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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
AERI
1601
DELISTED
Aerie Pharmaceuticals
AERI
$5.45M 0.01%
80,621
+703
+0.9% +$39.3K
BID
1602
DELISTED
Sotheby's
BID
$5.44M 0.01%
100,105
-6,415
-6% -$355K
ASR icon
1603
Grupo Aeroportuario del Sureste
ASR
$8.27B
$5.44M 0.01%
34,164
+3,498
+11% +$582K
CNA icon
1604
CNA Financial
CNA
$14.2B
$5.44M 0.01%
119,038
-24,278
-17% -$1.17M
WNC icon
1605
Wabash National
WNC
$512M
$5.43M 0.01%
291,160
-23,248
-7% -$472K
JCP
1606
DELISTED
J.C. Penney Company, Inc.
JCP
$5.42M 0.01%
2,314,560
+527,941
+30% +$1.49M
VRS
1607
DELISTED
Verso Corporation
VRS
$5.41M 0.01%
248,827
+111,495
+81% +$2.13M
ABM icon
1608
ABM Industries
ABM
$2.81B
$5.4M 0.01%
185,144
+12,447
+7% +$384K
ENDP
1609
DELISTED
Endo International plc
ENDP
$5.4M 0.01%
572,935
+21,164
+4% +$142K
PIPR icon
1610
Piper Sandler
PIPR
$5.12B
$5.4M 0.01%
280,884
-31,696
-10% -$620K
ESND
1611
DELISTED
Essendant Inc.
ESND
$5.36M 0.01%
405,758
+63,568
+19% +$719K
PFS icon
1612
Provident Financial Services
PFS
$3.22B
$5.36M 0.01%
194,792
+10,958
+6% +$298K
AVYA
1613
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$5.36M 0.01%
266,846
+204,496
+328% +$4.52M
CSGS
1614
DELISTED
CSG Systems International
CSGS
$5.36M 0.01%
131,049
+2,343
+2% +$99.5K
IJR icon
1615
iShares Core S&P Small-Cap ETF
IJR
$109B
$5.35M 0.01%
64,119
+13,996
+28% +$1.14M
WNS
1616
DELISTED
WNS Holdings
WNS
$5.34M 0.01%
102,374
+6,119
+6% +$302K
NTCT icon
1617
NETSCOUT
NTCT
$2.96B
$5.34M 0.01%
179,701
+10,536
+6% +$293K
MANT
1618
DELISTED
Mantech International Corp
MANT
$5.33M 0.01%
99,371
+14,913
+18% +$831K
RDC
1619
DELISTED
Rowan Companies Plc
RDC
$5.33M 0.01%
328,444
+122,770
+60% +$1.84M
BND icon
1620
Vanguard Total Bond Market
BND
$157B
$5.33M 0.01%
67,238
+13,272
+25% +$1.05M
UVE icon
1621
Universal Insurance Holdings
UVE
$1.22B
$5.33M 0.01%
151,702
+7,357
+5% +$250K
MBT
1622
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.32M 0.01%
602,830
-58,128
-9% -$576K
DXJ icon
1623
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$5.31M 0.01%
98,430
-968
-1% -$54.8K
PSB
1624
DELISTED
PS Business Parks, Inc.
PSB
$5.31M 0.01%
41,339
-1,662
-4% -$198K
ENIA
1625
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$5.31M 0.01%
602,750
-547,377
-48% -$5.74M
63 64
65
66 67

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.