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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
LNW
1826
DELISTED
Light & Wonder
LNW
$4.07M ﹤0.01%
82,817
+16,655
+25% +$879K
CMO
1827
DELISTED
Capstead Mortgage Corp.
CMO
$4.07M ﹤0.01%
454,145
+23,083
+5% +$207K
EFII
1828
DELISTED
Electronics for Imaging
EFII
$4.06M ﹤0.01%
124,740
-1,165
-0.9% -$37.1K
SAFT icon
1829
Safety Insurance
SAFT
$1.52B
$4.06M ﹤0.01%
47,502
-2,312
-5% -$192K
GPK icon
1830
Graphic Packaging
GPK
$3.27B
$4.05M ﹤0.01%
279,271
+74,976
+37% +$1.11M
GRPN icon
1831
Groupon
GRPN
$1.07B
$4.04M ﹤0.01%
46,945
+9,051
+24% +$839K
UBA
1832
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$4.03M ﹤0.01%
177,993
+54,867
+45% +$1.15M
AWF
1833
AllianceBernstein Global High Income Fund
AWF
$874M
$4.03M ﹤0.01%
348,854
+136,557
+64% +$1.6M
HUBG icon
1834
HUB Group
HUBG
$2.81B
$4.02M ﹤0.01%
161,574
-12,562
-7% -$295K
NAVG
1835
DELISTED
Navigators Group Inc
NAVG
$4.02M ﹤0.01%
70,512
+1,730
+3% +$101K
BCH icon
1836
Banco de Chile
BCH
$20.7B
$4.01M ﹤0.01%
132,421
-18,289
-12% -$578K
ALX
1837
Alexander's
ALX
$1.37B
$4.01M ﹤0.01%
10,471
+955
+10% +$370K
CYH icon
1838
Community Health Systems
CYH
$409M
$3.99M ﹤0.01%
1,201,678
-155,314
-11% -$657K
TRS icon
1839
TriMas Corp
TRS
$1.43B
$3.98M ﹤0.01%
135,522
+12,031
+10% +$342K
HNP
1840
DELISTED
Huaneng Power Intl, Inc.
HNP
$3.98M ﹤0.01%
151,687
+54,149
+56% +$1.47M
FTEC icon
1841
Fidelity MSCI Information Technology Index ETF
FTEC
$20.1B
$3.98M ﹤0.01%
+72,003
New +$3.93M
VOOG icon
1842
Vanguard S&P 500 Growth ETF
VOOG
$26.3B
$3.97M ﹤0.01%
+163,422
New +$3.93M
ARRY
1843
DELISTED
Array Biopharma Inc
ARRY
$3.97M ﹤0.01%
236,776
+29,148
+14% +$464K
ORIT
1844
DELISTED
Oritani Financial Corp. New
ORIT
$3.96M ﹤0.01%
244,743
+8,577
+4% +$135K
EZPW icon
1845
Ezcorp Inc
EZPW
$1.85B
$3.95M ﹤0.01%
327,792
-220
-0.1% -$2.88K
HRI icon
1846
Herc Holdings
HRI
$5.28B
$3.94M ﹤0.01%
70,014
+6,975
+11% +$407K
MATX icon
1847
Matsons
MATX
$6.17B
$3.94M ﹤0.01%
102,784
+17,911
+21% +$594K
ADC icon
1848
Agree Realty
ADC
$9.27B
$3.94M ﹤0.01%
74,699
-5,817
-7% -$296K
MTX icon
1849
Minerals Technologies
MTX
$2.28B
$3.93M ﹤0.01%
52,144
+4,613
+10% +$333K
XLV icon
1850
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$3.92M ﹤0.01%
47,033
+37,857
+413% +$3.14M
72 73
74
75 76

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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.