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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
OMAB icon
3101
Grupo Aeroportuario Centro Norte
OMAB
$5.2B
$262K ﹤0.01%
6,282
+282
+5% +$11.4K
DGRO icon
3102
iShares Core Dividend Growth ETF
DGRO
$42.7B
$261K ﹤0.01%
7,606
+147
+2% +$5.06K
HDSN
3103
Hudson Technologies
HDSN
$249M
$261K ﹤0.01%
129,657
-31,095
-19% -$101K
RNGR icon
3104
Ranger Energy Services
RNGR
$373M
$261K ﹤0.01%
28,415
-1,255
-4% -$10.7K
KOPN icon
3105
Kopin
KOPN
$641M
$260K ﹤0.01%
91,021
+7,610
+9% +$25.1K
SCHM icon
3106
Schwab US Mid-Cap ETF
SCHM
$14.5B
$259K ﹤0.01%
14,142
– –
RMT
3107
Royce Micro-Cap Trust
RMT
$727M
$258K ﹤0.01%
25,803
+8,288
+47% +$81.9K
TTSH
3108
DELISTED
Tile Shop Holdings
TTSH
$258K ﹤0.01%
33,445
+12,266
+58% +$85K
QIWI
3109
DELISTED
QIWI PLC
QIWI
$258K ﹤0.01%
16,394
-309,345
-95% -$5.3M
LSAK icon
3110
Lesaka Technologies
LSAK
$404M
$256K ﹤0.01%
+28,210
New +$261K
HOV icon
3111
Hovnanian Enterprises
HOV
$748M
$255K ﹤0.01%
6,257
-1,080
-15% -$50.9K
ITRN icon
3112
Ituran Location and Control
ITRN
$1.09B
$254K ﹤0.01%
+8,378
New +$265K
FRTA
3113
DELISTED
Forterra, Inc
FRTA
$254K ﹤0.01%
26,070
+3,834
+17% +$33.3K
ORIG
3114
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$254K ﹤0.01%
+8,632
New +$227K
NKSH icon
3115
National Bankshares
NKSH
$260M
$253K ﹤0.01%
5,458
-347
-6% -$16.2K
SAFE
3116
DELISTED
Safehold Inc.
SAFE
$253K ﹤0.01%
13,338
-4,387
-25% -$79.8K
HIVE
3117
DELISTED
Aerohive Networks
HIVE
$252K ﹤0.01%
63,359
-11,796
-16% -$48.5K
SMS
3118
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$251K ﹤0.01%
20,859
+6,053
+41% +$72.8K
IMMR icon
3119
Immersion
IMMR
$249M
$250K ﹤0.01%
+16,213
New +$217K
AGFS
3120
DELISTED
AgroFresh Solutions Inc
AGFS
$250K ﹤0.01%
35,674
-146
-0.4% -$1.05K
ASUR icon
3121
Asure Software
ASUR
$242M
$249K ﹤0.01%
+15,598
New +$255K
RFL icon
3122
Rafael Holdings
RFL
$102M
$248K ﹤0.01%
27,409
+1,004
+4% +$7.91K
GCAP
3123
DELISTED
Gain Capital Holdings, Inc.
GCAP
$246K ﹤0.01%
32,538
+16,424
+102% +$130K
COTV
3124
DELISTED
Cotiviti Holdings, Inc.
COTV
$246K ﹤0.01%
+5,568
New +$202K
LXU icon
3125
LSB Industries
LXU
$770M
$245K ﹤0.01%
60,016
-363,479
-86% -$1.55M
123 124
125
126 127

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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.