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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
DB icon
1251
Deutsche Bank
DB
$69B
$8.49M 0.01%
799,818
-289,992
-27% -$3.7M
CXT icon
1252
Crane NXT
CXT
$2.99B
$8.47M 0.01%
304,495
-15,080
-5% -$454K
CMTL icon
1253
Comtech Telecommunications
CMTL
$50.3M
$8.47M 0.01%
265,822
-11,213
-4% -$350K
MZTI
1254
The Marzetti Company
MZTI
$2.93B
$8.46M 0.01%
61,115
+28,684
+88% +$3.68M
BNDX icon
1255
Vanguard Total International Bond ETF
BNDX
$81.9B
$8.44M 0.01%
154,271
-12,408
-7% -$676K
TTM
1256
DELISTED
Tata Motors Limited
TTM
$8.43M 0.01%
431,043
+26,558
+7% +$628K
CPA icon
1257
Copa Holdings
CPA
$5.76B
$8.42M 0.01%
89,027
-249,977
-74% -$28M
BTU icon
1258
Peabody Energy
BTU
$2.6B
$8.41M 0.01%
184,864
+53,984
+41% +$2.21M
SAM icon
1259
Boston Beer
SAM
$1.91B
$8.38M 0.01%
27,966
+8,554
+44% +$2.08M
WAL icon
1260
Western Alliance Bancorporation
WAL
$8.79B
$8.38M 0.01%
148,044
-35,077
-19% -$2.1M
ALE
1261
DELISTED
Allete
ALE
$8.37M 0.01%
108,069
+3,658
+4% +$274K
SANM icon
1262
Sanmina
SANM
$9.95B
$8.35M 0.01%
285,131
-58,317
-17% -$1.71M
RAMP icon
1263
LiveRamp
RAMP
$2.3B
$8.35M 0.01%
278,876
-41,766
-13% -$1.14M
VEA icon
1264
Vanguard FTSE Developed Markets ETF
VEA
$229B
$8.34M 0.01%
194,336
-971,496
-83% -$43.3M
EC icon
1265
Ecopetrol
EC
$34.5B
$8.33M 0.01%
405,407
-1,490,953
-79% -$31.6M
AX icon
1266
Axos Financial
AX
$5.77B
$8.31M 0.01%
203,023
+16,677
+9% +$693K
NTB icon
1267
Bank of N.T. Butterfield & Son
NTB
$2.43B
$8.29M 0.01%
181,354
-8,857
-5% -$419K
CNDT icon
1268
Conduent
CNDT
$244M
$8.28M 0.01%
455,597
+75,763
+20% +$1.46M
WAFD icon
1269
WaFd
WAFD
$2.72B
$8.28M 0.01%
253,138
+6,022
+2% +$198K
HIW icon
1270
Highwoods Properties
HIW
$3.65B
$8.27M 0.01%
162,918
+14,889
+10% +$686K
OXM icon
1271
Oxford Industries
OXM
$566M
$8.26M 0.01%
99,530
+17,771
+22% +$1.43M
SITC icon
1272
SITE Centers
SITC
$225M
$8.24M 0.01%
714,234
-39,582
-5% -$394K
BKE icon
1273
Buckle
BKE
$2.25B
$8.23M 0.01%
305,940
+153,214
+100% +$3.79M
Z icon
1274
Zillow
Z
$7.79B
$8.21M 0.01%
139,006
+21,026
+18% +$1.16M
S
1275
DELISTED
Sprint Corporation
S
$8.21M 0.01%
1,508,490
-117,073
-7% -$633K
49 50
51
52 53

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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.