
164,993
-18,618
-10% -$1.29M
SUI icon
990
Sun Communities
SUI
$15.2B
$12.2M 0.01%
125,046
+6,976
+6% +$656K
DISCK
991
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$12.2M 0.01%
479,710
-140,519
-23% -$3.13M
CMPR icon
992
Cimpress
CMPR
$2.39B
$12.2M 0.01%
84,207
+2,179
+3% +$315K
CENTA icon
993
Central Garden & Pet Co Class A
CENTA
$2.37B
$12.2M 0.01%
376,620
+23,919
+7% +$733K
FLG
994
Flagstar Bank National Association
FLG
$5.93B
$12.2M 0.01%
368,052
-79,328
-18% -$2.85M
AXS icon
995
AXIS Capital
AXS
$7.68B
$12.2M 0.01%
218,873
-65,409
-23% -$3.74M
ENR icon
996
Energizer
ENR
$1.44B
$12.2M 0.01%
193,288
+24,528
+15% +$1.44M
ITT icon
997
ITT
ITT
$17.5B
$12.2M 0.01%
232,458
+5,578
+2% +$291K
SIGI icon
998
Selective Insurance
SIGI
$5.65B
$12.2M 0.01%
220,907
-5,780
-3% -$335K
NEOG icon
999
Neogen
NEOG
$2.63B
$12.1M 0.01%
303,004
+18,884
+7% +$696K
TWNK
1000
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$12.1M 0.01%
892,979
-99,396
-10% -$1.37M
38 39
40
41 42

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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.