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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
MLI icon
1626
Mueller Industries
MLI
$14.7B
$5.3M 0.01%
718,100
+100,864
+16% +$729K
GBCI icon
1627
Glacier Bancorp
GBCI
$6.42B
$5.3M 0.01%
136,936
+6,296
+5% +$246K
LEXEA
1628
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$5.3M 0.01%
120,526
+5,204
+5% +$217K
TVPT
1629
DELISTED
Travelport Worldwide Limited
TVPT
$5.29M 0.01%
285,490
+7,276
+3% +$127K
AUD
1630
DELISTED
Audacy, Inc.
AUD
$5.29M 0.01%
700,133
-258,852
-27% -$2.2M
ESL
1631
DELISTED
Esterline Technologies
ESL
$5.28M 0.01%
71,593
-15,798
-18% -$1.17M
DMB
1632
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$194M
$5.28M 0.01%
423,301
+29,018
+7% +$362K
SHLM
1633
DELISTED
Schulman (A.) Inc
SHLM
$5.28M 0.01%
118,658
+1,402
+1% +$61.2K
CVLT icon
1634
Commault Systems
CVLT
$4.88B
$5.28M 0.01%
80,137
+31,515
+65% +$2.17M
WABC icon
1635
Westamerica Bancorp
WABC
$1.38B
$5.27M 0.01%
93,220
+1,298
+1% +$75K
OFIX icon
1636
Orthofix Medical
OFIX
$477M
$5.24M 0.01%
92,187
+20,713
+29% +$1.18M
MDR
1637
DELISTED
McDermott International
MDR
$5.23M 0.01%
266,181
+17,687
+7% +$359K
DLB icon
1638
Dolby
DLB
$5.51B
$5.21M ﹤0.01%
84,426
+7,467
+10% +$475K
AEM icon
1639
Agnico Eagle Mines
AEM
$73.6B
$5.2M ﹤0.01%
113,535
+23,925
+27% +$1.05M
OIS icon
1640
Oil States International
OIS
$489M
$5.18M ﹤0.01%
161,250
+18,890
+13% +$635K
FCNCA icon
1641
First Citizens BancShares
FCNCA
$24.9B
$5.17M ﹤0.01%
12,832
+980
+8% +$422K
HR icon
1642
Healthcare Realty
HR
$7.28B
$5.17M ﹤0.01%
191,870
+31,070
+19% +$791K
STRA icon
1643
Strategic Education
STRA
$1.85B
$5.17M ﹤0.01%
45,756
+1,803
+4% +$193K
AWP
1644
abrdn Global Premier Properties Fund
AWP
$372M
$5.16M ﹤0.01%
269,307
-46,786
-15% -$893K
NTGR icon
1645
NETGEAR
NTGR
$648M
$5.16M ﹤0.01%
82,483
-9,675
-10% -$587K
COWN
1646
DELISTED
Cowen Inc. Class A Common Stock
COWN
$5.15M ﹤0.01%
372,000
+27,340
+8% +$411K
JRI icon
1647
Nuveen Real Asset Income & Growth Fund
JRI
$356M
$5.15M ﹤0.01%
318,650
+131,335
+70% +$2.14M
WRLD icon
1648
World Acceptance Corp
WRLD
$838M
$5.14M ﹤0.01%
46,331
-10,413
-18% -$1.14M
TARO
1649
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$5.14M ﹤0.01%
44,445
-2,016
-4% -$221K
NP
1650
DELISTED
Neenah, Inc. Common Stock
NP
$5.13M ﹤0.01%
60,493
+1,268
+2% +$103K
64 65
66
67 68

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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.