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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
SNEX icon
2051
StoneX
SNEX
$9.26B
$2.97M ﹤0.01%
290,420
+3,989
+1% +$37.5K
MTL
2052
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$2.96M ﹤0.01%
947,282
-316,496
-25% -$1.14M
VMO icon
2053
Invesco Municipal Opportunity Trust
VMO
$651M
$2.96M ﹤0.01%
252,008
+117,344
+87% +$1.37M
IOSP icon
2054
Innospec
IOSP
$2.12B
$2.95M ﹤0.01%
38,517
+1,640
+4% +$123K
RM icon
2055
Regional Management Corp
RM
$301M
$2.94M ﹤0.01%
84,064
+2,035
+2% +$71.2K
VRA icon
2056
Vera Bradley
VRA
$97M
$2.94M ﹤0.01%
209,347
+38,879
+23% +$467K
DBD
2057
DELISTED
Diebold Nixdorf Incorporated
DBD
$2.94M ﹤0.01%
245,806
+30,843
+14% +$413K
CJ
2058
DELISTED
C&J Energy Services, Inc.
CJ
$2.93M ﹤0.01%
124,268
+50,734
+69% +$1.39M
MRC
2059
DELISTED
MRC Global
MRC
$2.93M ﹤0.01%
135,191
-4,628
-3% -$91.3K
BOKF icon
2060
BOK Financial
BOKF
$8.58B
$2.92M ﹤0.01%
31,080
+13,193
+74% +$1.34M
ISBC
2061
DELISTED
Investors Bancorp, Inc.
ISBC
$2.92M ﹤0.01%
227,993
+6,671
+3% +$89.9K
HTO
2062
H2O America
HTO
$2.57B
$2.91M ﹤0.01%
43,987
-8,084
-16% -$491K
TRHC
2063
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2.91M ﹤0.01%
45,572
+13,264
+41% +$651K
PEI
2064
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.91M ﹤0.01%
17,643
+112
+0.6% +$17.5K
EFV icon
2065
iShares MSCI EAFE Value ETF
EFV
$28.8B
$2.91M ﹤0.01%
56,588
+4,674
+9% +$255K
BKS
2066
DELISTED
Barnes & Noble
BKS
$2.9M ﹤0.01%
457,494
+90,225
+25% +$510K
SPPI
2067
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2.9M ﹤0.01%
138,542
+10,278
+8% +$190K
CTLP
2068
DELISTED
Cantaloupe
CTLP
$2.9M ﹤0.01%
207,308
-17,348
-8% -$197K
NWS icon
2069
News Corp Class B
NWS
$16.9B
$2.9M ﹤0.01%
182,657
+50,751
+38% +$816K
XCRA
2070
DELISTED
Xcerra Corporation
XCRA
$2.9M ﹤0.01%
207,202
+17,080
+9% +$225K
BBT
2071
Beacon Financial Corp
BBT
$2.66B
$2.88M ﹤0.01%
71,070
-2,579
-4% -$102K
OSIS icon
2072
OSI Systems
OSIS
$3.65B
$2.88M ﹤0.01%
37,280
+2,063
+6% +$144K
MODV
2073
DELISTED
ModivCare
MODV
$2.88M ﹤0.01%
36,662
+7,574
+26% +$569K
WOR icon
2074
Worthington Enterprises
WOR
$2.75B
$2.88M ﹤0.01%
111,175
+7,557
+7% +$214K
HLX icon
2075
Helix Energy Solutions
HLX
$1.4B
$2.88M ﹤0.01%
345,171
+22,864
+7% +$168K
81 82
83
84 85

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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.