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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
SPWH icon
2826
Sportsman's Warehouse
SPWH
$44.5M
$618K ﹤0.01%
120,634
+8,658
+8% +$43.7K
OPY icon
2827
Oppenheimer Holdings
OPY
$1.14B
$614K ﹤0.01%
21,942
+9,980
+83% +$278K
NPTN
2828
DELISTED
NEOPHOTONICS CORP
NPTN
$613K ﹤0.01%
98,397
+11,203
+13% +$71.2K
AGYS icon
2829
Agilysys
AGYS
$2.97B
$607K ﹤0.01%
39,176
-48
-0.1% -$635
FDT icon
2830
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
$607K ﹤0.01%
+10,122
New +$635K
REV
2831
DELISTED
Revlon, Inc.
REV
$605K ﹤0.01%
34,498
-4,664
-12% -$92.1K
ORC
2832
Orchid Island Capital
ORC
$1.3B
$603K ﹤0.01%
16,038
+11,076
+223% +$408K
QTNA
2833
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$599K ﹤0.01%
38,541
+24,451
+174% +$365K
SPA
2834
DELISTED
Sparton
SPA
$599K ﹤0.01%
+31,530
New +$581K
TTGT icon
2835
TechTarget
TTGT
$325M
$598K ﹤0.01%
+21,044
New +$504K
VSEC icon
2836
VSE Corp
VSEC
$5.45B
$597K ﹤0.01%
12,492
-10,611
-46% -$533K
FDN icon
2837
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
$594K ﹤0.01%
4,316
-417
-9% -$54.6K
PRMW
2838
DELISTED
Primo Water Corporation
PRMW
$591K ﹤0.01%
33,766
+8,550
+34% +$127K
CADE
2839
DELISTED
Cadence Bancorporation
CADE
$589K ﹤0.01%
+20,392
New +$594K
SNDA icon
2840
Sonida Senior Living
SNDA
$1.91B
$587K ﹤0.01%
3,669
-560
-13% -$92.4K
AKO.B icon
2841
Embotelladora Andina Series B
AKO.B
$4.74B
$586K ﹤0.01%
25,457
-54,525
-68% -$1.51M
UCFC
2842
DELISTED
United Community Financial Corp
UCFC
$585K ﹤0.01%
53,212
+8,017
+18% +$84.2K
XLK icon
2843
State Street Technology Select Sector SPDR ETF
XLK
$115B
$584K ﹤0.01%
16,816
-3,212
-16% -$110K
VATE icon
2844
INNOVATE Corp
VATE
$111M
$581K ﹤0.01%
9,933
-179
-2% -$10.5K
HBNC icon
2845
Horizon Bancorp
HBNC
$1.04B
$579K ﹤0.01%
27,983
+1,670
+6% +$34.1K
MCF
2846
DELISTED
Contango Oil & Gas Co.
MCF
$578K ﹤0.01%
101,715
+15,927
+19% +$67.6K
OMER icon
2847
Omeros
OMER
$857M
$576K ﹤0.01%
31,746
+3,167
+11% +$54.9K
IMPV
2848
DELISTED
Imperva, Inc.
IMPV
$575K ﹤0.01%
11,912
-232
-2% -$11.1K
FTD
2849
DELISTED
FTD Companies, Inc. Common Stock
FTD
$574K ﹤0.01%
123,689
-26,141
-17% -$146K
APPF icon
2850
AppFolio
APPF
$6.38B
$572K ﹤0.01%
9,351
-1,959
-17% -$107K
112 113
114
115 116

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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.