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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
KN icon
1926
Knowles
KN
$3.13B
$3.56M ﹤0.01%
232,708
+24,377
+12% +$337K
CNNE icon
1927
Cannae Holdings
CNNE
$639M
$3.56M ﹤0.01%
191,708
-37,802
-16% -$754K
ECHO
1928
DELISTED
Echo Global Logistics, Inc.
ECHO
$3.54M ﹤0.01%
121,061
+41,221
+52% +$1.18M
ENOV icon
1929
Enovis
ENOV
$1.68B
$3.54M ﹤0.01%
67,093
+7,499
+13% +$405K
MATV icon
1930
Mativ Holdings
MATV
$481M
$3.53M ﹤0.01%
80,831
+3,673
+5% +$156K
USCR
1931
DELISTED
U S Concrete, Inc.
USCR
$3.53M ﹤0.01%
67,313
-426
-0.6% -$25.3K
CPLA
1932
DELISTED
Capella Education Company
CPLA
$3.53M ﹤0.01%
35,797
-7,736
-18% -$722K
CBB
1933
DELISTED
Cincinnati Bell Inc.
CBB
$3.53M ﹤0.01%
224,845
+6,826
+3% +$99.9K
VISN
1934
Vistance Networks Inc
VISN
$2.65B
$3.53M ﹤0.01%
120,738
-1,244
-1% -$40.9K
SCL icon
1935
Stepan Co
SCL
$1.46B
$3.51M ﹤0.01%
44,983
-7,215
-14% -$551K
AVAL icon
1936
Grupo Aval
AVAL
$6.27B
$3.5M ﹤0.01%
422,340
+85,224
+25% +$735K
MEI icon
1937
Methode Electronics
MEI
$496M
$3.49M ﹤0.01%
86,619
-7,762
-8% -$317K
MMYT icon
1938
MakeMyTrip
MMYT
$5.36B
$3.48M ﹤0.01%
96,375
-1,358
-1% -$48.8K
TMP icon
1939
Tompkins Financial
TMP
$1.43B
$3.48M ﹤0.01%
40,557
+2,470
+6% +$203K
BRSS
1940
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$3.48M ﹤0.01%
110,983
-10,205
-8% -$326K
QQQ icon
1941
Invesco QQQ Trust
QQQ
$461B
$3.48M ﹤0.01%
20,265
-4,009
-17% -$672K
CSFL
1942
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$3.48M ﹤0.01%
116,642
+19,014
+19% +$565K
CUBI icon
1943
Customers Bancorp
CUBI
$2.66B
$3.47M ﹤0.01%
122,230
-5,581
-4% -$167K
LKSD
1944
DELISTED
LSC Communications, Inc.
LKSD
$3.46M ﹤0.01%
220,881
-216,370
-49% -$3.14M
UE icon
1945
Urban Edge Properties
UE
$2.86B
$3.45M ﹤0.01%
151,047
+7,543
+5% +$161K
NRE
1946
DELISTED
NorthStar Realty Europe Corp.
NRE
$3.45M ﹤0.01%
238,163
+4,832
+2% +$67.9K
ARCH
1947
DELISTED
Arch Resources, Inc.
ARCH
$3.44M ﹤0.01%
43,881
-1,059
-2% -$90.2K
BRS
1948
DELISTED
Bristow Group, Inc.
BRS
$3.44M ﹤0.01%
243,626
+39,863
+20% +$595K
ZG icon
1949
Zillow
ZG
$7.94B
$3.43M ﹤0.01%
57,446
+13,747
+31% +$760K
UTF icon
1950
Cohen & Steers Infrastructure Fund
UTF
$3.11B
$3.43M ﹤0.01%
151,033
-141,949
-48% -$3.14M
76 77
78
79 80

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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.