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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
AGX icon
2901
Argan
AGX
$8B
$493K ﹤0.01%
12,029
+191
+2% +$7.45K
RESI
2902
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$493K ﹤0.01%
47,346
-21,043
-31% -$218K
CVLG icon
2903
Covenant Logistics
CVLG
$894M
$488K ﹤0.01%
+30,956
New +$472K
HZO icon
2904
MarineMax
HZO
$759M
$488K ﹤0.01%
25,751
-11,653
-31% -$252K
FRED
2905
DELISTED
Fred's Inc
FRED
$486K ﹤0.01%
213,312
-39,123
-15% -$85.2K
BL icon
2906
BlackLine
BL
$1.84B
$484K ﹤0.01%
11,154
-23,785
-68% -$1.01M
BSET icon
2907
Bassett Furniture
BSET
$164M
$484K ﹤0.01%
17,579
+6,328
+56% +$180K
ASMB icon
2908
Assembly Biosciences
ASMB
$498M
$481K ﹤0.01%
1,022
+291
+40% +$154K
CTO
2909
CTO Realty Growth
CTO
$824M
$481K ﹤0.01%
28,798
+906
+3% +$15K
CUTR
2910
DELISTED
Cutera, Inc.
CUTR
$481K ﹤0.01%
11,941
-32,637
-73% -$1.5M
NOMD icon
2911
Nomad Foods
NOMD
$1.66B
$477K ﹤0.01%
24,853
+4,864
+24% +$84.2K
FLXN
2912
DELISTED
Flexion Therapeutics, Inc.
FLXN
$477K ﹤0.01%
18,450
-110
-0.6% -$2.85K
WHG icon
2913
Westwood Holdings Group
WHG
$182M
$476K ﹤0.01%
7,999
+2,666
+50% +$155K
EMCI
2914
DELISTED
EMC INS Group Inc
EMCI
$476K ﹤0.01%
17,138
+986
+6% +$26.1K
PAGP icon
2915
Plains GP Holdings
PAGP
$5.21B
$473K ﹤0.01%
19,803
-4,639
-19% -$114K
VPG icon
2916
Vishay Precision Group
VPG
$1.22B
$473K ﹤0.01%
12,410
+2,092
+20% +$71K
LXFT
2917
DELISTED
Luxoft Holding, Inc.
LXFT
$471K ﹤0.01%
12,776
-63,462
-83% -$2.45M
AMLP icon
2918
Alerian MLP ETF
AMLP
$13B
$470K ﹤0.01%
+9,299
New +$471K
PHX
2919
DELISTED
PHX Minerals
PHX
$469K ﹤0.01%
24,537
+1,412
+6% +$28.3K
RNET
2920
DELISTED
RigNet, Inc.
RNET
$469K ﹤0.01%
45,504
+68
+0.1% +$899
HBB icon
2921
Hamilton Beach Brands
HBB
$311M
$467K ﹤0.01%
16,060
-1,593
-9% -$41.2K
ASC icon
2922
Ardmore Shipping
ASC
$710M
$462K ﹤0.01%
56,348
+15,485
+38% +$124K
EQBK icon
2923
Equity Bancshares
EQBK
$1.04B
$461K ﹤0.01%
11,115
+561
+5% +$22.7K
DHT icon
2924
DHT Holdings
DHT
$2.99B
$460K ﹤0.01%
98,163
+29,315
+43% +$116K
SCIJ
2925
DELISTED
Global X Scientific Beta Japan ETF
SCIJ
$460K ﹤0.01%
15,298
+2,745
+22% +$85.6K
115 116
117
118 119

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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.