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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
MCS icon
2251
Marcus Corp
MCS
$897M
$2.24M ﹤0.01%
68,833
+855
+1% +$26.9K
DS
2252
DELISTED
Drive Shack Inc.
DS
$2.24M ﹤0.01%
289,784
+2,899
+1% +$17.5K
ALEX
2253
DELISTED
Alexander & Baldwin
ALEX
$2.23M ﹤0.01%
95,057
-27,208
-22% -$604K
BFS
2254
Saul Centers
BFS
$836M
$2.23M ﹤0.01%
41,692
+10,863
+35% +$543K
PETS icon
2255
PetMed Express
PETS
$41.7M
$2.23M ﹤0.01%
50,721
-3,418
-6% -$132K
RRGB icon
2256
Red Robin
RRGB
$145M
$2.23M ﹤0.01%
47,822
-40,857
-46% -$2.32M
CPLG
2257
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$2.23M ﹤0.01%
+85,981
New +$2.26M
BRG
2258
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$2.23M ﹤0.01%
249,427
+74,471
+43% +$662K
ACRS icon
2259
Aclaris Therapeutics
ACRS
$726M
$2.22M ﹤0.01%
111,365
+66,254
+147% +$1.22M
SD icon
2260
SandRidge Energy
SD
$514M
$2.22M ﹤0.01%
125,338
+63,310
+102% +$949K
INFN
2261
DELISTED
Infinera Corporation Common Stock
INFN
$2.22M ﹤0.01%
223,853
+3,088
+1% +$32.1K
COKE icon
2262
Coca-Cola Consolidated
COKE
$12.5B
$2.22M ﹤0.01%
164,460
+66,660
+68% +$983K
PLAB icon
2263
Photronics
PLAB
$1.79B
$2.22M ﹤0.01%
278,621
-154,386
-36% -$1.28M
YEXT icon
2264
Yext
YEXT
$547M
$2.22M ﹤0.01%
+114,794
New +$1.76M
CENT icon
2265
Central Garden & Pet Co
CENT
$2.69B
$2.22M ﹤0.01%
63,800
+22,292
+54% +$729K
PRK icon
2266
Park National Corp
PRK
$3.76B
$2.22M ﹤0.01%
19,919
-730
-4% -$81.6K
RAVN
2267
DELISTED
Raven Industries Inc
RAVN
$2.22M ﹤0.01%
57,655
-14,605
-20% -$559K
UI icon
2268
Ubiquiti
UI
$33.7B
$2.21M ﹤0.01%
26,145
-6,518
-20% -$511K
NGVC icon
2269
Vitamin Cottage Natural Grocers
NGVC
$739M
$2.21M ﹤0.01%
173,270
-7,610
-4% -$73.5K
AJRD
2270
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$2.21M ﹤0.01%
74,793
+7,821
+12% +$226K
BANF icon
2271
BancFirst
BANF
$3.79B
$2.19M ﹤0.01%
36,906
+87
+0.2% +$5.1K
ALG icon
2272
Alamo Group
ALG
$1.94B
$2.18M ﹤0.01%
24,136
-4,237
-15% -$430K
ASTE icon
2273
Astec Industries
ASTE
$1.16B
$2.18M ﹤0.01%
36,449
-770
-2% -$44.4K
PLOW icon
2274
Douglas Dynamics
PLOW
$1.02B
$2.18M ﹤0.01%
45,389
+466
+1% +$21.1K
HEI.A icon
2275
HEICO Corp Class A
HEI.A
$36B
$2.18M ﹤0.01%
35,712
-2
-0% -$119
89 90
91
92 93

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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.