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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
ENV
1676
DELISTED
ENVESTNET, INC.
ENV
$4.95M ﹤0.01%
90,163
-26,400
-23% -$1.47M
LZB icon
1677
La-Z-Boy
LZB
$1.58B
$4.95M ﹤0.01%
161,853
-20,291
-11% -$623K
QLYS icon
1678
Qualys
QLYS
$5.1B
$4.95M ﹤0.01%
58,759
+13,206
+29% +$1.06M
VEU icon
1679
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$4.95M ﹤0.01%
95,394
-314
-0.3% -$17K
CCU icon
1680
Compañía de Cervecerías Unidas
CCU
$2.12B
$4.93M ﹤0.01%
197,627
-185,187
-48% -$4.99M
AEIS icon
1681
Advanced Energy
AEIS
$11.6B
$4.93M ﹤0.01%
84,823
-14,823
-15% -$937K
MCRN
1682
DELISTED
Milacron Holdings Corp.
MCRN
$4.92M ﹤0.01%
260,157
-93,630
-26% -$1.85M
NJR icon
1683
New Jersey Resources
NJR
$5.84B
$4.91M ﹤0.01%
109,647
+5,633
+5% +$238K
CWT icon
1684
California Water Service
CWT
$3.1B
$4.89M ﹤0.01%
125,561
-474
-0.4% -$18.5K
NXGN
1685
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$4.89M ﹤0.01%
250,756
+50,724
+25% +$802K
ICPT
1686
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$4.89M ﹤0.01%
58,257
+9,198
+19% +$673K
NBTB icon
1687
NBT Bancorp
NBTB
$2.74B
$4.88M ﹤0.01%
128,045
+9,506
+8% +$359K
SCHL icon
1688
Scholastic
SCHL
$767M
$4.88M ﹤0.01%
110,083
+6,165
+6% +$264K
CLF icon
1689
Cleveland-Cliffs
CLF
$6.57B
$4.88M ﹤0.01%
578,448
-21,515
-4% -$171K
DCOM
1690
DELISTED
Dime Community Bancshares
DCOM
$4.86M ﹤0.01%
249,282
+40,813
+20% +$801K
WD icon
1691
Walker & Dunlop
WD
$1.71B
$4.86M ﹤0.01%
87,332
-4,125
-5% -$238K
PAHC icon
1692
Phibro Animal Health
PAHC
$1.47B
$4.85M ﹤0.01%
105,275
-1,767
-2% -$78.2K
UNIT
1693
Uniti Group
UNIT
$2.36B
$4.84M ﹤0.01%
241,901
+62,540
+35% +$1.22M
USA icon
1694
Liberty All-Star Equity Fund
USA
$1.79B
$4.84M ﹤0.01%
756,744
-160,071
-17% -$1.02M
NTNX icon
1695
Nutanix
NTNX
$16B
$4.84M ﹤0.01%
93,888
-15,683
-14% -$862K
FWRD icon
1696
Forward Air
FWRD
$444M
$4.84M ﹤0.01%
81,934
+1,130
+1% +$64.7K
NEWR
1697
DELISTED
New Relic, Inc.
NEWR
$4.84M ﹤0.01%
48,109
-1,702
-3% -$151K
SGI
1698
Somnigroup International
SGI
$13.7B
$4.84M ﹤0.01%
402,692
-12,864
-3% -$152K
CZR
1699
DELISTED
Caesars Entertainment Corporation
CZR
$4.83M ﹤0.01%
451,886
-86,602
-16% -$1.01M
WIX icon
1700
WIX.com
WIX
$2.3B
$4.82M ﹤0.01%
48,030
+10,723
+29% +$956K
66 67
68
69 70

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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.