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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 14.87%
2 Technology 14.41%
3 Miscellaneous 14.4%
4 Healthcare 11.65%
5 Consumer Discretionary 9.02%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ABTX
3051
DELISTED
Allegiance Bancshares
ABTX
$310K ﹤0.01%
7,147
-2,915
-29% -$123K
CVGI icon
3052
Commercial Vehicle Group
CVGI
$124M
$309K ﹤0.01%
42,147
+9,700
+30% +$74.7K
CVIA
3053
DELISTED
Covia Holdings Corporation Common Stock
CVIA
$309K ﹤0.01%
+16,672
New +$353K
IWC icon
3054
iShares Micro-Cap ETF
IWC
$1.42B
$308K ﹤0.01%
2,916
-76
-3% -$7.76K
FTK icon
3055
Flotek Industries
FTK
$1.02B
$307K ﹤0.01%
15,840
+973
+7% +$24.1K
YRD
3056
Yiren Digital
YRD
$85.7M
$307K ﹤0.01%
14,465
+26
+0.2% +$768
TELL
3057
DELISTED
Tellurian Inc.
TELL
$307K ﹤0.01%
36,887
+3,753
+11% +$37.5K
VNOM icon
3058
Viper Energy
VNOM
$8.4B
$306K ﹤0.01%
+9,592
New +$280K
AQMS icon
3059
Aqua Metals
AQMS
$8.05M
$304K ﹤0.01%
529
+142
+37% +$87.3K
BFIN
3060
DELISTED
BankFinancial
BFIN
$304K ﹤0.01%
17,202
-1,215
-7% -$21.3K
MGNI icon
3061
Magnite
MGNI
$3.41B
$303K ﹤0.01%
106,281
-16,148
-13% -$38.4K
TBPH icon
3062
Theravance Biopharma
TBPH
$884M
$298K ﹤0.01%
13,139
-15,543
-54% -$369K
GBT
3063
DELISTED
Global Blood Therapeutics, Inc.
GBT
$298K ﹤0.01%
6,592
-21,521
-77% -$980K
DSX icon
3064
Diana Shipping
DSX
$372M
$297K ﹤0.01%
88,466
-1,471,539
-94% -$4.27M
PGH
3065
DELISTED
Pengrowth Energy Corporation
PGH
$293K ﹤0.01%
422,372
-130,604
-24% -$103K
ANGI icon
3066
Angi Inc
ANGI
$215M
$291K ﹤0.01%
1,892
+61
+3% +$8.86K
GORO icon
3067
Goldgroup Mining
GORO
$472M
$291K ﹤0.01%
11,049
+1,386
+14% +$31.1K
KNSA icon
3068
Kiniksa Pharmaceuticals
KNSA
$6.06B
$290K ﹤0.01%
+16,704
New +$302K
LOGI icon
3069
Logitech
LOGI
$14.3B
$287K ﹤0.01%
6,540
+398
+6% +$16.1K
BFYT
3070
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$286K ﹤0.01%
+8,844
New +$270K
CYTK icon
3071
Cytokinetics
CYTK
$9.65B
$285K ﹤0.01%
34,379
-11,089
-24% -$92.3K
CLNE icon
3072
Clean Energy Fuels
CLNE
$375M
$284K ﹤0.01%
77,039
+37,327
+94% +$88K
PHO icon
3073
Invesco Water Resources ETF
PHO
$1.93B
$284K ﹤0.01%
9,391
-53
-0.6% -$1.62K
STRL icon
3074
Sterling Infrastructure
STRL
$14.8B
$284K ﹤0.01%
21,815
-7,096
-25% -$88.3K
VCEL icon
3075
Vericel Corp
VCEL
$2.06B
$282K ﹤0.01%
29,056
-78,132
-73% -$973K
121 122
123
124 125

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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 16% a quarter earlier, followed by Technology and Miscellaneous.

  • 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.