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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
JQC icon
1051
Nuveen Credit Strategies Income Fund
JQC
$704M
$11.1M 0.01%
1,391,679
+874,494
+169% +$7.03M
SRC
1052
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$11M 0.01%
274,395
-13,298
-5% -$505K
FTNT icon
1053
Fortinet
FTNT
$119B
$11M 0.01%
881,405
+199,255
+29% +$2.36M
NDSN icon
1054
Nordson
NDSN
$16.6B
$11M 0.01%
85,691
+69
+0.1% +$9.11K
EAD
1055
Allspring Income Opportunities Fund
EAD
$372M
$11M 0.01%
1,375,291
-5,613
-0.4% -$45.2K
BIT icon
1056
BlackRock Multi-Sector Income Trust
BIT
$698M
$11M 0.01%
642,819
-37,157
-5% -$634K
HRC
1057
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$11M 0.01%
125,723
+5,370
+4% +$477K
WCC
1058
WESCO International
WCC
$16.7B
$11M 0.01%
192,290
+21,627
+13% +$1.31M
CDP icon
1059
COPT Defense Properties
CDP
$4.3B
$10.9M 0.01%
377,092
+30,966
+9% +$849K
ARMK icon
1060
Aramark
ARMK
$15B
$10.9M 0.01%
407,437
+9,952
+3% +$275K
THRM icon
1061
Gentherm
THRM
$1.25B
$10.9M 0.01%
277,393
+20,034
+8% +$718K
CHS
1062
DELISTED
Chicos FAS, Inc.
CHS
$10.9M 0.01%
1,337,810
+568,833
+74% +$5.39M
MD icon
1063
Pediatrix Medical
MD
$2.18B
$10.9M 0.01%
251,584
+4,745
+2% +$227K
SIMO icon
1064
Silicon Motion
SIMO
$8.6B
$10.9M 0.01%
205,401
+11,888
+6% +$583K
SCO
1065
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$10.8M 0.01%
2,971,392
-84,554
-3% -$309K
BMS
1066
DELISTED
Bemis
BMS
$10.8M 0.01%
256,727
+16,375
+7% +$706K
AVNS
1067
DELISTED
Avanos Medical
AVNS
$10.8M 0.01%
189,130
-2,279
-1% -$120K
ACWI icon
1068
iShares MSCI ACWI ETF
ACWI
$32.9B
$10.8M 0.01%
151,768
-15,846
-9% -$1.15M
DKS icon
1069
Dick's Sporting Goods
DKS
$17.5B
$10.8M 0.01%
305,852
-42,193
-12% -$1.43M
PTC icon
1070
PTC
PTC
$15.8B
$10.8M 0.01%
114,888
+7,414
+7% +$641K
NATI
1071
DELISTED
National Instruments Corp
NATI
$10.8M 0.01%
256,529
-20,542
-7% -$911K
NSP icon
1072
Insperity
NSP
$1.93B
$10.8M 0.01%
112,895
+1,017
+0.9% +$87.4K
MANH icon
1073
Manhattan Associates
MANH
$11.2B
$10.7M 0.01%
228,103
-17,892
-7% -$792K
GOLD
1074
DELISTED
Randgold Resources Ltd
GOLD
$10.7M 0.01%
139,051
-7,841
-5% -$621K
SNV
1075
DELISTED
Synovus
SNV
$10.7M 0.01%
202,642
+7,440
+4% +$396K
41 42
43
44 45

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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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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.