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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
JPI
2401
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$1.74M ﹤0.01%
75,248
-3,192
-4% -$75.7K
AYX
2402
DELISTED
Alteryx Inc
AYX
$1.74M ﹤0.01%
45,548
+15,151
+50% +$529K
MNTA
2403
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.73M ﹤0.01%
84,336
+5,499
+7% +$118K
WIN
2404
DELISTED
Windstream Holdings Inc
WIN
$1.72M ﹤0.01%
326,512
+25,970
+9% +$182K
RDNT icon
2405
RadNet
RDNT
$5.02B
$1.72M ﹤0.01%
114,421
-21,794
-16% -$296K
ACR
2406
ACRES Commercial Realty
ACR
$124M
$1.71M ﹤0.01%
+55,970
New +$1.69M
CAI
2407
DELISTED
CAI International, Inc.
CAI
$1.71M ﹤0.01%
73,522
-37,484
-34% -$871K
TYPE
2408
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.71M ﹤0.01%
84,041
+12,258
+17% +$269K
ROCK icon
2409
Gibraltar Industries
ROCK
$1.25B
$1.7M ﹤0.01%
45,387
+1,834
+4% +$68.1K
BWG
2410
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$1.7M ﹤0.01%
148,987
+1,070
+0.7% +$13K
XOG
2411
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.7M ﹤0.01%
115,505
-19,091
-14% -$276K
FORR icon
2412
Forrester Research
FORR
$223M
$1.7M ﹤0.01%
40,396
+1,342
+3% +$57.5K
ITG
2413
DELISTED
Investment Technology Group Inc
ITG
$1.69M ﹤0.01%
80,866
-11,234
-12% -$240K
EGL
2414
DELISTED
Engility Holdings, Inc.
EGL
$1.69M ﹤0.01%
55,146
+3,936
+8% +$112K
TERP
2415
DELISTED
TerraForm Power, Inc
TERP
$1.69M ﹤0.01%
144,318
+47,744
+49% +$533K
ZGNX
2416
DELISTED
Zogenix, Inc.
ZGNX
$1.68M ﹤0.01%
38,105
+2,627
+7% +$108K
OCLR
2417
DELISTED
Oclaro Inc.
OCLR
$1.67M ﹤0.01%
187,500
-20,090
-10% -$176K
BLX icon
2418
Bladex Inc
BLX
$2.2B
$1.67M ﹤0.01%
67,998
-7,344
-10% -$200K
TLYS icon
2419
Tilly's
TLYS
$116M
$1.67M ﹤0.01%
110,304
+54,744
+99% +$696K
AMPY icon
2420
Amplify Energy
AMPY
$161M
$1.67M ﹤0.01%
122,725
+18,480
+18% +$250K
CATM
2421
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$1.67M ﹤0.01%
68,882
-57,816
-46% -$1.5M
TBRG
2422
DELISTED
TruBridge
TBRG
$1.67M ﹤0.01%
50,597
+13
+0% +$409
BMI icon
2423
Badger Meter
BMI
$3.89B
$1.65M ﹤0.01%
36,927
+1,452
+4% +$64.3K
HLIT icon
2424
Harmonic Inc
HLIT
$1.25B
$1.65M ﹤0.01%
387,438
-17,121
-4% -$67.2K
CVEO icon
2425
Civeo
CVEO
$345M
$1.64M ﹤0.01%
31,361
+862
+3% +$39.1K
95 96
97
98 99

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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.