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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
GTLS
1501
DELISTED
Chart Industries
GTLS
$6.2M 0.01%
100,474
+21,148
+27% +$1.33M
XOXO
1502
DELISTED
Xo Group Inc
XOXO
$6.18M 0.01%
193,135
+15,951
+9% +$445K
WBT
1503
DELISTED
Welbilt, Inc.
WBT
$6.17M 0.01%
276,709
+20,422
+8% +$408K
CBU icon
1504
Community Bank
CBU
$3.41B
$6.17M 0.01%
104,403
+6,990
+7% +$408K
CAMP
1505
DELISTED
CalAmp Corp.
CAMP
$6.16M 0.01%
11,438
-3,414
-23% -$1.72M
MCY icon
1506
Mercury Insurance
MCY
$5.93B
$6.15M 0.01%
135,009
+82,686
+158% +$3.9M
SLCA
1507
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$6.15M 0.01%
239,413
+143,784
+150% +$4.21M
PMT
1508
PennyMac Mortgage Investment
PMT
$822M
$6.14M 0.01%
323,259
+19,664
+6% +$360K
JOYY
1509
JOYY Inc
JOYY
$3.71B
$6.12M 0.01%
60,892
+4,653
+8% +$485K
INXN
1510
DELISTED
Interxion Holding N.V.
INXN
$6.12M 0.01%
98,014
+31,171
+47% +$1.99M
CNSL
1511
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$6.11M 0.01%
494,533
+69,272
+16% +$808K
HOPE icon
1512
Hope Bancorp
HOPE
$1.79B
$6.11M 0.01%
342,414
+24,799
+8% +$448K
CPE
1513
DELISTED
Callon Petroleum Company
CPE
$6.1M 0.01%
56,837
-18,565
-25% -$2.3M
MGEE icon
1514
MGE Energy Inc
MGEE
$3B
$6.07M 0.01%
96,333
+3,090
+3% +$180K
IPCC
1515
DELISTED
Infinity Property & Casualty C
IPCC
$6.07M 0.01%
42,654
-256
-0.6% -$34.7K
HELE icon
1516
Helen of Troy
HELE
$644M
$6.05M 0.01%
61,497
-1,256
-2% -$115K
CONE
1517
DELISTED
CyrusOne Inc Common Stock
CONE
$6.05M 0.01%
103,737
+19,487
+23% +$1.06M
VRNS icon
1518
Varonis Systems
VRNS
$4.59B
$6.05M 0.01%
243,684
-15,765
-6% -$378K
AL
1519
DELISTED
Air Lease Corp
AL
$6.01M 0.01%
143,162
+26,407
+23% +$1.14M
CHGG icon
1520
Chegg
CHGG
$110M
$6M 0.01%
215,953
+19,142
+10% +$481K
SBNY
1521
DELISTED
Signature Bank
SBNY
$6M 0.01%
46,923
-10,560
-18% -$1.38M
ENVA icon
1522
Enova International
ENVA
$6.33B
$6M 0.01%
164,137
-18,197
-10% -$554K
CBD
1523
DELISTED
Companhia Brasileira de Distribuicao
CBD
$6M 0.01%
300,120
+43,324
+17% +$908K
CNR
1524
Core Natural Resources Inc
CNR
$4.02B
$5.98M 0.01%
155,815
+4,431
+3% +$171K
WBS icon
1525
Webster Financial
WBS
$12.5B
$5.96M 0.01%
93,645
+7,409
+9% +$461K
59 60
61
62 63

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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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ACI
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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.