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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
DERM
2651
DELISTED
Dermira, Inc.
DERM
$1.02M ﹤0.01%
110,707
+81,992
+286% +$764K
TSEM icon
2652
Tower Semiconductor
TSEM
$24.8B
$1.02M ﹤0.01%
46,147
-15,025
-25% -$383K
IJS icon
2653
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$1.01M ﹤0.01%
+12,436
New +$994K
SEB icon
2654
Seaboard Corp
SEB
$4.23B
$1.01M ﹤0.01%
256
+29
+13% +$117K
MX
2655
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.01M ﹤0.01%
120,937
-894
-0.7% -$7.47K
AFI
2656
DELISTED
Armstrong Flooring, Inc.
AFI
$1M ﹤0.01%
71,544
-4,813
-6% -$65K
AVID
2657
DELISTED
Avid Technology Inc
AVID
$1M ﹤0.01%
192,465
-3,660
-2% -$17.9K
BHR
2658
Braemar Hotels & Resorts
BHR
$156M
$1M ﹤0.01%
88,428
-9,849
-10% -$103K
SUP
2659
DELISTED
Superior Industries International
SUP
$998K ﹤0.01%
55,772
-16,128
-22% -$264K
KNSL icon
2660
Kinsale Capital Group
KNSL
$8.12B
$996K ﹤0.01%
18,150
+8,078
+80% +$426K
BNED icon
2661
Barnes & Noble Education
BNED
$431M
$989K ﹤0.01%
1,754
-75
-4% -$50.1K
GOLF icon
2662
Acushnet Holdings
GOLF
$5.93B
$988K ﹤0.01%
40,380
+5,628
+16% +$135K
CLS icon
2663
Celestica
CLS
$38.1B
$987K ﹤0.01%
83,130
+47,421
+133% +$544K
JBSS icon
2664
John B. Sanfilippo & Son
JBSS
$967M
$987K ﹤0.01%
13,253
+2,794
+27% +$181K
DXPE icon
2665
DXP Enterprises
DXPE
$2.43B
$986K ﹤0.01%
25,808
-7,832
-23% -$302K
HTBK
2666
DELISTED
Heritage Commerce
HTBK
$978K ﹤0.01%
57,541
-8,176
-12% -$139K
NETI
2667
DELISTED
Eneti Inc.
NETI
$974K ﹤0.01%
14,765
-831
-5% -$57.2K
HRTG icon
2668
Heritage Insurance Holdings
HRTG
$889M
$973K ﹤0.01%
58,394
+6,857
+13% +$113K
WSR
2669
DELISTED
Whitestone REIT
WSR
$973K ﹤0.01%
77,992
+34,263
+78% +$395K
DCO icon
2670
Ducommun
DCO
$2.7B
$972K ﹤0.01%
29,388
+1,238
+4% +$40K
ARD
2671
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$967K ﹤0.01%
58,176
-17,539
-23% -$316K
WLFC icon
2672
Willis Lease Finance
WLFC
$1.7B
$965K ﹤0.01%
91,647
-624
-0.7% -$6.79K
GLOG
2673
DELISTED
GASLOG LTD
GLOG
$965K ﹤0.01%
50,511
-343,674
-87% -$6.11M
KBAL
2674
DELISTED
Kimball International
KBAL
$961K ﹤0.01%
59,498
+4,641
+8% +$76.9K
ATCO
2675
DELISTED
Atlas Corp.
ATCO
$959K ﹤0.01%
94,221
+49,958
+113% +$414K
105 106
107
108 109

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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.