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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
WOW
2576
DELISTED
WideOpenWest
WOW
$1.17M ﹤0.01%
121,437
+72,697
+149% +$585K
EWM icon
2577
iShares MSCI Malaysia ETF
EWM
$310M
$1.17M ﹤0.01%
37,596
+2,264
+6% +$77.1K
SRG
2578
Seritage Growth Properties
SRG
$136M
$1.17M ﹤0.01%
27,544
+4,180
+18% +$163K
CWI icon
2579
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.78B
$1.17M ﹤0.01%
47,298
– –
AOSL icon
2580
Alpha and Omega Semiconductor
AOSL
$950M
$1.16M ﹤0.01%
81,625
+1,581
+2% +$24.3K
CRVL icon
2581
CorVel
CRVL
$3.06B
$1.16M ﹤0.01%
64,392
-10,485
-14% -$181K
BNFT
2582
DELISTED
Benefitfocus, Inc.
BNFT
$1.16M ﹤0.01%
34,507
+11,676
+51% +$366K
ADMS
2583
DELISTED
Adamas Pharmaceuticals
ADMS
$1.16M ﹤0.01%
44,879
-68,309
-60% -$1.89M
EHTH icon
2584
eHealth
EHTH
$42.2M
$1.16M ﹤0.01%
52,365
-6,895
-12% -$133K
PRO
2585
DELISTED
PROS Holdings
PRO
$1.15M ﹤0.01%
31,536
-2,107
-6% -$72.1K
VIRT icon
2586
Virtu Financial
VIRT
$5.11B
$1.15M ﹤0.01%
43,354
-25,185
-37% -$813K
SHEN icon
2587
Shenandoah Telecom
SHEN
$664M
$1.15M ﹤0.01%
35,078
-126
-0.4% -$4.3K
OMN
2588
DELISTED
OMNOVA Solutions Inc.
OMN
$1.14M ﹤0.01%
109,897
+32,391
+42% +$345K
CARO
2589
DELISTED
Carolina Financial Corp.
CARO
$1.14M ﹤0.01%
26,539
+4,061
+18% +$169K
NMIH icon
2590
NMI Holdings
NMIH
$3.33B
$1.14M ﹤0.01%
69,789
+12,750
+22% +$207K
ACH
2591
DELISTED
Alum Corp of China Ltd
ACH
$1.14M ﹤0.01%
104,300
-22,186
-18% -$299K
OMAD.U
2592
DELISTED
One Madison Corporation
OMAD.U
$1.14M ﹤0.01%
112,482
+27,000
+32% +$272K
AMBA icon
2593
Ambarella
AMBA
$3.77B
$1.14M ﹤0.01%
29,461
+1,278
+5% +$60.5K
CYOU
2594
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$1.13M ﹤0.01%
67,907
-2,678
-4% -$58.1K
GOOD
2595
Gladstone Commercial Corp
GOOD
$605M
$1.13M ﹤0.01%
58,793
-2,566
-4% -$46.7K
HCC icon
2596
Warrior Met Coal
HCC
$4.19B
$1.12M ﹤0.01%
40,564
+26,658
+192% +$702K
NHTC icon
2597
Natural Health Trends
NHTC
$14.7M
$1.12M ﹤0.01%
44,638
-997
-2% -$20.9K
FPE icon
2598
First Trust Preferred Securities and Income ETF
FPE
$6.32B
$1.12M ﹤0.01%
58,559
+41,244
+238% +$798K
NXRT
2599
NexPoint Residential Trust
NXRT
$666M
$1.11M ﹤0.01%
38,975
+4,474
+13% +$121K
OSUR icon
2600
OraSure Technologies
OSUR
$279M
$1.11M ﹤0.01%
67,276
-30,260
-31% -$511K
102 103
104
105 106

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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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.