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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
MEDP icon
2126
Medpace
MEDP
$16.1B
$2.71M ﹤0.01%
63,035
+41,736
+196% +$1.69M
MLNX
2127
DELISTED
Mellanox Technologies, Ltd.
MLNX
$2.7M ﹤0.01%
32,042
+5,098
+19% +$418K
VONG icon
2128
Vanguard Russell 1000 Growth ETF
VONG
$42.8B
$2.7M ﹤0.01%
73,456
-1,512
-2% -$54.7K
NTRI
2129
DELISTED
NutriSystem, Inc.
NTRI
$2.69M ﹤0.01%
69,988
+12,379
+21% +$411K
CAC icon
2130
Camden National
CAC
$978M
$2.69M ﹤0.01%
58,884
-9,757
-14% -$442K
PCRX icon
2131
Pacira BioSciences
PCRX
$1.04B
$2.69M ﹤0.01%
83,906
+11,044
+15% +$381K
NBHC icon
2132
National Bank Holdings
NBHC
$1.92B
$2.69M ﹤0.01%
69,590
-12,447
-15% -$459K
VVX icon
2133
V2X
VVX
$2.83B
$2.68M ﹤0.01%
87,072
-8,945
-9% -$303K
SAIL
2134
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$2.68M ﹤0.01%
109,364
+57,459
+111% +$1.4M
BANR icon
2135
Banner Corp
BANR
$2.39B
$2.68M ﹤0.01%
44,615
+7,423
+20% +$436K
NFBK
2136
DELISTED
Northfield Bancorp
NFBK
$2.68M ﹤0.01%
161,444
+30,340
+23% +$491K
NSLR
2137
Neostellar Capital Corp
NSLR
$269M
$2.68M ﹤0.01%
465,793
– –
GOOS
2138
Canada Goose Holdings
GOOS
$872M
$2.68M ﹤0.01%
45,523
-11,754
-21% -$495K
FBC
2139
DELISTED
Flagstar Bancorp, Inc. New
FBC
$2.68M ﹤0.01%
78,164
-37,712
-33% -$1.31M
HURN icon
2140
Huron Consulting
HURN
$2.41B
$2.67M ﹤0.01%
65,286
+6,573
+11% +$256K
MHO icon
2141
M/I Homes
MHO
$3.74B
$2.66M ﹤0.01%
100,620
+136
+0.1% +$4.05K
MOMO
2142
Hello Group
MOMO
$885M
$2.66M ﹤0.01%
61,214
+17,683
+41% +$734K
WMK icon
2143
Weis Markets
WMK
$1.91B
$2.65M ﹤0.01%
49,637
+3,521
+8% +$174K
KEM
2144
DELISTED
KEMET Corporation
KEM
$2.65M ﹤0.01%
109,629
+8,707
+9% +$177K
CWEN icon
2145
Clearway Energy Class C
CWEN
$4.94B
$2.64M ﹤0.01%
153,667
+5,929
+4% +$104K
ANDX
2146
DELISTED
Andeavor Logistics LP
ANDX
$2.64M ﹤0.01%
61,980
+1,827
+3% +$81.7K
CLDT
2147
Chatham Lodging
CLDT
$622M
$2.63M ﹤0.01%
124,165
+29,546
+31% +$589K
PBR.A icon
2148
Petrobras Class A
PBR.A
$111B
$2.63M ﹤0.01%
297,908
-443,320
-60% -$5.03M
LDL
2149
DELISTED
Lydall, Inc.
LDL
$2.63M ﹤0.01%
60,305
+30,165
+100% +$1.32M
MIK
2150
DELISTED
Michaels Stores, Inc
MIK
$2.63M ﹤0.01%
137,296
-316,389
-70% -$6.02M
84 85
86
87 88

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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.