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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
FIBK icon
1851
First Interstate BancSystem
FIBK
$3.69B
$3.92M ﹤0.01%
92,930
-26,808
-22% -$1.13M
CTBI icon
1852
Community Trust Bancorp
CTBI
$1.43B
$3.9M ﹤0.01%
78,060
+5,238
+7% +$259K
VSAT icon
1853
Viasat
VSAT
$10.6B
$3.9M ﹤0.01%
59,312
-7,911
-12% -$505K
WTI icon
1854
W&T Offshore
WTI
$498M
$3.9M ﹤0.01%
545,027
+7,636
+1% +$49.4K
CHCO icon
1855
City Holding Co
CHCO
$2.07B
$3.89M ﹤0.01%
51,650
-10,960
-18% -$811K
ANGO icon
1856
AngioDynamics
ANGO
$633M
$3.87M ﹤0.01%
174,139
+76,992
+79% +$1.57M
ETJ
1857
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$570M
$3.87M ﹤0.01%
410,495
-195,456
-32% -$1.82M
SWCH
1858
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$3.87M ﹤0.01%
317,863
+239,798
+307% +$3.28M
AKR icon
1859
Acadia Realty Trust
AKR
$3.09B
$3.87M ﹤0.01%
141,223
-22,280
-14% -$560K
ITRI icon
1860
Itron
ITRI
$4.4B
$3.87M ﹤0.01%
64,369
-13,218
-17% -$837K
GG
1861
DELISTED
Goldcorp Inc
GG
$3.87M ﹤0.01%
281,943
+90,325
+47% +$1.25M
FFIN icon
1862
First Financial Bankshares
FFIN
$5.09B
$3.86M ﹤0.01%
151,816
+8,046
+6% +$207K
PEN icon
1863
Penumbra
PEN
$12.7B
$3.86M ﹤0.01%
27,938
+5,693
+26% +$810K
AMRX icon
1864
Amneal Pharmaceuticals
AMRX
$5.99B
$3.86M ﹤0.01%
+235,008
New +$4.12M
TAHO
1865
DELISTED
Tahoe Resources Inc
TAHO
$3.85M ﹤0.01%
783,449
+149,671
+24% +$754K
ROIC
1866
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.85M ﹤0.01%
200,957
-9,191
-4% -$163K
JNK icon
1867
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.89B
$3.85M ﹤0.01%
36,146
-13,651
-27% -$1.47M
AHT
1868
Ashford Hospitality Trust
AHT
$20.9M
$3.84M ﹤0.01%
480
+5
+1% +$34.9K
ARGO
1869
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.84M ﹤0.01%
65,967
+6,776
+11% +$407K
DIA icon
1870
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$3.83M ﹤0.01%
15,784
-50
-0.3% -$12.3K
ROCC
1871
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$3.83M ﹤0.01%
45,095
+29,441
+188% +$1.76M
SQM icon
1872
Sociedad Química y Minera de Chile
SQM
$19B
$3.83M ﹤0.01%
79,632
-319,604
-80% -$16.8M
FOXF icon
1873
Fox Factory Holding Corp
FOXF
$788M
$3.82M ﹤0.01%
82,126
+21,702
+36% +$838K
HTLD icon
1874
Heartland Express
HTLD
$953M
$3.82M ﹤0.01%
205,896
+29,902
+17% +$552K
FIX icon
1875
Comfort Systems
FIX
$59.9B
$3.81M ﹤0.01%
83,187
-2,132
-2% -$95.1K
73 74
75
76 77

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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.