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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
LTS
3276
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$106K ﹤0.01%
31,253
+214
+0.7% +$750
BLCM
3277
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$105K ﹤0.01%
+1,416
New +$110K
ACTG icon
3278
Acacia Research
ACTG
$426M
$104K ﹤0.01%
25,164
+2,922
+13% +$11.2K
VSLR
3279
DELISTED
VIVINT SOLAR, INC.
VSLR
$102K ﹤0.01%
20,555
-973
-5% -$4.08K
GNE icon
3280
Genie Energy
GNE
$373M
$101K ﹤0.01%
20,436
+7
+0% +$34
CRD.B icon
3281
Crawford & Co Class B
CRD.B
$489M
$100K ﹤0.01%
11,536
-642
-5% -$5.33K
NH
3282
DELISTED
NantHealth, Inc
NH
$99K ﹤0.01%
2,001
+318
+19% +$15.7K
SGYP
3283
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$99K ﹤0.01%
56,996
+8,170
+17% +$14.1K
INO icon
3284
Inovio Pharmaceuticals
INO
$54M
$98K ﹤0.01%
2,087
-15,367
-88% -$848K
MLNT
3285
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
$98K ﹤0.01%
3,101
+1,091
+54% +$39.3K
BTE icon
3286
Baytex Energy
BTE
$3.04B
$93K ﹤0.01%
27,799
-2,665
-9% -$10.4K
VRAY
3287
DELISTED
ViewRay, Inc.
VRAY
$93K ﹤0.01%
13,401
+2,447
+22% +$17.8K
LVO icon
3288
LiveOne
LVO
$61.6M
$92K ﹤0.01%
+1,593
New +$78.3K
HIND
3289
Vyome Holdings
HIND
$14.1M
– –
0
– –
LFT
3290
Lument Finance Trust
LFT
$37.7M
$91K ﹤0.01%
+26,709
New +$90.9K
SQBG
3291
DELISTED
Sequential Brands Group, Inc.
SQBG
$87K ﹤0.01%
1,104
-948
-46% -$72K
LYTS icon
3292
LSI Industries
LYTS
$852M
$83K ﹤0.01%
15,636
-16,451
-51% -$100K
BCRX icon
3293
BioCryst Pharmaceuticals
BCRX
$2.35B
$82K ﹤0.01%
14,284
+1,407
+11% +$7.75K
ADXS
3294
DELISTED
Advaxis Inc
ADXS
$81K ﹤0.01%
3,715
+1,953
+111% +$50.6K
ACHN
3295
DELISTED
Achillion Pharmaceuticals
ACHN
$81K ﹤0.01%
28,697
-4,503
-14% -$15.3K
HOS
3296
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$80K ﹤0.01%
20,099
+3,827
+24% +$12.9K
LCTX icon
3297
Lineage Cell Therapeutics
LCTX
$277M
$77K ﹤0.01%
42,744
+1,499
+4% +$3.02K
UUUU icon
3298
Energy Fuels
UUUU
$2.93B
$76K ﹤0.01%
+33,318
New +$65.7K
AMR
3299
DELISTED
Alta Mesa Resources Inc
AMR
$76K ﹤0.01%
+11,223
New +$81.1K
NYMX
3300
DELISTED
Nymox Pharmaceutical Corp
NYMX
$74K ﹤0.01%
21,899
+8,615
+65% +$33.1K
130 131
132
133 134

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NIPH
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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.