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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
FHB icon
2676
First Hawaiian
FHB
$3.38B
$958K ﹤0.01%
33,005
+14,273
+76% +$412K
QHC
2677
DELISTED
Quorum Health Corporation
QHC
$957K ﹤0.01%
191,394
+72,292
+61% +$464K
LBAI
2678
DELISTED
Lakeland Bancorp Inc
LBAI
$955K ﹤0.01%
48,118
-3,829
-7% -$76.9K
TITN icon
2679
Titan Machinery
TITN
$396M
$954K ﹤0.01%
61,369
+1,353
+2% +$26.2K
WASH icon
2680
Washington Trust Bancorp
WASH
$743M
$951K ﹤0.01%
16,365
-1,785
-10% -$104K
WVE icon
2681
Wave Life Sciences
WVE
$1.09B
$946K ﹤0.01%
24,745
-23,811
-49% -$1.03M
LMAT icon
2682
LeMaitre Vascular
LMAT
$2.32B
$945K ﹤0.01%
28,238
+1,740
+7% +$61.9K
AMPH icon
2683
Amphastar Pharmaceuticals
AMPH
$879M
$943K ﹤0.01%
61,792
-13,340
-18% -$233K
PTCT icon
2684
PTC Therapeutics
PTCT
$5.68B
$937K ﹤0.01%
27,789
+720
+3% +$22.5K
VIA
2685
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$933K ﹤0.01%
19,129
-2,308
-11% -$124K
HALO icon
2686
Halozyme
HALO
$9.79B
$932K ﹤0.01%
55,234
-16,666
-23% -$315K
UFI icon
2687
UNIFI
UFI
$119M
$932K ﹤0.01%
29,389
+1,059
+4% +$34.9K
EGRX
2688
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$927K ﹤0.01%
12,246
-6,479
-35% -$408K
LEN.B icon
2689
Lennar Class B
LEN.B
$19.4B
$925K ﹤0.01%
22,787
-502
-2% -$20.8K
ABR icon
2690
Arbor Realty Trust
ABR
$964M
$922K ﹤0.01%
88,433
+26,796
+43% +$249K
AAOI icon
2691
Applied Optoelectronics
AAOI
$7.57B
$921K ﹤0.01%
20,507
+1,423
+7% +$50.6K
ACAD icon
2692
Acadia Pharmaceuticals
ACAD
$4.43B
$918K ﹤0.01%
60,138
+18,935
+46% +$338K
CBLK
2693
DELISTED
Carbon Black, Inc. Common Stock
CBLK
$918K ﹤0.01%
+35,301
New +$909K
ARTNA icon
2694
Artesian Resources
ARTNA
$355M
$915K ﹤0.01%
23,604
-41
-0.2% -$1.55K
SHAK icon
2695
Shake Shack
SHAK
$2.53B
$915K ﹤0.01%
13,824
+1,602
+13% +$88.8K
UEIC icon
2696
Universal Electronics
UEIC
$57.8M
$914K ﹤0.01%
27,653
-639
-2% -$24K
SCIU
2697
DELISTED
Global X Scientific Beta US ETF
SCIU
$914K ﹤0.01%
28,921
-33,924
-54% -$1.06M
CASH icon
2698
Pathward Financial
CASH
$1.86B
$910K ﹤0.01%
28,023
+555
+2% +$20.1K
JCAP
2699
DELISTED
Jernigan Capital, Inc.
JCAP
$904K ﹤0.01%
47,436
+13,418
+39% +$254K
CNOB icon
2700
Center Bancorp
CNOB
$1.66B
$897K ﹤0.01%
36,033
-6,621
-16% -$179K
106 107
108
109 110

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
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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.