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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
EPM icon
2301
Evolution Petroleum
EPM
$132M
$2.1M ﹤0.01%
213,068
-29,949
-12% -$276K
WT icon
2302
WisdomTree
WT
$2.96B
$2.1M ﹤0.01%
231,034
-27,759
-11% -$290K
DEA
2303
Easterly Government Properties
DEA
$1.13B
$2.1M ﹤0.01%
42,445
+4,046
+11% +$204K
NSM
2304
DELISTED
Nationstar Mortgage Holdings
NSM
$2.09M ﹤0.01%
119,427
-516
-0.4% -$9.29K
VIPS icon
2305
Vipshop
VIPS
$7.37B
$2.09M ﹤0.01%
192,672
-99,094
-34% -$1.36M
AY
2306
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.09M ﹤0.01%
103,503
-1,170
-1% -$23.3K
STC icon
2307
Stewart Information Services
STC
$2.06B
$2.09M ﹤0.01%
48,473
-13,009
-21% -$558K
REX icon
2308
REX American Resources
REX
$1.42B
$2.08M ﹤0.01%
154,332
-94,626
-38% -$1.19M
FCBC icon
2309
First Community Bankshares
FCBC
$900M
$2.08M ﹤0.01%
65,297
-1,442
-2% -$47K
BF.A icon
2310
Brown-Forman Class A
BF.A
$13.4B
$2.08M ﹤0.01%
42,496
+5,409
+15% +$287K
SSYS icon
2311
Stratasys
SSYS
$679M
$2.07M ﹤0.01%
108,137
-9,680
-8% -$191K
FEZ icon
2312
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$2.07M ﹤0.01%
+53,947
New +$2.19M
PAG icon
2313
Penske Automotive Group
PAG
$14.3B
$2.07M ﹤0.01%
44,113
+5,250
+14% +$248K
IBP icon
2314
Installed Building Products
IBP
$6.01B
$2.06M ﹤0.01%
36,513
-6,263
-15% -$371K
SPNT icon
2315
SiriusPoint
SPNT
$2.75B
$2.06M ﹤0.01%
165,090
-126,053
-43% -$1.68M
FFH
2316
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$2.06M ﹤0.01%
3,680
-47
-1% -$26.3K
LE icon
2317
Lands' End
LE
$370M
$2.06M ﹤0.01%
73,744
-226
-0.3% -$5.01K
ATNI icon
2318
ATN International
ATNI
$366M
$2.05M ﹤0.01%
38,931
-9,821
-20% -$552K
GPRE icon
2319
Green Plains
GPRE
$1.18B
$2.05M ﹤0.01%
112,205
+12,447
+12% +$239K
KYNB
2320
Kyntra Bio
KYNB
$27.2M
$2.04M ﹤0.01%
1,306
+223
+21% +$291K
MSGN
2321
DELISTED
MSG Networks Inc.
MSGN
$2.04M ﹤0.01%
85,324
-10,946
-11% -$232K
IBCP icon
2322
Independent Bank Corp
IBCP
$787M
$2.04M ﹤0.01%
79,903
-2,363
-3% -$58.8K
TUSK icon
2323
Mammoth Energy Services
TUSK
$128M
$2.03M ﹤0.01%
59,850
+51,643
+629% +$1.81M
ESIO
2324
DELISTED
Electro Scientific Industries
ESIO
$2.03M ﹤0.01%
128,937
+20,207
+19% +$380K
KW
2325
DELISTED
Kennedy-Wilson Holdings
KW
$2.03M ﹤0.01%
95,791
-2,212
-2% -$43.3K
91 92
93
94 95

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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.