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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
KAI icon
1876
Kadant
KAI
$3.75B
$3.8M ﹤0.01%
39,550
-10,118
-20% -$972K
TOWR
1877
DELISTED
Tower International, Inc.
TOWR
$3.8M ﹤0.01%
119,499
-908
-0.8% -$27.3K
CKH
1878
DELISTED
Seacor Holdings Inc.
CKH
$3.8M ﹤0.01%
66,309
-14,880
-18% -$811K
WPC icon
1879
W.P. Carey
WPC
$16.7B
$3.77M ﹤0.01%
58,043
-1,468
-2% -$93K
SAH icon
1880
Sonic Automotive
SAH
$2.85B
$3.77M ﹤0.01%
183,032
+563
+0.3% +$11.7K
PNFP icon
1881
Pinnacle Financial Partners Inc
PNFP
$16.2B
$3.77M ﹤0.01%
61,412
+7,137
+13% +$464K
WKC icon
1882
World Kinect Corp
WKC
$2.03B
$3.76M ﹤0.01%
184,367
-133,245
-42% -$3.09M
YELL
1883
DELISTED
Yellow Corporation Common Stock
YELL
$3.76M ﹤0.01%
374,060
+24,568
+7% +$243K
MTGE
1884
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.76M ﹤0.01%
191,717
+28,571
+18% +$547K
CRUS icon
1885
Cirrus Logic
CRUS
$6.38B
$3.76M ﹤0.01%
98,008
+5,303
+6% +$203K
PRDO icon
1886
Perdoceo Education
PRDO
$2.01B
$3.75M ﹤0.01%
232,108
-14,439
-6% -$211K
DOC
1887
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.75M ﹤0.01%
235,399
+6,776
+3% +$102K
IMKTA icon
1888
Ingles Markets
IMKTA
$1.72B
$3.75M ﹤0.01%
117,859
-3,577
-3% -$113K
ELME
1889
Elme Communities
ELME
$147M
$3.75M ﹤0.01%
123,543
-9,522
-7% -$272K
CAVM
1890
DELISTED
Cavium, Inc.
CAVM
$3.75M ﹤0.01%
43,296
+1,557
+4% +$125K
ORBK
1891
DELISTED
Orbotech Ltd
ORBK
$3.74M ﹤0.01%
60,583
-6,624
-10% -$409K
BRSL
1892
Brightstar Lottery PLC
BRSL
$1.86B
$3.73M ﹤0.01%
160,531
-44,580
-22% -$1.19M
LTC
1893
LTC Properties
LTC
$2.02B
$3.73M ﹤0.01%
87,240
-2,686
-3% -$105K
RBA icon
1894
RB Global
RBA
$20.8B
$3.73M ﹤0.01%
109,288
-5,285
-5% -$178K
TTMI icon
1895
TTM Technologies
TTMI
$12.5B
$3.73M ﹤0.01%
211,380
+5,675
+3% +$94.8K
PFC
1896
DELISTED
Premier Financial Corp. Common Stock
PFC
$3.73M ﹤0.01%
111,156
+41,396
+59% +$1.27M
TROX icon
1897
Tronox
TROX
$954M
$3.73M ﹤0.01%
189,339
+997
+0.5% +$18.6K
HTHT icon
1898
Huazhu Hotels Group
HTHT
$13.1B
$3.72M ﹤0.01%
88,691
+59,671
+206% +$2.38M
MEOH icon
1899
Methanex
MEOH
$4.18B
$3.72M ﹤0.01%
52,572
+8,626
+20% +$578K
DIOD icon
1900
Diodes
DIOD
$3.8B
$3.71M ﹤0.01%
107,674
-27,560
-20% -$907K
74 75
76
77 78

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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.