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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
TBCH
2226
Turtle Beach Corp
TBCH
$243M
$2.34M ﹤0.01%
+115,189
New +$1.45M
NWLI
2227
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.34M ﹤0.01%
7,614
+221
+3% +$68.9K
EGOV
2228
DELISTED
NIC Inc
EGOV
$2.34M ﹤0.01%
150,247
+61,954
+70% +$942K
COHU icon
2229
Cohu
COHU
$2.26B
$2.33M ﹤0.01%
95,234
+2,093
+2% +$49.3K
WFT
2230
DELISTED
Weatherford International plc
WFT
$2.33M ﹤0.01%
707,154
+262,120
+59% +$817K
YZC
2231
DELISTED
Yanzhou Coal Mining
YZC
$2.33M ﹤0.01%
180,018
+7,069
+4% +$91.3K
RMAX icon
2232
RE/MAX Holdings
RMAX
$193M
$2.33M ﹤0.01%
44,333
-1,291
-3% -$71K
LL
2233
DELISTED
LL Flooring Holdings, Inc.
LL
$2.32M ﹤0.01%
95,400
+21,843
+30% +$500K
PIR
2234
DELISTED
Pier 1 Imports, Inc.
PIR
$2.32M ﹤0.01%
48,774
+9,420
+24% +$509K
IGD
2235
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$517M
$2.32M ﹤0.01%
315,849
-22,329
-7% -$163K
APTI
2236
DELISTED
Apptio, Inc. Class A Common Stock
APTI
$2.32M ﹤0.01%
64,038
+56,577
+758% +$1.82M
AVX
2237
DELISTED
AVX Corporation
AVX
$2.31M ﹤0.01%
147,604
-24,763
-14% -$394K
USPH icon
2238
US Physical Therapy
USPH
$1.2B
$2.31M ﹤0.01%
24,082
+2,473
+11% +$229K
PJT icon
2239
PJT Partners
PJT
$4.3B
$2.29M ﹤0.01%
42,834
+17,406
+68% +$953K
FIZZ icon
2240
National Beverage
FIZZ
$2.96B
$2.27M ﹤0.01%
42,446
+8,914
+27% +$419K
MITT
2241
TPG Mortgage Investment Trust
MITT
$222M
$2.27M ﹤0.01%
40,208
+471
+1% +$25.9K
EQH icon
2242
Equitable Holdings
EQH
$13B
$2.26M ﹤0.01%
+109,827
New +$2.34M
ACRE
2243
Ares Commercial Real Estate
ACRE
$236M
$2.26M ﹤0.01%
163,761
+57,690
+54% +$765K
AVAV icon
2244
AeroVironment
AVAV
$7.56B
$2.26M ﹤0.01%
31,653
+5,595
+21% +$318K
IWN icon
2245
iShares Russell 2000 Value ETF
IWN
$14.3B
$2.26M ﹤0.01%
+17,141
New +$2.21M
DBX icon
2246
PUT
Dropbox
DBX
$7.6B
$2.26M ﹤0.01%
+4,000
New +$125K
UHT
2247
Universal Health Realty Income Trust
UHT
$603M
$2.26M ﹤0.01%
35,261
+977
+3% +$60.2K
MTSC
2248
DELISTED
MTS Systems Corp
MTSC
$2.26M ﹤0.01%
42,842
+1,825
+4% +$96K
RVT icon
2249
Royce Value Trust
RVT
$2.21B
$2.25M ﹤0.01%
142,738
+38,717
+37% +$623K
UGP icon
2250
Ultrapar
UGP
$6.95B
$2.24M ﹤0.01%
378,130
+6,848
+2% +$53K
88 89
90
91 92

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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.