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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
RMBS icon
2176
Rambus
RMBS
$9.87B
$2.55M ﹤0.01%
203,383
+13,128
+7% +$177K
BMCH
2177
DELISTED
BMC Stock Holdings, Inc
BMCH
$2.55M ﹤0.01%
122,130
-987
-0.8% -$19.6K
EMLP icon
2178
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$2.54M ﹤0.01%
109,302
+5,150
+5% +$116K
RGR icon
2179
Sturm, Ruger & Co
RGR
$594M
$2.54M ﹤0.01%
45,285
+10,737
+31% +$626K
VKTX icon
2180
Viking Therapeutics
VKTX
$3.7B
$2.54M ﹤0.01%
267,247
+196,151
+276% +$1.3M
KMG
2181
DELISTED
KMG Chemicals Inc
KMG
$2.53M ﹤0.01%
34,350
-1,869
-5% -$126K
GLUU
2182
DELISTED
Glu Mobile Inc.
GLUU
$2.53M ﹤0.01%
394,593
+264,364
+203% +$1.38M
CUB
2183
DELISTED
Cubic Corporation
CUB
$2.52M ﹤0.01%
39,301
-14,107
-26% -$940K
ISCA
2184
DELISTED
International Speedway Corp
ISCA
$2.52M ﹤0.01%
56,419
+2,894
+5% +$122K
P
2185
Everpure Inc
P
$25.7B
$2.52M ﹤0.01%
105,391
-17,398
-14% -$383K
LTXB
2186
DELISTED
LegacyTexas Financial Group Inc
LTXB
$2.52M ﹤0.01%
64,505
+9,340
+17% +$395K
SOHU
2187
Sohu.com
SOHU
$362M
$2.51M ﹤0.01%
70,776
-41,399
-37% -$1.49M
DDD icon
2188
3D Systems Corp
DDD
$431M
$2.51M ﹤0.01%
181,746
+39,993
+28% +$496K
ESNT icon
2189
Essent Group
ESNT
$6.08B
$2.51M ﹤0.01%
70,051
-33,012
-32% -$1.2M
NTUS
2190
DELISTED
Natus Medical Inc
NTUS
$2.5M ﹤0.01%
72,587
-1,766
-2% -$61.9K
ONIT
2191
Onity Group
ONIT
$309M
$2.5M ﹤0.01%
42,014
-1,458
-3% -$95.7K
PBYI icon
2192
Puma Biotechnology
PBYI
$404M
$2.48M ﹤0.01%
41,856
+9,475
+29% +$549K
RGEN icon
2193
Repligen
RGEN
$7.96B
$2.48M ﹤0.01%
52,621
+8,435
+19% +$347K
CORT icon
2194
Corcept Therapeutics
CORT
$12.4B
$2.46M ﹤0.01%
156,368
-43,377
-22% -$755K
WSBC icon
2195
WesBanco
WSBC
$3.97B
$2.46M ﹤0.01%
54,527
+3,998
+8% +$181K
KOS icon
2196
Kosmos Energy
KOS
$1.6B
$2.45M ﹤0.01%
296,500
+19,156
+7% +$140K
MBUU icon
2197
Malibu Boats
MBUU
$541M
$2.45M ﹤0.01%
58,435
+18,507
+46% +$738K
HTD
2198
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$913M
$2.45M ﹤0.01%
+104,768
New +$2.34M
MGP
2199
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.45M ﹤0.01%
80,382
-11,788
-13% -$340K
AD
2200
Array Digital Infrastructure
AD
$3.01B
$2.44M ﹤0.01%
66,019
+222
+0.3% +$8.42K
86 87
88
89 90

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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.