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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
ATRO icon
3001
Astronics
ATRO
$3.43B
$361K ﹤0.01%
13,865
-4,910
-26% -$130K
FLIC
3002
DELISTED
First of Long Island Corp
FLIC
$361K ﹤0.01%
14,511
-5,515
-28% -$144K
NXP icon
3003
Nuveen Select Tax-Free Income Portfolio
NXP
$890M
$361K ﹤0.01%
25,231
+530
+2% +$7.45K
ECH icon
3004
iShares MSCI Chile ETF
ECH
$1.01B
$358K ﹤0.01%
+7,770
New +$401K
CALX icon
3005
Calix
CALX
$2.26B
$357K ﹤0.01%
45,818
-20,102
-30% -$142K
CLLS
3006
Cellectis
CLLS
$277M
$357K ﹤0.01%
+12,628
New +$376K
HASI icon
3007
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.84B
$356K ﹤0.01%
18,040
+5,913
+49% +$112K
DSPG
3008
DELISTED
DSP Group Inc
DSPG
$355K ﹤0.01%
28,502
+3,058
+12% +$37.5K
XBI icon
3009
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$354K ﹤0.01%
3,722
+1,247
+50% +$115K
JNCE
3010
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$354K ﹤0.01%
+46,230
New +$667K
WACLY
3011
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$354K ﹤0.01%
2,460
+595
+32% +$85.6K
ILPT
3012
Industrial Logistics Properties Trust
ILPT
$575M
$353K ﹤0.01%
+15,774
New +$334K
EGC
3013
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
$353K ﹤0.01%
39,966
+2,893
+8% +$19.7K
LBRT icon
3014
Liberty Energy
LBRT
$3.05B
$351K ﹤0.01%
+18,766
New +$368K
AMNB
3015
DELISTED
American National Bankshares Inc
AMNB
$348K ﹤0.01%
8,704
-1,833
-17% -$72.7K
APO icon
3016
Apollo Global Management
APO
$72.4B
$346K ﹤0.01%
10,870
-34,367
-76% -$1.05M
CECO icon
3017
Ceco Environmental
CECO
$3.85B
$346K ﹤0.01%
56,358
+10,997
+24% +$60.4K
GDEN
3018
DELISTED
Golden Entertainment
GDEN
$346K ﹤0.01%
+12,806
New +$357K
MYOK
3019
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$345K ﹤0.01%
6,950
-19,775
-74% -$957K
CLUB
3020
DELISTED
Town Sports International Holdings, Inc.
CLUB
$342K ﹤0.01%
+23,501
New +$246K
ACIA
3021
DELISTED
Acacia Communications Inc
ACIA
$341K ﹤0.01%
9,786
+1,052
+12% +$34.3K
EWJ icon
3022
iShares MSCI Japan ETF
EWJ
$21.9B
$339K ﹤0.01%
5,848
-69
-1% -$4.16K
XTL icon
3023
State Street SPDR S&P Telecom ETF
XTL
$567M
$339K ﹤0.01%
+4,688
New +$334K
TRTX
3024
TPG RE Finance Trust
TRTX
$612M
$338K ﹤0.01%
16,612
+6,545
+65% +$132K
ATTO
3025
DELISTED
Atento S.A.
ATTO
$338K ﹤0.01%
9,802
+5,049
+106% +$192K
119 120
121
122 123

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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.