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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
AWI icon
1551
Armstrong World Industries
AWI
$7.38B
$5.78M 0.01%
91,444
+5,028
+6% +$300K
STE icon
1552
Steris
STE
$22.3B
$5.78M 0.01%
55,037
+16,934
+44% +$1.7M
ENS icon
1553
EnerSys
ENS
$6.78B
$5.76M 0.01%
77,177
+16,573
+27% +$1.24M
VIVO
1554
DELISTED
Meridian Bioscience Inc
VIVO
$5.75M 0.01%
361,792
+57,450
+19% +$857K
SEMG
1555
DELISTED
SEMGROUP CORPORATION
SEMG
$5.75M 0.01%
226,450
-2,976
-1% -$72.9K
EPAM icon
1556
EPAM Systems
EPAM
$5.51B
$5.75M 0.01%
46,243
+13,680
+42% +$1.65M
SPTN
1557
DELISTED
SpartanNash
SPTN
$5.74M 0.01%
225,023
+49,802
+28% +$1.03M
MHI
1558
DELISTED
Pioneer Municipal High Income Fund
MHI
$5.72M 0.01%
500,716
+45,588
+10% +$518K
ARI
1559
Apollo Commercial Real Estate
ARI
$867M
$5.72M 0.01%
312,766
+45,501
+17% +$834K
BHK icon
1560
BlackRock Core Bond Trust
BHK
$643M
$5.72M 0.01%
447,977
+64,073
+17% +$823K
PTR
1561
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$5.71M 0.01%
74,847
+7,579
+11% +$574K
VLY icon
1562
Valley National Bancorp
VLY
$7.9B
$5.69M 0.01%
468,046
-320,835
-41% -$4.05M
UNF icon
1563
Unifirst Corp
UNF
$5.3B
$5.66M 0.01%
32,018
+3,794
+13% +$649K
AGM icon
1564
Federal Agricultural Mortgage
AGM
$2.47B
$5.66M 0.01%
63,213
-8,398
-12% -$754K
CTLT
1565
DELISTED
CATALENT, INC.
CTLT
$5.65M 0.01%
134,971
-12,593
-9% -$509K
ATHM icon
1566
Autohome
ATHM
$2.67B
$5.65M 0.01%
55,924
+12,599
+29% +$1.29M
SP
1567
DELISTED
SP Plus Corporation
SP
$5.64M 0.01%
151,703
+31,865
+27% +$1.17M
APAM icon
1568
Artisan Partners
APAM
$2.79B
$5.64M 0.01%
186,978
+100,270
+116% +$3.26M
EMBJ
1569
Embraer S.A. ADS
EMBJ
$12.2B
$5.63M 0.01%
226,077
-284,128
-56% -$7.22M
SFM icon
1570
Sprouts Farmers Market
SFM
$8.13B
$5.62M 0.01%
254,524
-33,495
-12% -$758K
NWBI icon
1571
Northwest Bancshares
NWBI
$2.3B
$5.62M 0.01%
322,951
+9,512
+3% +$162K
WDFC icon
1572
WD-40
WDFC
$3.05B
$5.62M 0.01%
38,401
+2,729
+8% +$376K
PCH
1573
DELISTED
PotlatchDeltic
PCH
$5.61M 0.01%
110,344
-12,026
-10% -$610K
LAZ icon
1574
Lazard
LAZ
$4.13B
$5.59M 0.01%
114,282
+41,990
+58% +$2.22M
SCHA icon
1575
Schwab U.S Small- Cap ETF
SCHA
$22.2B
$5.58M 0.01%
+303,592
New +$5.49M
61 62
63
64 65

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.