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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
PODD icon
1326
Insulet
PODD
$11.5B
$7.67M 0.01%
89,556
+25,873
+41% +$2.32M
BOE icon
1327
BlackRock Enhanced Global Dividend Trust
BOE
$673M
$7.67M 0.01%
690,015
+78,116
+13% +$882K
MTOR
1328
DELISTED
MERITOR, Inc.
MTOR
$7.67M 0.01%
373,034
-105,731
-22% -$2.22M
CONN
1329
DELISTED
Conn's Inc.
CONN
$7.67M 0.01%
232,413
+28,040
+14% +$805K
HWM icon
1330
Howmet Aerospace
HWM
$113B
$7.64M 0.01%
585,952
-121,756
-17% -$1.81M
EDR
1331
DELISTED
Education Realty Trust Inc
EDR
$7.64M 0.01%
184,035
+3,272
+2% +$117K
GHC icon
1332
Graham Holdings Company
GHC
$5.1B
$7.62M 0.01%
13,004
+1,925
+17% +$1.16M
FTR
1333
DELISTED
Frontier Communications Corp.
FTR
$7.62M 0.01%
1,420,927
+224,869
+19% +$1.83M
GBX icon
1334
The Greenbrier Companies
GBX
$1.52B
$7.6M 0.01%
144,140
+5,316
+4% +$254K
OTEX icon
1335
Open Text
OTEX
$6.15B
$7.59M 0.01%
215,690
+11,718
+6% +$412K
EPAY
1336
DELISTED
Bottomline Technologies Inc
EPAY
$7.59M 0.01%
152,305
+37,822
+33% +$1.69M
CMP icon
1337
Compass Minerals
CMP
$1.23B
$7.57M 0.01%
115,132
+8,405
+8% +$560K
DCH
1338
Dauch Corp
DCH
$1.34B
$7.57M 0.01%
486,443
+137,233
+39% +$2.21M
SHOO icon
1339
Steven Madden
SHOO
$3.37B
$7.57M 0.01%
213,804
+24,019
+13% +$805K
CCOI icon
1340
Cogent Communications
CCOI
$676M
$7.57M 0.01%
141,730
+33,281
+31% +$1.65M
BTZ icon
1341
BlackRock Credit Allocation Income Trust
BTZ
$930M
$7.55M 0.01%
624,680
+43,293
+7% +$537K
LCI
1342
DELISTED
Lannett Company, Inc.
LCI
$7.55M 0.01%
138,705
-32,638
-19% -$2.06M
GEF icon
1343
Greif
GEF
$4.92B
$7.52M 0.01%
142,254
-3,121
-2% -$180K
NEU icon
1344
NewMarket
NEU
$7.82B
$7.52M 0.01%
18,596
+745
+4% +$291K
CRC
1345
DELISTED
California Resources Corporation
CRC
$7.52M 0.01%
165,487
-3,416
-2% -$108K
BC icon
1346
Brunswick
BC
$5.13B
$7.51M 0.01%
116,543
+24,393
+26% +$1.52M
MHG
1347
DELISTED
Marine Harvest ASA
MHG
$7.5M 0.01%
376,943
+74,154
+24% +$1.48M
BERY
1348
DELISTED
Berry Global Group, Inc.
BERY
$7.5M 0.01%
177,850
-100,906
-36% -$4.68M
SNP
1349
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$7.5M 0.01%
83,514
+13,555
+19% +$1.3M
DY icon
1350
Dycom Industries
DY
$12B
$7.5M 0.01%
79,361
+5,043
+7% +$516K
52 53
54
55 56

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AF
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MCM
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PSUF
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IA
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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.