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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
HVT icon
2151
Haverty Furniture Companies
HVT
$397M
$2.63M ﹤0.01%
121,774
+7,892
+7% +$157K
MNR
2152
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.63M ﹤0.01%
159,113
+12,358
+8% +$191K
TVTY
2153
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.62M ﹤0.01%
74,356
-2,587
-3% -$95.5K
STBZ
2154
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$2.62M ﹤0.01%
78,355
-815
-1% -$26.8K
PUMP icon
2155
ProPetro Holding
PUMP
$1.36B
$2.61M ﹤0.01%
166,514
+28,101
+20% +$484K
DENN
2156
DELISTED
Denny's
DENN
$2.61M ﹤0.01%
163,715
-31,128
-16% -$495K
ASNA
2157
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.61M ﹤0.01%
32,702
+207
+0.6% +$12.5K
UBNK
2158
DELISTED
United Financial Bancorp, Inc.
UBNK
$2.6M ﹤0.01%
148,689
+25,350
+21% +$435K
WGO icon
2159
Winnebago Industries
WGO
$856M
$2.6M ﹤0.01%
64,049
-26,285
-29% -$1M
TCBK icon
2160
TriCo Bancshares
TCBK
$1.84B
$2.6M ﹤0.01%
69,400
-3,548
-5% -$136K
OSPN icon
2161
OneSpan
OSPN
$574M
$2.6M ﹤0.01%
132,091
+88,188
+201% +$1.59M
RUTH
2162
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.59M ﹤0.01%
92,403
-6,047
-6% -$163K
ZNH
2163
DELISTED
China Southern Airlines Company Limited
ZNH
$2.59M ﹤0.01%
65,537
+4,396
+7% +$226K
FFG
2164
DELISTED
FBL Financial Group
FFG
$2.59M ﹤0.01%
32,851
-257
-0.8% -$20K
RMR icon
2165
The RMR Group
RMR
$325M
$2.58M ﹤0.01%
32,900
-3,688
-10% -$284K
AROC icon
2166
Archrock
AROC
$6.27B
$2.58M ﹤0.01%
214,952
+24,019
+13% +$266K
PRSU
2167
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$2.57M ﹤0.01%
47,446
-5,027
-10% -$268K
ECPG icon
2168
Encore Capital Group
ECPG
$2.02B
$2.57M ﹤0.01%
70,300
-1,833
-3% -$77.1K
FSTR icon
2169
Foster
FSTR
$430M
$2.56M ﹤0.01%
111,576
-2,304
-2% -$55.2K
NHS
2170
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$2.56M ﹤0.01%
236,449
+19,907
+9% +$219K
LION
2171
DELISTED
Fidelity Southern Corporation
LION
$2.56M ﹤0.01%
100,669
-10,836
-10% -$261K
BGG
2172
DELISTED
Briggs & Stratton Corp.
BGG
$2.56M ﹤0.01%
145,191
-51,224
-26% -$974K
BANC icon
2173
Banc of California
BANC
$3.03B
$2.56M ﹤0.01%
130,684
-29,406
-18% -$563K
HY icon
2174
Hyster-Yale Materials Handling
HY
$599M
$2.55M ﹤0.01%
39,746
+1,218
+3% +$84.6K
SIEN
2175
DELISTED
Sientra, Inc.
SIEN
$2.55M ﹤0.01%
13,074
+11,291
+633% +$1.79M
85 86
87
88 89

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MCM
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PSUF
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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.