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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
WWW icon
1076
Wolverine World Wide
WWW
$1.61B
$10.7M 0.01%
307,320
-1,831
-0.6% -$59.3K
NSIT icon
1077
Insight Enterprises
NSIT
$3.89B
$10.7M 0.01%
218,262
+2,143
+1% +$92.2K
TXNM
1078
TXNM Energy Inc
TXNM
$6.41B
$10.7M 0.01%
273,839
+2,990
+1% +$115K
JACK icon
1079
Jack in the Box
JACK
$312M
$10.6M 0.01%
125,111
+22,789
+22% +$1.97M
CZR icon
1080
Caesars Entertainment
CZR
$6.06B
$10.6M 0.01%
272,160
+47,263
+21% +$1.95M
RYN icon
1081
Rayonier
RYN
$6.55B
$10.6M 0.01%
303,076
+113,929
+60% +$3.9M
IBKR icon
1082
Interactive Brokers
IBKR
$39.2B
$10.6M 0.01%
660,056
-138,316
-17% -$2.5M
LAD icon
1083
Lithia Motors
LAD
$8.47B
$10.6M 0.01%
112,304
+3,747
+3% +$371K
NTR icon
1084
Nutrien
NTR
$33.2B
$10.6M 0.01%
195,141
-14,875
-7% -$738K
DBRG icon
1085
DigitalBridge
DBRG
$2.93B
$10.6M 0.01%
425,014
+196,671
+86% +$4.7M
TLS
1086
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$10.6M 0.01%
1,089,068
+281,835
+35% +$2.75M
TRP icon
1087
TC Energy
TRP
$70.2B
$10.6M 0.01%
245,504
+10,865
+5% +$461K
TCOM icon
1088
Trip.com Group
TCOM
$29.6B
$10.6M 0.01%
222,277
-346,473
-61% -$15.7M
DNB
1089
DELISTED
Dun & Bradstreet
DNB
$10.6M 0.01%
86,124
-9,651
-10% -$1.17M
VAC icon
1090
Marriott Vacations Worldwide
VAC
$3.35B
$10.6M 0.01%
93,435
-6,630
-7% -$819K
ACHC icon
1091
Acadia Healthcare
ACHC
$2.76B
$10.5M 0.01%
257,729
+4,196
+2% +$169K
ASB icon
1092
Associated Banc-Corp
ASB
$5.83B
$10.5M 0.01%
384,486
+22,370
+6% +$600K
OMCL icon
1093
Omnicell
OMCL
$1.61B
$10.5M 0.01%
199,777
+38,451
+24% +$1.81M
CVSA
1094
Covista Inc
CVSA
$4.25B
$10.5M 0.01%
217,584
-17,284
-7% -$826K
BYD icon
1095
Boyd Gaming
BYD
$6.18B
$10.5M 0.01%
301,681
-43,663
-13% -$1.54M
DIN icon
1096
Dine Brands
DIN
$456M
$10.4M 0.01%
139,700
+33,408
+31% +$2.42M
VTA
1097
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$10.4M 0.01%
898,334
+140,961
+19% +$1.65M
WCN
1098
Waste Connections
WCN
$42.2B
$10.4M 0.01%
138,317
+21,932
+19% +$1.64M
WSM icon
1099
Williams-Sonoma
WSM
$26.9B
$10.3M 0.01%
336,928
-860
-0.3% -$23K
RNP icon
1100
Cohen & Steers REIT and Preferred and Income Fund
RNP
$982M
$10.3M 0.01%
531,396
+5,250
+1% +$98.3K
42 43
44
45 46

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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.