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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
BEAT
1201
DELISTED
BioTelemetry, Inc.
BEAT
$9.16M 0.01%
203,519
+33,433
+20% +$1.33M
LPT
1202
DELISTED
Liberty Property Trust
LPT
$9.15M 0.01%
206,341
+5,978
+3% +$253K
NBIX icon
1203
Neurocrine Biosciences
NBIX
$16.8B
$9.14M 0.01%
93,040
+11,283
+14% +$1.01M
GCO icon
1204
Genesco
GCO
$425M
$9.12M 0.01%
229,752
+1,223
+0.5% +$52.1K
ETSY icon
1205
Etsy
ETSY
$7.75B
$9.09M 0.01%
215,517
+102,553
+91% +$3.34M
LAMR icon
1206
Lamar Advertising Co
LAMR
$16.2B
$9.09M 0.01%
132,997
+15,610
+13% +$1.05M
WWE
1207
DELISTED
World Wrestling Entertainment
WWE
$9.05M 0.01%
124,350
+11,190
+10% +$566K
EWY icon
1208
iShares MSCI South Korea ETF
EWY
$21.9B
$9.05M 0.01%
133,646
-149,803
-53% -$10.9M
NVT icon
1209
nVent Electric
NVT
$24.9B
$9.05M 0.01%
+360,420
New +$9.37M
GES
1210
DELISTED
Guess Inc
GES
$9.03M 0.01%
422,000
-75,825
-15% -$1.74M
WTS icon
1211
Watts Water Technologies
WTS
$11.5B
$9.02M 0.01%
115,106
+17,305
+18% +$1.34M
PRA
1212
DELISTED
ProAssurance
PRA
$9.02M 0.01%
254,450
-74,681
-23% -$3.12M
PDCE
1213
DELISTED
PDC Energy, Inc.
PDCE
$9.02M 0.01%
149,131
+49,286
+49% +$2.84M
NBIS
1214
Nebius Group N.V.
NBIS
$48.3B
$9.01M 0.01%
250,825
-1,292,254
-84% -$45M
CHX
1215
DELISTED
ChampionX
CHX
$8.99M 0.01%
+215,370
New +$8.81M
HEI icon
1216
HEICO Corp
HEI
$49.8B
$8.98M 0.01%
123,071
-13,452
-10% -$977K
AMED
1217
DELISTED
Amedisys
AMED
$8.97M 0.01%
105,023
+28,395
+37% +$2.09M
ACC
1218
DELISTED
American Campus Communities, Inc.
ACC
$8.96M 0.01%
208,940
+19,030
+10% +$761K
LXP icon
1219
LXP Industrial Trust
LXP
$3.57B
$8.95M 0.01%
205,111
+44,430
+28% +$1.84M
MED icon
1220
Medifast
MED
$109M
$8.93M 0.01%
55,752
+105
+0.2% +$13.4K
JJSF icon
1221
J&J Snack Foods
JJSF
$1.43B
$8.91M 0.01%
58,414
+4,524
+8% +$645K
OZK icon
1222
Bank OZK
OZK
$5.6B
$8.88M 0.01%
197,264
+11,519
+6% +$549K
LHCG
1223
DELISTED
LHC Group LLC
LHCG
$8.88M 0.01%
103,802
+49,078
+90% +$3.74M
UBSI icon
1224
United Bankshares
UBSI
$6.63B
$8.87M 0.01%
243,791
+99,082
+68% +$3.55M
WLY icon
1225
John Wiley & Sons Class A
WLY
$2.65B
$8.87M 0.01%
142,118
-4,357
-3% -$289K
47 48
49
50 51

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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.