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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
ASPS icon
3126
Altisource Portfolio Solutions
ASPS
$63.3M
$244K ﹤0.01%
+1,046
New +$239K
EZU icon
3127
iShare MSCI Eurozone ETF
EZU
$9.63B
$242K ﹤0.01%
5,900
-331
-5% -$14.4K
KREF
3128
KKR Real Estate Finance Trust
KREF
$445M
$241K ﹤0.01%
12,163
-872
-7% -$17.5K
LAB icon
3129
Standard BioTools
LAB
$344M
$240K ﹤0.01%
40,224
+2,266
+6% +$12.9K
NMRK icon
3130
Newmark Group
NMRK
$2.65B
$239K ﹤0.01%
16,821
-119,049
-88% -$1.74M
SNDR icon
3131
Schneider National
SNDR
$6.42B
$239K ﹤0.01%
8,677
-533
-6% -$14.8K
PTVCB
3132
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$239K ﹤0.01%
9,777
-5,260
-35% -$124K
UPL
3133
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$239K ﹤0.01%
103,401
-100,149
-49% -$244K
ATE
3134
DELISTED
Advantest Corp
ATE
$239K ﹤0.01%
11,256
+412
+4% +$8.75K
IQ icon
3135
iQIYI
IQ
$1.22B
$237K ﹤0.01%
+7,348
New +$179K
VNTR
3136
DELISTED
Venator Materials PLC
VNTR
$237K ﹤0.01%
+14,481
New +$258K
XLRN
3137
DELISTED
Acceleron Pharma
XLRN
$237K ﹤0.01%
+4,890
New +$178K
AMRC icon
3138
Ameresco
AMRC
$1.1B
$236K ﹤0.01%
19,693
+1,546
+9% +$18.4K
AMU
3139
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$236K ﹤0.01%
14,306
-3,699
-21% -$60.8K
HURC icon
3140
Hurco Companies Inc
HURC
$135M
$234K ﹤0.01%
+5,227
New +$240K
SCHF icon
3141
Schwab International Equity ETF
SCHF
$66.5B
$233K ﹤0.01%
+14,098
New +$240K
GWRS icon
3142
Global Water Resources
GWRS
$206M
$231K ﹤0.01%
24,527
+14,091
+135% +$129K
RPT
3143
Rithm Property Trust
RPT
$97.5M
$231K ﹤0.01%
3,047
+263
+9% +$20.2K
TAC icon
3144
TransAlta
TAC
$3.98B
$230K ﹤0.01%
46,016
+6,747
+17% +$35.1K
AKBA icon
3145
Akebia Therapeutics
AKBA
$354M
$229K ﹤0.01%
22,990
+5,626
+32% +$56.3K
AREX
3146
DELISTED
Approach Resources Inc.
AREX
$229K ﹤0.01%
93,745
+11,407
+14% +$30.5K
RILY icon
3147
BRC Group Holdings
RILY
$288M
$228K ﹤0.01%
+10,099
New +$210K
EUFN icon
3148
iShares MSCI Europe Financials ETF
EUFN
$4.13B
$226K ﹤0.01%
11,162
+299
+3% +$6.74K
ESTE
3149
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$225K ﹤0.01%
25,374
-1,106
-4% -$10.3K
TGB
3150
Trekor Metals
TGB
$2.44B
$224K ﹤0.01%
207,713
+89,386
+76% +$106K
124 125
126
127 128

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NIPH
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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.