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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
XENT
2551
DELISTED
Intersect ENT, Inc
XENT
$1.25M ﹤0.01%
33,369
-36,472
-52% -$1.43M
CTWS
2552
DELISTED
Connecticut Water Service Inc
CTWS
$1.25M ﹤0.01%
19,137
-461
-2% -$30K
EXTR icon
2553
Extreme Networks
EXTR
$3.94B
$1.24M ﹤0.01%
156,282
-33,638
-18% -$323K
PACB icon
2554
Pacific Biosciences
PACB
$435M
$1.24M ﹤0.01%
350,091
+39,560
+13% +$110K
OEF icon
2555
CALL
iShares S&P 100 ETF
OEF
$20.1B
$1.24M ﹤0.01%
3,900
+2,600
+200% +$310K
CSV icon
2556
Carriage Services
CSV
$641M
$1.24M ﹤0.01%
50,290
+40,113
+394% +$1.04M
MYE icon
2557
Myers Industries
MYE
$1.29B
$1.23M ﹤0.01%
64,271
+257
+0.4% +$5.48K
TTI icon
2558
TETRA Technologies
TTI
$1.14B
$1.23M ﹤0.01%
277,413
+29,391
+12% +$121K
VSTM icon
2559
Verastem
VSTM
$510M
$1.22M ﹤0.01%
14,824
+13,759
+1,292% +$842K
CNH
2560
CNH Industrial
CNH
$12.7B
$1.22M ﹤0.01%
132,980
-2,593
-2% -$26.9K
CMRX
2561
DELISTED
Chimerix, Inc.
CMRX
$1.21M ﹤0.01%
253,232
+12,433
+5% +$59.4K
UMH
2562
UMH Properties
UMH
$1.29B
$1.2M ﹤0.01%
78,394
+11,098
+16% +$156K
ECVT icon
2563
Ecovyst
ECVT
$1.32B
$1.2M ﹤0.01%
66,638
+53,290
+399% +$833K
KOP icon
2564
Koppers
KOP
$943M
$1.2M ﹤0.01%
31,272
+5,013
+19% +$208K
AXAS
2565
DELISTED
Abraxas Petroleum Corp
AXAS
$1.2M ﹤0.01%
20,724
+3,729
+22% +$202K
ONCE
2566
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$1.2M ﹤0.01%
14,460
+6,554
+83% +$506K
PKE icon
2567
Park Aerospace
PKE
$737M
$1.19M ﹤0.01%
51,492
+7,614
+17% +$148K
FSV icon
2568
FirstService
FSV
$6.48B
$1.19M ﹤0.01%
15,631
+3,908
+33% +$280K
NX icon
2569
Quanex
NX
$819M
$1.18M ﹤0.01%
65,857
+11,989
+22% +$214K
SDY icon
2570
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$1.18M ﹤0.01%
12,738
+881
+7% +$81.1K
SFUN
2571
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$1.18M ﹤0.01%
6,090
+3,239
+114% +$794K
IJT icon
2572
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$1.18M ﹤0.01%
12,476
+8,656
+227% +$795K
BBBY
2573
Bed Bath & Beyond
BBBY
$481M
$1.18M ﹤0.01%
46,582
+2,013
+5% +$54.7K
CORR
2574
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.18M ﹤0.01%
31,326
-1,358
-4% -$50.5K
TBHC
2575
DELISTED
The Brand House Collective
TBHC
$1.18M ﹤0.01%
101,095
+17,197
+20% +$192K
101 102
103
104 105

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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.