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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
SLAB icon
1451
Silicon Laboratories
SLAB
$7.17B
$6.55M 0.01%
65,783
-3,350
-5% -$335K
W icon
1452
Wayfair
W
$11.2B
$6.55M 0.01%
55,170
+665
+1% +$57.7K
PRAA icon
1453
PRA Group
PRAA
$663M
$6.55M 0.01%
169,912
+1,928
+1% +$74.4K
CTB
1454
DELISTED
Cooper Tire & Rubber Co.
CTB
$6.53M 0.01%
248,458
+131,718
+113% +$3.54M
OGS icon
1455
ONE Gas
OGS
$4.87B
$6.52M 0.01%
87,287
+8,432
+11% +$600K
FLOW
1456
DELISTED
SPX FLOW, Inc.
FLOW
$6.52M 0.01%
149,026
-15,157
-9% -$693K
KBH icon
1457
KB Home
KBH
$3.37B
$6.51M 0.01%
239,036
+4,485
+2% +$121K
CVNA icon
1458
Carvana
CVNA
$68.6B
$6.49M 0.01%
779,715
+148,530
+24% +$894K
KS
1459
DELISTED
KapStone Paper and Pack Corp.
KS
$6.48M 0.01%
187,784
+32,086
+21% +$1.11M
CRS icon
1460
Carpenter Technology
CRS
$25.8B
$6.48M 0.01%
123,199
+38,122
+45% +$2.06M
LECO icon
1461
Lincoln Electric
LECO
$14.2B
$6.47M 0.01%
73,699
+4,417
+6% +$393K
CCMP
1462
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$6.46M 0.01%
60,076
+3,986
+7% +$438K
PGRE
1463
DELISTED
Paramount Group
PGRE
$6.46M 0.01%
419,478
+126,177
+43% +$1.86M
TLRD
1464
DELISTED
Tailored Brands, Inc.
TLRD
$6.45M 0.01%
252,636
+21,347
+9% +$649K
MGRC icon
1465
McGrath RentCorp
MGRC
$2.81B
$6.42M 0.01%
101,450
+15,709
+18% +$968K
KRO icon
1466
KRONOS Worldwide
KRO
$693M
$6.41M 0.01%
284,377
+183,291
+181% +$4.37M
MTH icon
1467
Meritage Homes
MTH
$4.58B
$6.41M 0.01%
291,532
+21,160
+8% +$476K
LITE icon
1468
Lumentum
LITE
$55.5B
$6.4M 0.01%
110,600
-52,787
-32% -$3.15M
CUBE icon
1469
CubeSmart
CUBE
$9.39B
$6.4M 0.01%
198,723
-52,042
-21% -$1.56M
KRG icon
1470
Kite Realty
KRG
$5.81B
$6.39M 0.01%
374,371
+76,656
+26% +$1.19M
VTLE
1471
DELISTED
Vital Energy
VTLE
$6.38M 0.01%
33,184
+16,189
+95% +$3.03M
ESV
1472
DELISTED
Ensco Rowan plc
ESV
$6.38M 0.01%
219,702
-2,466
-1% -$60.4K
HIBB
1473
DELISTED
Hibbett, Inc. Common Stock
HIBB
$6.38M 0.01%
278,522
-8,593
-3% -$224K
LSXMA
1474
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.37M 0.01%
195,806
-21,605
-10% -$685K
AIT icon
1475
Applied Industrial Technologies
AIT
$12.8B
$6.37M 0.01%
90,753
-581
-0.6% -$41.2K
57 58
59
60 61

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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.