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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
GOV
1901
DELISTED
Government Properties Income Trust
GOV
$3.71M ﹤0.01%
233,920
+73,230
+46% +$999K
CVCO icon
1902
Cavco Industries
CVCO
$4.22B
$3.71M ﹤0.01%
17,843
+9,034
+103% +$1.7M
QTWO icon
1903
Q2 Holdings
QTWO
$3.8B
$3.7M ﹤0.01%
64,926
-3,127
-5% -$170K
PPC icon
1904
Pilgrim's Pride
PPC
$6.51B
$3.7M ﹤0.01%
183,896
-212,137
-54% -$4.56M
SAGE
1905
DELISTED
Sage Therapeutics
SAGE
$3.7M ﹤0.01%
23,648
+27
+0.1% +$4.24K
APEI icon
1906
American Public Education
APEI
$890M
$3.68M ﹤0.01%
87,450
-10,011
-10% -$419K
PEB icon
1907
Pebblebrook Hotel Trust
PEB
$2.15B
$3.68M ﹤0.01%
94,791
-2,117
-2% -$79.6K
ATH
1908
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$3.68M ﹤0.01%
83,887
-257,182
-75% -$12M
VREX icon
1909
Varex Imaging
VREX
$472M
$3.67M ﹤0.01%
98,961
+10,333
+12% +$382K
TWLO icon
1910
Twilio
TWLO
$30B
$3.67M ﹤0.01%
65,480
+11,732
+22% +$581K
WERN icon
1911
Werner Enterprises
WERN
$2.24B
$3.65M ﹤0.01%
97,235
-5,831
-6% -$217K
GTS
1912
DELISTED
Triple-S Management Corporation
GTS
$3.65M ﹤0.01%
98,216
-253
-0.3% -$8K
BRC icon
1913
Brady Corp
BRC
$4.44B
$3.64M ﹤0.01%
94,440
+3,194
+4% +$123K
DAI
1914
DELISTED
DAIMLER AG
DAI
$3.64M ﹤0.01%
56,701
-8,749
-13% -$562K
KWR icon
1915
Quaker Houghton
KWR
$2.76B
$3.63M ﹤0.01%
23,474
+1,667
+8% +$256K
ZWS icon
1916
Zurn Elkay Water Solutions
ZWS
$8.38B
$3.63M ﹤0.01%
259,207
-4,943
-2% -$69.9K
FFIC
1917
DELISTED
Flushing Financial
FFIC
$3.63M ﹤0.01%
138,917
-46,444
-25% -$1.24M
VIV icon
1918
Telefônica Brasil
VIV
$20.6B
$3.62M ﹤0.01%
305,022
-542,362
-64% -$7.15M
UIS icon
1919
Unisys
UIS
$209M
$3.61M ﹤0.01%
280,144
-31,291
-10% -$375K
NUVA
1920
DELISTED
NuVasive, Inc.
NUVA
$3.61M ﹤0.01%
69,336
+15,728
+29% +$824K
FSP
1921
Franklin Street Properties
FSP
$47.2M
$3.61M ﹤0.01%
422,057
+90,134
+27% +$714K
NCI
1922
DELISTED
Navigant Consulting, Inc.
NCI
$3.61M ﹤0.01%
162,906
-26,003
-14% -$592K
HIFR
1923
DELISTED
InfraREIT, Inc.
HIFR
$3.59M ﹤0.01%
162,020
-3,451
-2% -$72.4K
NVCR icon
1924
NovoCure
NVCR
$1.73B
$3.58M ﹤0.01%
114,272
+47,886
+72% +$1.33M
CTS icon
1925
CTS Corp
CTS
$1.83B
$3.57M ﹤0.01%
99,126
-6,394
-6% -$202K
75 76
77
78 79

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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.