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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
TILE icon
2201
Interface
TILE
$1.99B
$2.44M ﹤0.01%
106,438
-2,117
-2% -$50.2K
RPT
2202
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.44M ﹤0.01%
184,734
-27,043
-13% -$330K
TVTX icon
2203
Travere Therapeutics
TVTX
$5.2B
$2.43M ﹤0.01%
89,177
+53,775
+152% +$1.43M
CDR
2204
DELISTED
Cedar Realty Trust, Inc
CDR
$2.43M ﹤0.01%
77,930
+22,657
+41% +$625K
NOAH
2205
Noah Holdings
NOAH
$580M
$2.42M ﹤0.01%
46,503
+37,812
+435% +$2.14M
IVC
2206
DELISTED
Invacare Corporation
IVC
$2.42M ﹤0.01%
130,214
+7,595
+6% +$137K
NVRO
2207
DELISTED
NEVRO CORP.
NVRO
$2.42M ﹤0.01%
30,265
+4,956
+20% +$411K
ZUMZ icon
2208
Zumiez
ZUMZ
$332M
$2.42M ﹤0.01%
96,401
+15,426
+19% +$384K
RGS icon
2209
Regis Corp
RGS
$68.4M
$2.41M ﹤0.01%
7,294
+567
+8% +$185K
NPK icon
2210
National Presto Industries
NPK
$870M
$2.41M ﹤0.01%
19,412
-8,582
-31% -$927K
OSG
2211
DELISTED
Overseas Shipholding Group Inc.
OSG
$2.4M ﹤0.01%
619,784
+222,567
+56% +$801K
WSBF icon
2212
Waterstone Financial
WSBF
$370M
$2.4M ﹤0.01%
140,992
+5,356
+4% +$93.6K
EFSC icon
2213
Enterprise Financial Services Corp
EFSC
$2.4B
$2.4M ﹤0.01%
44,513
-6,459
-13% -$338K
VICR icon
2214
Vicor
VICR
$9.56B
$2.4M ﹤0.01%
55,060
+30,171
+121% +$1.17M
IR icon
2215
Ingersoll Rand
IR
$32.6B
$2.38M ﹤0.01%
80,905
+63,511
+365% +$2M
WMC
2216
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.38M ﹤0.01%
22,806
+910
+4% +$93.3K
HCCI
2217
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.37M ﹤0.01%
117,742
-6,274
-5% -$131K
CLW icon
2218
Clearwater Paper
CLW
$339M
$2.36M ﹤0.01%
102,107
+21,767
+27% +$597K
ZAGG
2219
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$2.36M ﹤0.01%
136,250
-6,872
-5% -$98.7K
EBF icon
2220
Ennis
EBF
$552M
$2.35M ﹤0.01%
115,692
-31,970
-22% -$607K
HLNE icon
2221
Hamilton Lane
HLNE
$4.91B
$2.35M ﹤0.01%
48,877
+6,496
+15% +$286K
PSMT icon
2222
Pricesmart
PSMT
$5.98B
$2.35M ﹤0.01%
25,912
+4,416
+21% +$384K
FND icon
2223
Floor & Decor
FND
$6.13B
$2.34M ﹤0.01%
47,526
+14,481
+44% +$744K
SHOE
2224
Shoe Station Group
SHOE
$413M
$2.34M ﹤0.01%
144,468
+18,838
+15% +$263K
GHDX
2225
DELISTED
Genomic Health, Inc.
GHDX
$2.34M ﹤0.01%
46,478
+30,532
+191% +$1.21M
87 88
89
90 91

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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.