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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
CNMD icon
1351
CONMED
CNMD
$1.39B
$7.5M 0.01%
102,390
+17,431
+21% +$1.19M
TTD icon
1352
Trade Desk
TTD
$8.48B
$7.49M 0.01%
798,510
+395,760
+98% +$2.79M
KMT icon
1353
Kennametal
KMT
$2.59B
$7.47M 0.01%
208,075
+7,318
+4% +$281K
TPH
1354
DELISTED
Tri Pointe Homes
TPH
$7.46M 0.01%
455,986
+19,303
+4% +$329K
UTL icon
1355
Unitil
UTL
$970M
$7.46M 0.01%
146,146
-8,135
-5% -$392K
NBR icon
1356
Nabors Industries
NBR
$1.27B
$7.45M 0.01%
23,233
-133
-0.6% -$48.8K
EPR icon
1357
EPR Properties
EPR
$4.76B
$7.43M 0.01%
114,646
-21,820
-16% -$1.29M
IDCC icon
1358
InterDigital
IDCC
$7.87B
$7.43M 0.01%
91,799
+2,406
+3% +$191K
WRI
1359
DELISTED
Weingarten Realty Investors
WRI
$7.42M 0.01%
240,792
-27,980
-10% -$799K
DNR
1360
DELISTED
Denbury Resources, Inc.
DNR
$7.42M 0.01%
1,541,548
+311,933
+25% +$1.17M
FBP icon
1361
First Bancorp
FBP
$4.42B
$7.41M 0.01%
968,108
-45,109
-4% -$334K
ICL icon
1362
ICL Group
ICL
$6.53B
$7.39M 0.01%
1,606,586
+75,184
+5% +$344K
MOH icon
1363
Molina Healthcare
MOH
$10.2B
$7.39M 0.01%
75,435
-21,055
-22% -$1.84M
JBTM
1364
JBT Marel
JBTM
$7.21B
$7.39M 0.01%
83,097
-15,972
-16% -$1.56M
ELS icon
1365
Equity Lifestyle Properties
ELS
$12.6B
$7.38M 0.01%
160,544
-5,680
-3% -$254K
SWN
1366
DELISTED
Southwestern Energy Company
SWN
$7.37M 0.01%
1,390,473
-675,644
-33% -$3.13M
PB icon
1367
Prosperity Bancshares
PB
$8.97B
$7.36M 0.01%
107,677
+3,805
+4% +$278K
CSOD
1368
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$7.33M 0.01%
154,616
+35,651
+30% +$1.66M
NWN icon
1369
Northwest Natural Holdings
NWN
$2.06B
$7.33M 0.01%
114,929
+3,612
+3% +$217K
CBRL icon
1370
Cracker Barrel
CBRL
$1.26B
$7.33M 0.01%
46,913
+1,968
+4% +$318K
HUBS icon
1371
HubSpot
HUBS
$12.2B
$7.32M 0.01%
58,402
-9,348
-14% -$1.11M
RDN icon
1372
Radian Group
RDN
$5.18B
$7.32M 0.01%
451,228
-93,052
-17% -$1.52M
CASY icon
1373
Casey's General Stores
CASY
$32.2B
$7.29M 0.01%
69,366
-8,478
-11% -$857K
SSL icon
1374
Sasol
SSL
$7.5B
$7.29M 0.01%
199,461
+14,768
+8% +$533K
AHL
1375
DELISTED
ASPEN Insurance Holding Limited
AHL
$7.29M 0.01%
179,028
+24,831
+16% +$1.07M
53 54
55
56 57

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MCM
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PSUF
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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.