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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
KTWO
2426
DELISTED
K2M Group Holdings, Inc
KTWO
$1.64M ﹤0.01%
72,789
+60,520
+493% +$1.28M
SCHH icon
2427
Schwab US REIT ETF
SCHH
$11.5B
$1.64M ﹤0.01%
+78,358
New +$1.55M
CSTM icon
2428
Constellium
CSTM
$3.76B
$1.64M ﹤0.01%
158,829
-3,058
-2% -$35.5K
KG
2429
Kestrel Group
KG
$69.4M
$1.63M ﹤0.01%
10,524
+514
+5% +$80.9K
TDW icon
2430
Tidewater
TDW
$3.73B
$1.63M ﹤0.01%
56,391
+23,546
+72% +$737K
PEBO icon
2431
Peoples Bancorp
PEBO
$1.5B
$1.63M ﹤0.01%
43,018
-607
-1% -$22.4K
SEDG icon
2432
SolarEdge
SEDG
$2.51B
$1.62M ﹤0.01%
33,830
+2,548
+8% +$141K
RBCAA icon
2433
Republic Bancorp
RBCAA
$1.95B
$1.62M ﹤0.01%
35,681
-1,269
-3% -$54.7K
JOBS
2434
DELISTED
51job Inc
JOBS
$1.62M ﹤0.01%
16,554
+11,304
+215% +$1.11M
TX icon
2435
Ternium
TX
$9.67B
$1.61M ﹤0.01%
46,394
-250,532
-84% -$9.37M
AORT icon
2436
Artivion
AORT
$1.3B
$1.61M ﹤0.01%
57,937
-29,641
-34% -$747K
SPSC icon
2437
SPS Commerce
SPSC
$2.64B
$1.61M ﹤0.01%
43,704
+6,132
+16% +$218K
TI.A
2438
DELISTED
Telecom Italia 10 Svg
TI.A
$1.6M ﹤0.01%
243,608
+2,896
+1% +$23.1K
BPMC
2439
DELISTED
Blueprint Medicines
BPMC
$1.6M ﹤0.01%
25,236
+18
+0.1% +$1.43K
TPIC
2440
DELISTED
TPI Composites
TPIC
$1.6M ﹤0.01%
+54,748
New +$1.38M
TOWN icon
2441
Towne Bank
TOWN
$3.46B
$1.6M ﹤0.01%
49,816
-12,997
-21% -$404K
NVTR
2442
DELISTED
Nuvectra Corporation Common Stock
NVTR
$1.6M ﹤0.01%
+77,798
New +$1.31M
DVY icon
2443
iShares Select Dividend ETF
DVY
$23.5B
$1.59M ﹤0.01%
16,321
+3,306
+25% +$321K
REN
2444
DELISTED
Resolute Energy Corporaton
REN
$1.59M ﹤0.01%
50,958
+13,922
+38% +$462K
JOUT icon
2445
Johnson Outdoors
JOUT
$491M
$1.59M ﹤0.01%
18,757
+11,302
+152% +$827K
FRO icon
2446
Frontline
FRO
$8.76B
$1.58M ﹤0.01%
271,122
+7,183
+3% +$36.2K
AUY
2447
DELISTED
Yamana Gold, Inc.
AUY
$1.58M ﹤0.01%
545,463
+338,614
+164% +$984K
KNL
2448
DELISTED
Knoll, Inc.
KNL
$1.58M ﹤0.01%
75,811
-4,104
-5% -$84.1K
IRWD icon
2449
Ironwood Pharmaceuticals
IRWD
$696M
$1.58M ﹤0.01%
98,443
+14,365
+17% +$213K
IYK icon
2450
iShares US Consumer Staples ETF
IYK
$1.4B
$1.57M ﹤0.01%
+39,849
New +$1.55M
96 97
98
99 100

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.