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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
BFX
2726
DELISTED
BowFlex Inc.
BFX
$838K ﹤0.01%
53,402
+9,655
+22% +$147K
HDP
2727
DELISTED
Hortonworks, Inc.
HDP
$832K ﹤0.01%
45,689
-46,225
-50% -$831K
EDIT icon
2728
Editas Medicine
EDIT
$396M
$828K ﹤0.01%
23,109
+8
+0% +$283
FWONA icon
2729
Liberty Media Series A
FWONA
$22.5B
$828K ﹤0.01%
24,489
+5,770
+31% +$166K
ESPR
2730
DELISTED
Esperion Therapeutics
ESPR
$826K ﹤0.01%
21,079
-24,614
-54% -$1.24M
ATKR icon
2731
Atkore
ATKR
$2.46B
$823K ﹤0.01%
39,629
+11,371
+40% +$230K
CEVA icon
2732
CEVA Inc
CEVA
$910M
$822K ﹤0.01%
27,229
-1,789
-6% -$60.4K
PGEN icon
2733
Precigen
PGEN
$2.24B
$818K ﹤0.01%
58,688
-15,861
-21% -$268K
VTOL icon
2734
Bristow Group
VTOL
$1.34B
$818K ﹤0.01%
31,567
-21,308
-40% -$501K
GPMT
2735
Granite Point Mortgage Trust
GPMT
$69M
$815K ﹤0.01%
44,424
+169
+0.4% +$2.98K
ZEUS
2736
DELISTED
Olympic Steel
ZEUS
$813K ﹤0.01%
39,822
-34
-0.1% -$764
CPL
2737
DELISTED
CPFL Energia S.A.
CPL
$809K ﹤0.01%
73,028
-116,698
-62% -$1.49M
WTTR icon
2738
Select Water Solutions
WTTR
$2.3B
$804K ﹤0.01%
55,314
-3,913
-7% -$57.6K
RICK icon
2739
RCI Hospitality Holdings
RICK
$192M
$801K ﹤0.01%
25,322
+8,846
+54% +$266K
AXDX
2740
DELISTED
Accelerate Diagnostics
AXDX
$798K ﹤0.01%
3,580
+516
+17% +$115K
FPI
2741
Farmland Partners
FPI
$408M
$795K ﹤0.01%
90,352
+21,447
+31% +$178K
XLRE icon
2742
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$794K ﹤0.01%
24,266
+12,632
+109% +$395K
STNG icon
2743
Scorpio Tankers
STNG
$3.9B
$791K ﹤0.01%
28,143
+4,717
+20% +$126K
PKOH icon
2744
Park-Ohio Holdings
PKOH
$575M
$790K ﹤0.01%
21,167
+1,508
+8% +$59K
MRSN
2745
DELISTED
Mersana Therapeutics
MRSN
$787K ﹤0.01%
1,764
+365
+26% +$160K
OEF icon
2746
iShares S&P 100 ETF
OEF
$20.1B
$787K ﹤0.01%
6,580
-2,270
-26% -$270K
DGII icon
2747
Digi International
DGII
$2.63B
$777K ﹤0.01%
58,870
+2,345
+4% +$28K
WMGI
2748
DELISTED
Wright Medical Group Inc
WMGI
$772K ﹤0.01%
29,729
+3,653
+14% +$83.5K
BSV icon
2749
Vanguard Short-Term Bond ETF
BSV
$44.7B
$766K ﹤0.01%
9,790
– –
ACLS icon
2750
Axcelis
ACLS
$4.01B
$764K ﹤0.01%
38,592
+6,729
+21% +$148K
108 109
110
111 112

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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.