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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
WUBA
1726
DELISTED
58.com Inc
WUBA
$4.63M ﹤0.01%
66,819
+8,236
+14% +$671K
ARCC icon
1727
Ares Capital
ARCC
$13.5B
$4.63M ﹤0.01%
281,506
-1,738
-0.6% -$28.6K
KND
1728
DELISTED
Kindred Healthcare
KND
$4.61M ﹤0.01%
511,925
+39,179
+8% +$351K
AYR
1729
DELISTED
Aircastle Ltd
AYR
$4.6M ﹤0.01%
224,563
-7,284
-3% -$152K
EEFT icon
1730
Euronet Worldwide
EEFT
$2.72B
$4.59M ﹤0.01%
54,850
-6,932
-11% -$561K
ROG icon
1731
Rogers Corp
ROG
$2.21B
$4.59M ﹤0.01%
41,230
-8,056
-16% -$941K
TEN
1732
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.59M ﹤0.01%
104,457
-27,249
-21% -$1.31M
SPB icon
1733
Spectrum Brands
SPB
$2.04B
$4.56M ﹤0.01%
55,881
+4,113
+8% +$346K
EXLS icon
1734
EXL Service
EXLS
$5.14B
$4.56M ﹤0.01%
402,630
+61,760
+18% +$704K
HEES
1735
DELISTED
H&E Equipment Services
HEES
$4.55M ﹤0.01%
121,036
-19,092
-14% -$712K
EIG icon
1736
Employers Holdings
EIG
$908M
$4.53M ﹤0.01%
112,582
+3,770
+3% +$153K
GOVT icon
1737
iShares US Treasury Bond ETF
GOVT
$43.6B
$4.51M ﹤0.01%
183,016
+17,260
+10% +$423K
CARB
1738
DELISTED
Carbonite Inc
CARB
$4.5M ﹤0.01%
129,020
+8,957
+7% +$308K
CADE
1739
DELISTED
Cadence Bank
CADE
$4.49M ﹤0.01%
136,289
+4,856
+4% +$162K
UA icon
1740
Under Armour Class C
UA
$2.77B
$4.49M ﹤0.01%
212,794
-1,583
-0.7% -$28.1K
STOR
1741
DELISTED
STORE Capital Corporation
STOR
$4.48M ﹤0.01%
163,631
+64,966
+66% +$1.68M
CROX icon
1742
Crocs
CROX
$6.14B
$4.47M ﹤0.01%
253,929
+13,380
+6% +$228K
OSG
1743
Octave Specialty Group
OSG
$243M
$4.47M ﹤0.01%
225,158
+10,745
+5% +$198K
AIN icon
1744
Albany International
AIN
$2.11B
$4.46M ﹤0.01%
74,191
+378
+0.5% +$23.4K
RYAM icon
1745
Rayonier Advanced Materials
RYAM
$604M
$4.46M ﹤0.01%
260,862
+62,967
+32% +$1.21M
WING icon
1746
Wingstop
WING
$3.53B
$4.46M ﹤0.01%
85,535
+37,982
+80% +$1.93M
GLOB icon
1747
Globant
GLOB
$1.58B
$4.46M ﹤0.01%
78,469
+10,571
+16% +$528K
CATO icon
1748
Cato Corp
CATO
$68.3M
$4.45M ﹤0.01%
180,550
+15,822
+10% +$312K
IONS icon
1749
Ionis Pharmaceuticals
IONS
$8.6B
$4.44M ﹤0.01%
106,630
-1,695
-2% -$75.1K
SXI icon
1750
Standex International
SXI
$3.59B
$4.44M ﹤0.01%
43,474
-4,555
-9% -$454K
68 69
70
71 72

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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.