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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
EWC icon
1476
iShares MSCI Canada ETF
EWC
$6.13B
$6.36M 0.01%
223,229
+51,380
+30% +$1.46M
ODP
1477
DELISTED
ODP
ODP
$6.36M 0.01%
249,588
+26,285
+12% +$639K
BLMN icon
1478
Bloomin' Brands
BLMN
$741M
$6.36M 0.01%
316,302
+4,898
+2% +$111K
NNN icon
1479
NNN REIT
NNN
$9.04B
$6.36M 0.01%
144,628
+9,090
+7% +$366K
LIVN icon
1480
LivaNova
LIVN
$4.4B
$6.35M 0.01%
63,644
+22,588
+55% +$2.05M
CVE icon
1481
Cenovus Energy
CVE
$55.7B
$6.34M 0.01%
611,169
+26,499
+5% +$267K
SXT icon
1482
Sensient Technologies
SXT
$5.26B
$6.34M 0.01%
88,664
+12,648
+17% +$877K
SYKE
1483
DELISTED
SYKES Enterprises Inc
SYKE
$6.34M 0.01%
220,314
-11,774
-5% -$337K
ADNT icon
1484
Adient
ADNT
$1.65B
$6.34M 0.01%
128,817
-51,684
-29% -$2.93M
YELP icon
1485
Yelp
YELP
$1.45B
$6.33M 0.01%
161,474
-737
-0.5% -$31.9K
TIVO
1486
DELISTED
Tivo Inc
TIVO
$6.31M 0.01%
469,377
-18,384
-4% -$260K
FLO icon
1487
Flowers Foods
FLO
$1.49B
$6.31M 0.01%
302,939
+27,262
+10% +$582K
IMO icon
1488
Imperial Oil
IMO
$62.7B
$6.29M 0.01%
189,269
+15,582
+9% +$487K
MMSI icon
1489
Merit Medical Systems
MMSI
$5.08B
$6.29M 0.01%
122,907
-28,763
-19% -$1.43M
ESLT icon
1490
Elbit Systems
ESLT
$37.9B
$6.29M 0.01%
52,927
+2,203
+4% +$262K
PLXS icon
1491
Plexus
PLXS
$6.72B
$6.28M 0.01%
105,494
-11,671
-10% -$696K
BXMT icon
1492
Blackstone Mortgage Trust
BXMT
$2.45B
$6.26M 0.01%
199,248
+21,026
+12% +$662K
RBC icon
1493
RBC Bearings
RBC
$17.4B
$6.26M 0.01%
48,606
+1,626
+3% +$202K
AVTA
1494
DELISTED
Avantax, Inc. Common Stock
AVTA
$6.24M 0.01%
168,557
+36,482
+28% +$1.18M
TCBI icon
1495
Texas Capital Bancshares
TCBI
$4.3B
$6.23M 0.01%
68,120
-9,318
-12% -$903K
EPAC icon
1496
Enerpac Tool Group
EPAC
$1.83B
$6.23M 0.01%
212,256
+8,355
+4% +$207K
PBI icon
1497
Pitney Bowes
PBI
$2.4B
$6.22M 0.01%
726,174
-54,333
-7% -$524K
RLJ icon
1498
RLJ Lodging Trust
RLJ
$1.86B
$6.22M 0.01%
281,935
-10,861
-4% -$235K
RRD
1499
DELISTED
RR Donnelley & Sons Co.
RRD
$6.21M 0.01%
1,077,843
+256,866
+31% +$1.9M
DEI icon
1500
Douglas Emmett
DEI
$1.98B
$6.2M 0.01%
154,255
+4,581
+3% +$173K
58 59
60
61 62

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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.