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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
MTW icon
2701
Manitowoc
MTW
$497M
$895K ﹤0.01%
34,625
+86
+0.2% +$2.27K
TPGH.U
2702
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$893K ﹤0.01%
85,429
+25,000
+41% +$261K
AIMT
2703
DELISTED
Aimmune Therapeutics
AIMT
$885K ﹤0.01%
32,900
+3,900
+13% +$119K
HUD
2704
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$883K ﹤0.01%
+50,480
New +$843K
SCID
2705
DELISTED
Global X Scientific Beta Europe ETF
SCID
$881K ﹤0.01%
+32,473
New +$910K
PGC icon
2706
Peapack-Gladstone Financial
PGC
$815M
$879K ﹤0.01%
25,417
+12,019
+90% +$409K
HSTM icon
2707
HealthStream
HSTM
$819M
$877K ﹤0.01%
32,122
-15,788
-33% -$419K
DVAX
2708
DELISTED
Dynavax Technologies
DVAX
$874K ﹤0.01%
57,325
+26,916
+89% +$465K
GLO
2709
Clough Global Opportunities Fund
GLO
$249M
$874K ﹤0.01%
79,575
+27,943
+54% +$305K
GBDC icon
2710
Golub Capital BDC
GBDC
$3.34B
$873K ﹤0.01%
48,724
-74
-0.2% -$1.32K
ORGO icon
2711
Organogenesis Holdings
ORGO
$305M
$873K ﹤0.01%
87,000
+69,000
+383% +$691K
FORM icon
2712
FormFactor
FORM
$8.28B
$871K ﹤0.01%
65,487
-21,498
-25% -$291K
RYTM icon
2713
Rhythm Pharmaceuticals
RYTM
$6.81B
$867K ﹤0.01%
27,727
+7,010
+34% +$192K
TCS
2714
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$865K ﹤0.01%
6,855
-491
-7% -$52K
TWI icon
2715
Titan International
TWI
$466M
$864K ﹤0.01%
80,519
-18,909
-19% -$219K
KEYW
2716
DELISTED
The KEYW Holding Corporation
KEYW
$864K ﹤0.01%
98,874
+16,452
+20% +$138K
CSS
2717
DELISTED
CSS Industries, Inc.
CSS
$859K ﹤0.01%
50,818
-637
-1% -$10.7K
QCRH icon
2718
QCR Holdings
QCRH
$1.69B
$854K ﹤0.01%
17,998
+121
+0.7% +$5.71K
HTB
2719
HomeTrust Bancshares
HTB
$860M
$854K ﹤0.01%
30,335
-123
-0.4% -$3.34K
CTRL
2720
DELISTED
Control4 Corporation
CTRL
$853K ﹤0.01%
35,082
-3,627
-9% -$84.8K
ERF
2721
DELISTED
Enerplus Corporation
ERF
$849K ﹤0.01%
67,400
+35,600
+112% +$428K
EVRI
2722
DELISTED
Everi Holdings
EVRI
$847K ﹤0.01%
117,608
-33,687
-22% -$241K
RYZ
2723
Ryerson Holding Corp
RYZ
$1.44B
$847K ﹤0.01%
75,989
+1,274
+2% +$14K
CHUY
2724
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$846K ﹤0.01%
27,570
+5,556
+25% +$161K
XLP icon
2725
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$843K ﹤0.01%
+16,362
New +$831K
107 108
109
110 111

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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.