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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
P
2076
DELISTED
Pandora Media Inc
P
$2.87M ﹤0.01%
364,071
+78,576
+28% +$525K
FIT
2077
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.87M ﹤0.01%
439,253
+176,239
+67% +$1.01M
VRTV
2078
DELISTED
VERITIV CORPORATION
VRTV
$2.86M ﹤0.01%
71,857
-597
-0.8% -$21.2K
BW icon
2079
Babcock & Wilcox
BW
$1.39B
$2.86M ﹤0.01%
120,146
+88,486
+279% +$2.35M
INVA icon
2080
Innoviva
INVA
$1.55B
$2.86M ﹤0.01%
207,029
-81,828
-28% -$1.23M
LTRPA
2081
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.85M ﹤0.01%
177,161
+10,378
+6% +$134K
MTCH icon
2082
Match Group
MTCH
$9.19B
$2.85M ﹤0.01%
73,597
-29,933
-29% -$1.26M
IGIB icon
2083
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.85M ﹤0.01%
53,644
– –
SBCF icon
2084
Seacoast Banking Corp of Florida
SBCF
$3.36B
$2.85M ﹤0.01%
90,255
+60,313
+201% +$1.79M
CENX icon
2085
Century Aluminum
CENX
$4.43B
$2.85M ﹤0.01%
180,647
+14,347
+9% +$243K
ELLI
2086
DELISTED
Ellie Mae Inc
ELLI
$2.84M ﹤0.01%
27,359
+1,127
+4% +$114K
VSTO
2087
DELISTED
Vista Outdoor Inc.
VSTO
$2.83M ﹤0.01%
182,806
+23,301
+15% +$373K
AMSF icon
2088
AMERISAFE
AMSF
$543M
$2.83M ﹤0.01%
48,968
+366
+0.8% +$21.4K
STAG icon
2089
STAG Industrial
STAG
$7.38B
$2.83M ﹤0.01%
103,730
+17,381
+20% +$444K
ESE icon
2090
ESCO Technologies
ESE
$8.17B
$2.82M ﹤0.01%
48,872
-319
-0.6% -$18.3K
REGI
2091
DELISTED
Renewable Energy Group, Inc.
REGI
$2.82M ﹤0.01%
157,955
-8,730
-5% -$135K
AFSI
2092
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.82M ﹤0.01%
193,258
+3,217
+2% +$43.3K
INN
2093
Summit Hotel Properties
INN
$746M
$2.81M ﹤0.01%
196,462
+5,780
+3% +$83.9K
AKRX
2094
DELISTED
Akorn Inc
AKRX
$2.81M ﹤0.01%
169,375
+67,126
+66% +$1.03M
AHRT
2095
AH Realty Trust
AHRT
$529M
$2.81M ﹤0.01%
188,293
-1,688
-0.9% -$23.8K
ADAM
2096
Adamas Trust
ADAM
$815M
$2.81M ﹤0.01%
116,697
+25,356
+28% +$618K
EBIX
2097
DELISTED
Ebix Inc
EBIX
$2.8M ﹤0.01%
36,747
+46
+0.1% +$3.53K
UFCS icon
2098
United Fire Group
UFCS
$1.32B
$2.8M ﹤0.01%
51,381
+3,346
+7% +$174K
GCP
2099
DELISTED
GCP Applied Technologies Inc.
GCP
$2.8M ﹤0.01%
96,622
+1,397
+1% +$42.3K
BVN icon
2100
Compañía de Minas Buenaventura
BVN
$7.69B
$2.8M ﹤0.01%
205,138
-1,409,184
-87% -$22M
82 83
84
85 86

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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.