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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
RGNX icon
2026
Regenxbio
RGNX
$620M
$3.1M ﹤0.01%
+43,142
New +$2.06M
AABA
2027
DELISTED
Altaba Inc
AABA
$3.1M ﹤0.01%
42,277
-18,272
-30% -$1.37M
TIER
2028
DELISTED
TIER REIT, Inc.
TIER
$3.09M ﹤0.01%
129,881
-37,411
-22% -$779K
CCS icon
2029
Century Communities
CCS
$1.91B
$3.09M ﹤0.01%
97,843
-33,324
-25% -$1.02M
PHH
2030
DELISTED
PHH Corporation
PHH
$3.07M ﹤0.01%
282,957
+22,072
+8% +$237K
KLIC icon
2031
Kulicke & Soffa
KLIC
$4.67B
$3.07M ﹤0.01%
128,801
-6,481
-5% -$154K
NUAN
2032
DELISTED
Nuance Communications, Inc.
NUAN
$3.07M ﹤0.01%
255,085
-2,405
-0.9% -$29.9K
SPN
2033
DELISTED
Superior Energy Services, Inc.
SPN
$3.07M ﹤0.01%
31,479
+7,559
+32% +$775K
RDUS
2034
DELISTED
Radius Recycling
RDUS
$3.06M ﹤0.01%
90,869
+20,567
+29% +$656K
HNI icon
2035
HNI Corp
HNI
$3.24B
$3.06M ﹤0.01%
82,243
+7,048
+9% +$257K
FSS icon
2036
Federal Signal
FSS
$7.63B
$3.05M ﹤0.01%
131,066
+7,121
+6% +$166K
PDLI
2037
DELISTED
PDL BioPharma, Inc.
PDLI
$3.04M ﹤0.01%
1,300,877
-418,408
-24% -$1.17M
IPAR icon
2038
Interparfums
IPAR
$3.99B
$3.04M ﹤0.01%
56,799
+2,871
+5% +$146K
BPFH
2039
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.03M ﹤0.01%
190,323
+12,086
+7% +$199K
SAVE
2040
DELISTED
Spirit Airlines, Inc.
SAVE
$3.02M ﹤0.01%
83,207
-6,244
-7% -$231K
KFRC icon
2041
Kforce
KFRC
$1.02B
$3.01M ﹤0.01%
87,886
+10,156
+13% +$320K
CHU
2042
DELISTED
China Unicom (HONG KONG) Limited
CHU
$3.01M ﹤0.01%
240,881
+44,990
+23% +$603K
AGIO icon
2043
Agios Pharmaceuticals
AGIO
$1.79B
$3.01M ﹤0.01%
35,744
+10,958
+44% +$956K
TCMD icon
2044
Tactile Systems Technology
TCMD
$635M
$3M ﹤0.01%
57,714
+36,338
+170% +$1.58M
UVSP icon
2045
Univest Financial
UVSP
$1.22B
$3M ﹤0.01%
109,111
+11,491
+12% +$330K
MDRX
2046
DELISTED
Veradigm Inc. Common Stock
MDRX
$3M ﹤0.01%
250,119
-122,210
-33% -$1.51M
SMI
2047
DELISTED
Semiconductor Manufacturing Intl
SMI
$3M ﹤0.01%
461,689
+66,073
+17% +$440K
PMO
2048
Franklin Municipal Opportunities Trust
PMO
$280M
$3M ﹤0.01%
256,428
+69,052
+37% +$804K
STBA icon
2049
S&T Bancorp
STBA
$1.84B
$2.97M ﹤0.01%
68,770
+2,905
+4% +$127K
GPT
2050
DELISTED
Gramercy Property Trust
GPT
$2.97M ﹤0.01%
108,863
+29,966
+38% +$767K
80 81
82
83 84

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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.