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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
PDFS icon
2976
PDF Solutions
PDFS
$1.93B
$388K ﹤0.01%
32,408
+13,721
+73% +$164K
PGZ
2977
Principal Real Estate Income Fund
PGZ
$68.4M
$386K ﹤0.01%
21,734
+701
+3% +$11.9K
SRNE
2978
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$386K ﹤0.01%
+53,577
New +$364K
OCUL icon
2979
Ocular Therapeutix
OCUL
$1.79B
$384K ﹤0.01%
56,825
-4,649
-8% -$31.9K
NCSM icon
2980
NCS Multistage Holdings
NCSM
$123M
$383K ﹤0.01%
1,319
+713
+118% +$227K
IMOS
2981
ChipMOS TECHNOLOGIES
IMOS
$1.65B
$382K ﹤0.01%
21,459
+7,640
+55% +$133K
LXFR icon
2982
Luxfer Holdings
LXFR
$456M
$382K ﹤0.01%
21,872
+3,257
+17% +$52.2K
BKCC
2983
DELISTED
BlackRock Capital Investment Corporation
BKCC
$382K ﹤0.01%
65,530
+8,105
+14% +$50.2K
GABC icon
2984
German American Bancorp
GABC
$1.91B
$381K ﹤0.01%
10,631
+580
+6% +$20.6K
CMBT
2985
CMB.TECH NV
CMBT
$4.69B
$379K ﹤0.01%
+41,179
New +$361K
ALNT icon
2986
Allient
ALNT
$1.49B
$377K ﹤0.01%
11,805
+1,158
+11% +$34.6K
GTE icon
2987
Gran Tierra Energy
GTE
$265M
$377K ﹤0.01%
10,929
+2,128
+24% +$68.1K
WK icon
2988
Workiva
WK
$3.36B
$372K ﹤0.01%
15,255
-568
-4% -$14.3K
VOXX
2989
DELISTED
VOXX International Corporation Class A
VOXX
$371K ﹤0.01%
68,786
-4,029
-6% -$21.3K
NXEO
2990
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$370K ﹤0.01%
40,516
+5,397
+15% +$53.7K
MIME
2991
DELISTED
Mimecast Limited
MIME
$369K ﹤0.01%
8,947
+2,528
+39% +$103K
ALCO icon
2992
Alico
ALCO
$280M
$366K ﹤0.01%
11,547
+1,038
+10% +$32.3K
ANIK icon
2993
Anika Therapeutics
ANIK
$258M
$366K ﹤0.01%
11,444
-1,269
-10% -$52.3K
MCFT icon
2994
MasterCraft Boat Holdings
MCFT
$579M
$366K ﹤0.01%
+12,632
New +$349K
ITCI
2995
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$366K ﹤0.01%
20,712
-33,077
-61% -$672K
SCIX
2996
DELISTED
Global X Scientific Beta Asia ex-Japan ETF
SCIX
$366K ﹤0.01%
14,557
-359
-2% -$9.28K
MBB icon
2997
iShares MBS ETF
MBB
$38.9B
$365K ﹤0.01%
3,500
– –
PLUG icon
2998
Plug Power
PLUG
$2.87B
$364K ﹤0.01%
179,968
+89,483
+99% +$174K
VHT icon
2999
Vanguard Health Care ETF
VHT
$18.1B
$364K ﹤0.01%
2,287
+340
+17% +$53.5K
FBM
3000
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$364K ﹤0.01%
23,675
+2,975
+14% +$44.3K
118 119
120
121 122

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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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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.