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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
LLEX
3226
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
$157K ﹤0.01%
30,122
+690
+2% +$3.23K
PTGX icon
3227
Protagonist Therapeutics
PTGX
$8.65B
$156K ﹤0.01%
+23,157
New +$178K
PHIIK
3228
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$156K ﹤0.01%
15,320
+459
+3% +$5.3K
FATE icon
3229
Fate Therapeutics
FATE
$289M
$154K ﹤0.01%
13,573
-81,581
-86% -$899K
OTIC
3230
DELISTED
Otonomy, Inc.
OTIC
$153K ﹤0.01%
39,673
-29,033
-42% -$121K
GERN icon
3231
Geron
GERN
$840M
$152K ﹤0.01%
44,221
+3,169
+8% +$12.1K
GOGO icon
3232
Gogo Inc
GOGO
$542M
$152K ﹤0.01%
31,244
+10,926
+54% +$73K
EIV
3233
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$152K ﹤0.01%
12,837
-25,857
-67% -$305K
GREK
3234
Global X MSCI Greece ETF
GREK
$298M
$151K ﹤0.01%
+5,512
New +$162K
PRTK
3235
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$151K ﹤0.01%
14,824
-6,007
-29% -$68K
XRN
3236
Chiron Real Estate Inc
XRN
$512M
$149K ﹤0.01%
3,366
-121
-3% -$5.04K
CCO icon
3237
Clear Channel Outdoor Holdings
CCO
$1.23B
$145K ﹤0.01%
33,675
+468
+1% +$2.19K
CHRS icon
3238
Coherus Oncology
CHRS
$222M
$145K ﹤0.01%
10,344
-11,389
-52% -$163K
PSIX
3239
Power Solutions International
PSIX
$646M
$145K ﹤0.01%
15,071
-8
-0.1% -$77
INSY
3240
DELISTED
Insys Therapeutics, Inc.
INSY
$143K ﹤0.01%
19,811
+318
+2% +$2.22K
METC icon
3241
Ramaco Resources Class A
METC
$630M
$142K ﹤0.01%
21,106
+6,015
+40% +$42.8K
ADT icon
3242
ADT
ADT
$5.57B
$140K ﹤0.01%
+16,179
New +$134K
RDVT icon
3243
Red Violet
RDVT
$964M
$139K ﹤0.01%
+16,106
New +$119K
SB icon
3244
Safe Bulkers
SB
$807M
$139K ﹤0.01%
40,948
+25,309
+162% +$84K
SRGA
3245
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$138K ﹤0.01%
1,000
+125
+14% +$17.2K
FSNN
3246
DELISTED
Fusion Connect, Inc. Common Stock
FSNN
$138K ﹤0.01%
+35,106
New +$160K
ROSE
3247
DELISTED
Rosehill Resources Inc. Class A
ROSE
$137K ﹤0.01%
16,884
+4,083
+32% +$30.8K
SSI
3248
DELISTED
Stage Stores Inc
SSI
$137K ﹤0.01%
56,709
+351
+0.6% +$959
BBAR icon
3249
BBVA Argentina
BBAR
$3.99B
$136K ﹤0.01%
11,025
-63,442
-85% -$1.16M
LCUT icon
3250
Lifetime Brands
LCUT
$190M
$135K ﹤0.01%
+10,689
New +$125K
128 129
130
131 132

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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.