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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
ENTA icon
1701
Enanta Pharmaceuticals
ENTA
$366M
$4.79M ﹤0.01%
41,346
+9,388
+29% +$937K
OLN icon
1702
Olin
OLN
$2.11B
$4.79M ﹤0.01%
166,778
+19,935
+14% +$620K
SCS
1703
DELISTED
Steelcase
SCS
$4.77M ﹤0.01%
353,117
-33,694
-9% -$477K
BLUE
1704
DELISTED
bluebird bio
BLUE
$4.77M ﹤0.01%
2,344
-155
-6% -$353K
RUSHA icon
1705
Rush Enterprises Class A
RUSHA
$6.2B
$4.75M ﹤0.01%
246,418
-78,007
-24% -$1.48M
SKT icon
1706
Tanger
SKT
$4.67B
$4.75M ﹤0.01%
202,230
+17,907
+10% +$394K
RES icon
1707
RPC Inc
RES
$1.24B
$4.74M ﹤0.01%
325,225
+239,370
+279% +$4.09M
AZTA icon
1708
Azenta
AZTA
$1.3B
$4.72M ﹤0.01%
144,758
-3,309
-2% -$98.5K
TRST
1709
Trustco Bank Corp NY
TRST
$970M
$4.72M ﹤0.01%
106,011
-3,624
-3% -$159K
CVBF icon
1710
CVB Financial
CVBF
$3.94B
$4.71M ﹤0.01%
210,062
+1,215
+0.6% +$27.9K
SNX icon
1711
TD Synnex
SNX
$20.4B
$4.71M ﹤0.01%
97,556
-42,058
-30% -$2.24M
AEGN
1712
DELISTED
Aegion Corp
AEGN
$4.71M ﹤0.01%
182,789
+74,343
+69% +$1.84M
TDOC icon
1713
Teladoc Health
TDOC
$1.22B
$4.71M ﹤0.01%
81,055
+8,274
+11% +$404K
CHRD icon
1714
Chord Energy
CHRD
$7.9B
$4.7M ﹤0.01%
362,352
+77,035
+27% +$877K
SHOP icon
1715
Shopify
SHOP
$152B
$4.7M ﹤0.01%
322,040
+267,200
+487% +$3.78M
EXP icon
1716
Eagle Materials
EXP
$6.29B
$4.68M ﹤0.01%
44,623
-8,973
-17% -$945K
AGC
1717
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$4.68M ﹤0.01%
837,817
+104,862
+14% +$594K
CATY icon
1718
Cathay General Bancorp
CATY
$4.22B
$4.68M ﹤0.01%
115,552
-19,814
-15% -$821K
SM icon
1719
SM Energy
SM
$7.8B
$4.67M ﹤0.01%
181,573
+22,113
+14% +$517K
GWRE icon
1720
Guidewire Software
GWRE
$12.6B
$4.66M ﹤0.01%
52,486
+8,388
+19% +$742K
IWD icon
1721
iShares Russell 1000 Value ETF
IWD
$82.2B
$4.65M ﹤0.01%
38,335
+4,369
+13% +$531K
LOXO
1722
DELISTED
Loxo Oncology, Inc
LOXO
$4.65M ﹤0.01%
26,809
+3,330
+14% +$500K
NVRI icon
1723
Enviri
NVRI
$623M
$4.65M ﹤0.01%
210,253
-21,413
-9% -$494K
XLY icon
1724
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.5B
$4.65M ﹤0.01%
85,006
+70,008
+467% +$3.7M
WPM icon
1725
Wheaton Precious Metals
WPM
$49.5B
$4.64M ﹤0.01%
210,211
+46,765
+29% +$1.01M
67 68
69
70 71

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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.