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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
ABCB icon
2326
Ameris Bancorp
ABCB
$5.85B
$2.02M ﹤0.01%
37,841
+2,629
+7% +$144K
FN icon
2327
Fabrinet
FN
$15.6B
$2.02M ﹤0.01%
54,652
-2,540
-4% -$86.9K
QADA
2328
DELISTED
QAD Inc.
QADA
$2.02M ﹤0.01%
40,189
-8,319
-17% -$400K
IPHI
2329
DELISTED
INPHI CORPORATION
IPHI
$2.01M ﹤0.01%
61,637
-7,377
-11% -$241K
HSII
2330
DELISTED
Heidrick & Struggles
HSII
$2.01M ﹤0.01%
57,403
+3,269
+6% +$118K
BOOT icon
2331
Boot Barn
BOOT
$4.51B
$2.01M ﹤0.01%
96,765
+10,010
+12% +$211K
AGD
2332
abrdn Global Dynamic Dividend Fund
AGD
$318M
$2.01M ﹤0.01%
195,828
+16,053
+9% +$170K
OPK icon
2333
Opko Health
OPK
$985M
$2.01M ﹤0.01%
426,832
+128,125
+43% +$486K
LADR
2334
Ladder Capital
LADR
$1.21B
$2M ﹤0.01%
128,345
-9,560
-7% -$144K
BNCL
2335
DELISTED
Beneficial Bancorp, Inc.
BNCL
$1.99M ﹤0.01%
122,818
+5,755
+5% +$93.3K
HF
2336
DELISTED
HFF Inc.
HF
$1.99M ﹤0.01%
57,891
-9,827
-15% -$375K
PGNX
2337
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$1.99M ﹤0.01%
247,099
+68,893
+39% +$526K
ANH
2338
DELISTED
Anworth Mortgage Asset Corporation
ANH
$1.99M ﹤0.01%
399,605
-6,765
-2% -$33.2K
ESGR
2339
DELISTED
Enstar Group
ESGR
$1.98M ﹤0.01%
9,562
-879
-8% -$186K
CDE icon
2340
Coeur Mining
CDE
$15.4B
$1.97M ﹤0.01%
259,514
+4,668
+2% +$37.7K
TGH
2341
DELISTED
Textainer Group Holdings limited
TGH
$1.97M ﹤0.01%
123,836
+5,525
+5% +$93.4K
SRCE icon
2342
1st Source
SRCE
$2.16B
$1.97M ﹤0.01%
36,768
+1,381
+4% +$73.7K
HPR
2343
DELISTED
HighPoint Resources Corporation
HPR
$1.95M ﹤0.01%
6,425
+379
+6% +$120K
AMWD
2344
DELISTED
American Woodmark
AMWD
$1.95M ﹤0.01%
21,295
+5,377
+34% +$496K
AAON icon
2345
Aaon
AAON
$7.3B
$1.95M ﹤0.01%
87,903
-10,574
-11% -$232K
CYBR
2346
DELISTED
CyberArk
CYBR
$1.95M ﹤0.01%
30,951
+15,103
+95% +$882K
MAGN
2347
Magnera Corp
MAGN
$472M
$1.95M ﹤0.01%
7,648
-2,833
-27% -$701K
PERY
2348
DELISTED
Perry Ellis International Inc
PERY
$1.95M ﹤0.01%
71,602
+685
+1% +$18.3K
SBSI icon
2349
Southside Bancshares
SBSI
$967M
$1.94M ﹤0.01%
57,609
+2,817
+5% +$96.9K
SFBS
2350
ServisFirst Bancshares
SFBS
$4.89B
$1.94M ﹤0.01%
46,479
+3,977
+9% +$170K
92 93
94
95 96

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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.