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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
(+4.1%)
Cap. Flow
+$1.94B
Cap. Flow
% of AUM
1.84%
Top 10 Holdings %
Top 10 Hldgs %
15.44%
Holding
4,108
New
177
Increased
2,297
Reduced
1,378
Closed
232
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AT&T
T
|
+$92.5M |
| 2 |
ExxonMobil
XOM
|
+$92.3M |
| 3 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$89.3M |
| 4 |
Microsoft
MSFT
|
+$73.3M |
| 5 |
Wells Fargo
WFC
|
+$68.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWX
Time Warner Inc
TWX
|
+$198M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$156M |
| 3 |
MON
Monsanto Co
MON
|
+$116M |
| 4 |
Vanguard S&P 500 ETF
VOO
|
+$93.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
PZN
3201
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $176K | ﹤0.01% |
19,127
-8
| -0% | -$77 |
|
3202
Accuray
ARAY
$34M
| $174K | ﹤0.01% |
42,342
-10,006
| -19% | -$46.3K |
|
3203
Mustang Bio
MBIO
$4.5M
| $173K | ﹤0.01% |
+33
| New | +$208K |
|
|
STML
3204
DELISTED
Stemline Therapeutics, Inc.
STML
| $173K | ﹤0.01% |
10,803
+280
| +3% | +$5K |
|
3205
J. Jill
JILL
$265M
| $172K | ﹤0.01% |
4,376
+897
| +26% | +$24.3K |
|
3206
Alaunos Therapeutics
TCRT
$4.59M
| $172K | ﹤0.01% |
380
+52
| +16% | +$33K |
|
|
GNMK
3207
DELISTED
GenMark Diagnostics, Inc
GNMK
| $172K | ﹤0.01% |
27,007
+2,999
| +12% | +$19.8K |
|
3208
iShares MSCI Qatar ETF
QAT
$63.7M
| $171K | ﹤0.01% |
+10,468
| New | +$177K |
|
|
FRBK
3209
DELISTED
Republic First Bancorp Inc
FRBK
| $171K | ﹤0.01% |
21,756
-15,107
| -41% | -$128K |
|
|
AMBR
3210
DELISTED
Amber Road Inc
AMBR
| $171K | ﹤0.01% |
18,142
+4,823
| +36% | +$44.4K |
|
|
SN
3211
DELISTED
Sanchez Energy Corporation
SN
| $171K | ﹤0.01% |
37,866
-13,941
| -27% | -$51.8K |
|
|
RVLT
3212
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
| $171K | ﹤0.01% |
42,371
+4,205
| +11% | +$16.6K |
|
3213
Fortress Biotech
FBIO
$109M
| $169K | ﹤0.01% |
3,782
-185
| -5% | -$10.4K |
|
|
RNWK
3214
DELISTED
RealNetworks Inc
RNWK
| $169K | ﹤0.01% |
45,734
+1,886
| +4% | +$6.55K |
|
3215
Hallador Energy
HNRG
$689M
| $168K | ﹤0.01% |
23,531
+334
| +1% | +$2.37K |
|
3216
Surgery Partners
SGRY
$2.08B
| $168K | ﹤0.01% |
11,249
-1,659
| -13% | -$27.8K |
|
3217
Sibanye-Stillwater
SBSW
$6.43B
| $167K | ﹤0.01% |
69,186
-150,476
| -69% | -$463K |
|
|
QUOT
3218
DELISTED
Quotient Technology Inc
QUOT
| $165K | ﹤0.01% |
12,632
-85
| -0.7% | -$1.13K |
|
|
MCBC
3219
DELISTED
Macatawa Bank Corp
MCBC
| $164K | ﹤0.01% |
+13,484
| New | +$153K |
|
3220
Navigator Holdings
NVGS
$1.37B
| $162K | ﹤0.01% |
12,804
+1,018
| +9% | +$11.6K |
|
3221
Prothena Corp
PRTA
$440M
| $160K | ﹤0.01% |
10,982
-2,532
| -19% | -$50K |
|
3222
Sea Limited
SE
$65.1B
| $159K | ﹤0.01% |
+10,582
| New | +$136K |
|
3223
Arq
ARQ
$88.4M
| $157K | ﹤0.01% |
+13,796
| New | +$154K |
|
|
CCXI
3224
DELISTED
ChemoCentryx, Inc.
CCXI
| $157K | ﹤0.01% |
+11,900
| New | +$142K |
|
|
ABCD
3225
DELISTED
Cambium Learning Group, Inc.
ABCD
| $157K | ﹤0.01% |
+14,050
| New | +$150K |
|
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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.