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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
VECO icon
2476
Veeco
VECO
$3.05B
$1.48M ﹤0.01%
103,701
-24,295
-19% -$402K
SRDX
2477
DELISTED
Surmodics
SRDX
$1.48M ﹤0.01%
26,743
+259
+1% +$12K
TRTN
2478
DELISTED
Triton International Limited
TRTN
$1.48M ﹤0.01%
48,130
+4,530
+10% +$150K
IWO icon
2479
iShares Russell 2000 Growth ETF
IWO
$14.3B
$1.47M ﹤0.01%
7,195
-146
-2% -$29.2K
OPP
2480
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.47M ﹤0.01%
83,988
+3,792
+5% +$65.9K
XNCR icon
2481
Xencor
XNCR
$1.5B
$1.47M ﹤0.01%
39,672
-755
-2% -$26K
LNTH icon
2482
Lantheus
LNTH
$6.49B
$1.47M ﹤0.01%
100,678
-10,872
-10% -$167K
RARE icon
2483
Ultragenyx Pharmaceutical
RARE
$2.45B
$1.47M ﹤0.01%
19,054
+1,196
+7% +$77.2K
CIVI
2484
DELISTED
Civitas Resources
CIVI
$1.45M ﹤0.01%
38,348
+5,685
+17% +$182K
ANIP icon
2485
ANI Pharmaceuticals
ANIP
$1.8B
$1.45M ﹤0.01%
21,636
+1,948
+10% +$122K
ECOL
2486
DELISTED
US Ecology, Inc.
ECOL
$1.44M ﹤0.01%
22,655
+451
+2% +$26.4K
MCRI icon
2487
Monarch Casino & Resort
MCRI
$2.2B
$1.44M ﹤0.01%
32,693
-7
-0% -$308
PNNT
2488
Pennant Park Investment Corp
PNNT
$215M
$1.44M ﹤0.01%
205,097
-34,947
-15% -$246K
FOLD
2489
DELISTED
Amicus Therapeutics
FOLD
$1.43M ﹤0.01%
91,821
+5,291
+6% +$80K
ONTO icon
2490
Onto Innovation
ONTO
$12.9B
$1.43M ﹤0.01%
40,447
-45,784
-53% -$1.57M
OKTA icon
2491
Okta
OKTA
$24.7B
$1.43M ﹤0.01%
28,414
-8,448
-23% -$402K
CRAI icon
2492
CRA International
CRAI
$1.16B
$1.43M ﹤0.01%
28,080
+2,675
+11% +$147K
PES
2493
DELISTED
Pioneer Energy Services Corp.
PES
$1.41M ﹤0.01%
240,297
+5,599
+2% +$24.9K
CNCE
2494
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$1.41M ﹤0.01%
83,490
-3,181
-4% -$61.8K
CNS icon
2495
Cohen & Steers
CNS
$4.23B
$1.4M ﹤0.01%
33,602
+1,146
+4% +$46.1K
NVEE
2496
DELISTED
NV5 Global
NVEE
$1.4M ﹤0.01%
80,900
-7,072
-8% -$110K
FET icon
2497
Forum Energy Technologies
FET
$708M
$1.4M ﹤0.01%
5,662
+472
+9% +$123K
LGTY
2498
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.4M ﹤0.01%
95,986
+7,038
+8% +$94.9K
CURO
2499
DELISTED
CURO Group Holdings Corp.
CURO
$1.4M ﹤0.01%
+56,065
New +$1.23M
HL icon
2500
Hecla Mining
HL
$9.47B
$1.4M ﹤0.01%
401,574
-66,088
-14% -$252K
98 99
100
101 102

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AF
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MCM
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PSUF
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IA
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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.