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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
CYS
1951
DELISTED
CYS Investments Inc.
CYS
$3.43M ﹤0.01%
457,116
+15,118
+3% +$108K
CBM
1952
DELISTED
Cambrex Corporation
CBM
$3.42M ﹤0.01%
65,395
-21,109
-24% -$1.05M
BAK icon
1953
Braskem
BAK
$928M
$3.42M ﹤0.01%
131,488
+102
+0.1% +$2.63K
CBPO
1954
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$3.42M ﹤0.01%
34,424
-86,562
-72% -$7.48M
HOUS
1955
DELISTED
Anywhere Real Estate
HOUS
$3.41M ﹤0.01%
149,677
-54,407
-27% -$1.35M
HTH icon
1956
Hilltop Holdings
HTH
$2.26B
$3.4M ﹤0.01%
154,297
+59,297
+62% +$1.38M
NIE
1957
Virtus Equity & Convertible Income Fund
NIE
$719M
$3.4M ﹤0.01%
152,967
+39,884
+35% +$860K
NSA
1958
DELISTED
National Storage Affiliates Trust
NSA
$3.4M ﹤0.01%
110,304
+12,265
+13% +$336K
VEON icon
1959
VEON
VEON
$3.62B
$3.4M ﹤0.01%
57,136
-79,365
-58% -$4.97M
BLDR icon
1960
Builders FirstSource
BLDR
$7.15B
$3.39M ﹤0.01%
185,516
-26,303
-12% -$503K
KRA
1961
DELISTED
Kraton Corporation
KRA
$3.39M ﹤0.01%
73,432
+17,488
+31% +$849K
IRTC icon
1962
iRhythm Holdings
IRTC
$3.85B
$3.38M ﹤0.01%
41,666
-698
-2% -$48.8K
FELE icon
1963
Franklin Electric
FELE
$4.63B
$3.38M ﹤0.01%
74,906
+5,575
+8% +$249K
CWH icon
1964
Camping World
CWH
$639M
$3.37M ﹤0.01%
135,049
+32,806
+32% +$818K
IRBT
1965
DELISTED
iRobot
IRBT
$3.37M ﹤0.01%
44,462
-6,337
-12% -$421K
BUSE icon
1966
First Busey Corp
BUSE
$2.57B
$3.36M ﹤0.01%
105,894
+1,076
+1% +$33.6K
TRNO icon
1967
Terreno Realty
TRNO
$7.57B
$3.35M ﹤0.01%
89,067
+10,375
+13% +$382K
MRCY icon
1968
Mercury Systems
MRCY
$5.83B
$3.33M ﹤0.01%
87,620
-45,616
-34% -$1.77M
SNBR
1969
DELISTED
Sleep Number
SNBR
$3.33M ﹤0.01%
114,921
-28,704
-20% -$875K
WB icon
1970
Weibo
WB
$2B
$3.33M ﹤0.01%
37,571
-22,631
-38% -$2.46M
ACOR
1971
DELISTED
Acorda Therapeutics
ACOR
$3.33M ﹤0.01%
968
+51
+6% +$156K
SONC
1972
DELISTED
Sonic Corp
SONC
$3.33M ﹤0.01%
96,891
+6,239
+7% +$174K
GTT
1973
DELISTED
GTT Communications, Inc.
GTT
$3.33M ﹤0.01%
73,944
-26,551
-26% -$1.32M
AUB icon
1974
Atlantic Union Bankshares
AUB
$6.02B
$3.31M ﹤0.01%
85,227
-3,065
-3% -$121K
PTEN icon
1975
Patterson-UTI
PTEN
$3.98B
$3.31M ﹤0.01%
183,987
-71,055
-28% -$1.42M
77 78
79
80 81

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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.