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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
LN
1576
DELISTED
LINE Corporation
LN
$5.58M 0.01%
135,957
+19,444
+17% +$734K
BJRI icon
1577
BJ's Restaurants
BJRI
$1.42B
$5.58M 0.01%
93,043
+56,197
+153% +$3.02M
COUP
1578
DELISTED
Coupa Software Incorporated
COUP
$5.58M 0.01%
89,709
+63,159
+238% +$3.36M
HUBB icon
1579
Hubbell
HUBB
$25B
$5.57M 0.01%
52,657
-13,427
-20% -$1.49M
ERC
1580
Allspring Multi-Sector Income Fund
ERC
$256M
$5.57M 0.01%
446,040
-166,306
-27% -$2.14M
HWC icon
1581
Hancock Whitney
HWC
$6.2B
$5.57M 0.01%
119,318
+935
+0.8% +$47.4K
BDC icon
1582
Belden
BDC
$4.85B
$5.56M 0.01%
90,914
+19,601
+27% +$1.2M
GNL icon
1583
Global Net Lease
GNL
$1.84B
$5.55M 0.01%
271,693
+33,273
+14% +$628K
UFPI icon
1584
UFP Industries
UFPI
$4.9B
$5.54M 0.01%
151,375
+4,165
+3% +$146K
MINI
1585
DELISTED
Mobile Mini Inc
MINI
$5.54M 0.01%
118,139
-1,002
-0.8% -$45.3K
VGT icon
1586
Vanguard Information Technology ETF
VGT
$139B
$5.53M 0.01%
244,072
+218,424
+852% +$4.91M
VMI icon
1587
Valmont Industries
VMI
$9.3B
$5.53M 0.01%
36,689
-4,804
-12% -$702K
CAL icon
1588
Caleres
CAL
$431M
$5.53M 0.01%
160,652
+8,615
+6% +$296K
SITE icon
1589
SiteOne Landscape Supply
SITE
$4.12B
$5.5M 0.01%
65,532
-14,368
-18% -$1.14M
MTDR icon
1590
Matador Resources
MTDR
$6.2B
$5.5M 0.01%
182,876
+5,327
+3% +$161K
AXE
1591
DELISTED
Anixter International Inc
AXE
$5.48M 0.01%
86,629
-17,351
-17% -$1.16M
AR icon
1592
Antero Resources
AR
$11.1B
$5.48M 0.01%
256,740
+17,006
+7% +$334K
EVBG
1593
DELISTED
Everbridge, Inc. Common Stock
EVBG
$5.48M 0.01%
115,544
-32,925
-22% -$1.4M
NOVT icon
1594
Novanta
NOVT
$5.08B
$5.48M 0.01%
87,901
+24,947
+40% +$1.53M
BCPC
1595
Balchem Corp
BCPC
$5.38B
$5.48M 0.01%
55,798
+3,033
+6% +$283K
ALGT icon
1596
Allegiant Air
ALGT
$2.64B
$5.47M 0.01%
39,393
-285
-0.7% -$44K
TBI
1597
Trueblue
TBI
$215M
$5.47M 0.01%
202,825
-20,368
-9% -$540K
HOMB icon
1598
Home BancShares
HOMB
$6.23B
$5.46M 0.01%
242,093
+51,100
+27% +$1.18M
SYNT
1599
DELISTED
Syntel Inc
SYNT
$5.46M 0.01%
170,074
+57,932
+52% +$1.73M
MSA icon
1600
Mine Safety
MSA
$7.35B
$5.46M 0.01%
56,631
+729
+1% +$65.9K
62 63
64
65 66

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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.