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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
WTBA icon
3076
West Bancorporation
WTBA
$476M
$282K ﹤0.01%
11,211
-451
-4% -$11.5K
REET icon
3077
iShares Global REIT ETF
REET
$5.09B
$280K ﹤0.01%
10,914
– –
VTWV icon
3078
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$280K ﹤0.01%
+2,450
New +$275K
SPAB icon
3079
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.74B
$279K ﹤0.01%
10,000
– –
JAG
3080
DELISTED
Jagged Peak Energy Inc.
JAG
$279K ﹤0.01%
21,457
-42,427
-66% -$555K
BOOM icon
3081
DMC Global
BOOM
$137M
$278K ﹤0.01%
+6,193
New +$239K
MLR icon
3082
Miller Industries
MLR
$573M
$277K ﹤0.01%
10,830
+61
+0.6% +$1.58K
PCYO icon
3083
Pure Cycle
PCYO
$253M
$277K ﹤0.01%
29,007
+485
+2% +$4.59K
MG icon
3084
Mistras Group
MG
$488M
$276K ﹤0.01%
14,624
+134
+0.9% +$2.61K
AKH
3085
DELISTED
AIR France-KLM
AKH
$276K ﹤0.01%
33,736
+13,525
+67% +$111K
LSCC icon
3086
Lattice Semiconductor
LSCC
$18B
$273K ﹤0.01%
41,688
-30,877
-43% -$177K
RRTS
3087
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$272K ﹤0.01%
5,201
-3,306
-39% -$184K
BLMT
3088
DELISTED
BSB Bancorp, Inc.
BLMT
$272K ﹤0.01%
7,895
-603
-7% -$19.9K
DCOM icon
3089
Dime Commercial Bancshares
DCOM
$1.8B
$271K ﹤0.01%
7,551
-563
-7% -$19.9K
NL icon
3090
NLI Holdings
NL
$281M
$271K ﹤0.01%
31,105
+922
+3% +$7.92K
TRK
3091
DELISTED
Speedway Motorsports, Inc.
TRK
$271K ﹤0.01%
15,589
-346
-2% -$6.05K
PCMI
3092
DELISTED
PCM, Inc
PCMI
$271K ﹤0.01%
17,890
+4,012
+29% +$49.6K
SLP icon
3093
Simulations Plus
SLP
$370M
$269K ﹤0.01%
+12,071
New +$228K
PETX
3094
DELISTED
Aratana Therapeutics, Inc.
PETX
$269K ﹤0.01%
63,204
+10,967
+21% +$55.3K
KDNY
3095
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$267K ﹤0.01%
7,619
-4,560
-37% -$175K
SBLK icon
3096
Star Bulk Carriers
SBLK
$3.21B
$266K ﹤0.01%
20,703
-68,415
-77% -$872K
DHIL
3097
DELISTED
Diamond Hill
DHIL
$265K ﹤0.01%
1,361
+369
+37% +$73.1K
TEN
3098
Tsakos Energy Navigation Ltd
TEN
$1.21B
$265K ﹤0.01%
14,255
-131,872
-90% -$2.37M
RWO icon
3099
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.31B
$263K ﹤0.01%
5,474
-2,540
-32% -$120K
TLND
3100
DELISTED
Talend S.A. American Depositary Shares
TLND
$263K ﹤0.01%
+4,225
New +$230K
122 123
124
125 126

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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.