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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
TRUE
2501
DELISTED
TrueCar
TRUE
$1.4M ﹤0.01%
138,311
+93,944
+212% +$924K
TK icon
2502
Teekay
TK
$1.01B
$1.39M ﹤0.01%
179,287
-11,129
-6% -$92.9K
PLYA
2503
DELISTED
Playa Hotels & Resorts
PLYA
$1.39M ﹤0.01%
128,485
+3,309
+3% +$35.3K
MDB icon
2504
MongoDB
MDB
$27.1B
$1.39M ﹤0.01%
27,943
+9,914
+55% +$445K
LASR icon
2505
nLIGHT
LASR
$3.88B
$1.39M ﹤0.01%
+41,887
New +$1.41M
ATRI
2506
DELISTED
Atrion Corp
ATRI
$1.38M ﹤0.01%
2,307
+541
+31% +$325K
EEMS icon
2507
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
$1.38M ﹤0.01%
28,929
-529
-2% -$27.4K
PEGI
2508
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.38M ﹤0.01%
73,671
+9,960
+16% +$181K
PCTY icon
2509
Paylocity
PCTY
$7.38B
$1.38M ﹤0.01%
23,439
+1,424
+6% +$81.6K
FOF icon
2510
Cohen & Steers Closed End Opportunity Fund
FOF
$377M
$1.38M ﹤0.01%
107,160
+54,179
+102% +$686K
GTES icon
2511
Gates Industrial Corporation Ltd.
GTES
$7.08B
$1.37M ﹤0.01%
84,410
+5,254
+7% +$83.1K
EMB icon
2512
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.37M ﹤0.01%
12,797
+58
+0.5% +$6.33K
FRAN
2513
DELISTED
Francesca's Holdings Corporation
FRAN
$1.36M ﹤0.01%
15,053
+2,379
+19% +$163K
KERX
2514
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.36M ﹤0.01%
362,509
+89,528
+33% +$436K
TRUP icon
2515
Trupanion
TRUP
$1.07B
$1.36M ﹤0.01%
35,224
+2,061
+6% +$64K
VICI icon
2516
VICI Properties
VICI
$29B
$1.35M ﹤0.01%
65,290
+55,286
+553% +$1.07M
DCPH
2517
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.34M ﹤0.01%
+34,170
New +$1.01M
FF icon
2518
Future Fuel
FF
$217M
$1.34M ﹤0.01%
95,789
+43,356
+83% +$559K
MGI
2519
DELISTED
MoneyGram International, Inc. New
MGI
$1.34M ﹤0.01%
200,605
+61,707
+44% +$466K
PARR icon
2520
Par Pacific Holdings
PARR
$4.31B
$1.34M ﹤0.01%
77,161
-21,718
-22% -$386K
GTN icon
2521
Gray Television
GTN
$415M
$1.34M ﹤0.01%
84,741
+14,393
+20% +$173K
IMAX icon
2522
IMAX
IMAX
$2.62B
$1.34M ﹤0.01%
60,387
+2,895
+5% +$64.5K
FMI
2523
DELISTED
Foundation Medicine, Inc.
FMI
$1.34M ﹤0.01%
9,785
+4,239
+76% +$385K
OCFC icon
2524
OceanFirst Financial
OCFC
$1.68B
$1.33M ﹤0.01%
44,468
-236
-0.5% -$6.67K
HLIO icon
2525
Helios Technologies
HLIO
$2.57B
$1.33M ﹤0.01%
27,623
-7,366
-21% -$372K
99 100
101
102 103

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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.