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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
FTAI icon
1751
FTAI Aviation
FTAI
$21.1B
$4.44M ﹤0.01%
287,888
+134,756
+88% +$1.96M
TBBK icon
1752
The Bancorp
TBBK
$2.79B
$4.44M ﹤0.01%
424,423
+10,531
+3% +$116K
DMC
1753
Del Monte Corp
DMC
$1.41B
$4.43M ﹤0.01%
99,485
-11,855
-11% -$554K
LPSN icon
1754
LivePerson
LPSN
$21.8M
$4.42M ﹤0.01%
13,980
+1,371
+11% +$388K
IMMU
1755
DELISTED
Immunomedics Inc
IMMU
$4.42M ﹤0.01%
186,928
+68,466
+58% +$1.38M
INVX
1756
Innovex International
INVX
$1.96B
$4.42M ﹤0.01%
85,935
-6,938
-7% -$323K
POWI icon
1757
Power Integrations
POWI
$3.38B
$4.41M ﹤0.01%
120,710
+5,128
+4% +$186K
COHR
1758
DELISTED
Coherent Inc
COHR
$4.41M ﹤0.01%
28,189
-282
-1% -$47.8K
AMKR icon
1759
Amkor Technology
AMKR
$12.4B
$4.4M ﹤0.01%
511,802
-110,304
-18% -$1.01M
PAYC icon
1760
Paycom
PAYC
$7.64B
$4.4M ﹤0.01%
44,479
-17,176
-28% -$1.85M
GHL
1761
DELISTED
Greenhill & Co., Inc.
GHL
$4.39M ﹤0.01%
154,651
+2,872
+2% +$70.2K
PTLA
1762
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$4.39M ﹤0.01%
116,226
+77,747
+202% +$2.97M
VKQ icon
1763
Invesco Municipal Trust
VKQ
$541M
$4.38M ﹤0.01%
370,960
+156,376
+73% +$1.84M
PAC icon
1764
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$4.38M ﹤0.01%
47,096
-5,918
-11% -$561K
HGV icon
1765
Hilton Grand Vacations
HGV
$3.59B
$4.37M ﹤0.01%
125,964
-15,944
-11% -$645K
GNC
1766
DELISTED
GNC Holdings, Inc.
GNC
$4.37M ﹤0.01%
1,241,011
+26,110
+2% +$94K
VOOV icon
1767
Vanguard S&P 500 Value ETF
VOOV
$6.59B
$4.35M ﹤0.01%
+40,980
New +$4.38M
BECN
1768
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.34M ﹤0.01%
101,861
-17,054
-14% -$785K
MDCO
1769
DELISTED
Medicines Co
MDCO
$4.34M ﹤0.01%
118,279
-2,237
-2% -$72.7K
BRKL
1770
DELISTED
Brookline Bancorp
BRKL
$4.34M ﹤0.01%
233,316
+5,372
+2% +$94.3K
WLH
1771
DELISTED
WILLIAM LYON HOMES
WLH
$4.33M ﹤0.01%
186,678
-8,233
-4% -$213K
JPC icon
1772
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$4.31M ﹤0.01%
462,029
-147,195
-24% -$1.44M
TGI
1773
DELISTED
Triumph Group
TGI
$4.31M ﹤0.01%
219,766
-78,394
-26% -$1.81M
ATHN
1774
DELISTED
Athenahealth, Inc.
ATHN
$4.31M ﹤0.01%
27,067
+1,540
+6% +$228K
JHG
1775
DELISTED
Janus Henderson
JHG
$4.3M ﹤0.01%
139,828
-29,810
-18% -$954K
69 70
71
72 73

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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 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.