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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
AKS
2451
DELISTED
AK Steel Holding Corp
AKS
$1.57M ﹤0.01%
361,300
+62,092
+21% +$284K
COLL icon
2452
Collegium Pharmaceutical
COLL
$1.15B
$1.56M ﹤0.01%
65,450
-29,094
-31% -$715K
SPOT icon
2453
Spotify
SPOT
$103B
$1.56M ﹤0.01%
+9,273
New +$1.48M
TNDM icon
2454
Tandem Diabetes Care
TNDM
$1.34B
$1.56M ﹤0.01%
+70,787
New +$870K
MRTX
2455
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.55M ﹤0.01%
+31,511
New +$1.19M
AMJ
2456
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$1.55M ﹤0.01%
+58,389
New +$1.53M
SUBC
2457
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.55M ﹤0.01%
97,889
-608
-0.6% -$9.62K
HCI icon
2458
HCI Group
HCI
$2.23B
$1.55M ﹤0.01%
37,222
+1,531
+4% +$63.4K
CLVS
2459
DELISTED
Clovis Oncology, Inc.
CLVS
$1.55M ﹤0.01%
34,030
-1,726
-5% -$83.9K
ATRC icon
2460
AtriCure
ATRC
$1.92B
$1.55M ﹤0.01%
+57,149
New +$1.34M
TPCO
2461
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.55M ﹤0.01%
89,468
-1,237
-1% -$21.6K
OPTU
2462
Optimum Communications Inc
OPTU
$298M
$1.54M ﹤0.01%
90,411
+37,381
+70% +$690K
STAA icon
2463
STAAR Surgical
STAA
$1.21B
$1.54M ﹤0.01%
+49,717
New +$1.16M
PSDO
2464
DELISTED
Presidio, Inc. Common Stock
PSDO
$1.53M ﹤0.01%
117,037
+14,566
+14% +$212K
QNST icon
2465
QuinStreet
QNST
$890M
$1.53M ﹤0.01%
120,239
+29,014
+32% +$365K
WIRE
2466
DELISTED
Encore Wire Corp
WIRE
$1.52M ﹤0.01%
32,067
-5,733
-15% -$292K
AZZ icon
2467
AZZ Inc
AZZ
$4.35B
$1.51M ﹤0.01%
34,799
+5,540
+19% +$246K
GDS icon
2468
GDS Holdings
GDS
$6.56B
$1.51M ﹤0.01%
+37,572
New +$1.29M
MSEX icon
2469
Middlesex Water
MSEX
$1.08B
$1.5M ﹤0.01%
35,611
+2,136
+6% +$88.5K
IRT icon
2470
Independence Realty Trust
IRT
$3.92B
$1.5M ﹤0.01%
145,563
+7,127
+5% +$68.6K
OEC icon
2471
Orion
OEC
$381M
$1.5M ﹤0.01%
48,497
+36,043
+289% +$1.05M
PFSI icon
2472
PennyMac Financial
PFSI
$3.92B
$1.49M ﹤0.01%
75,741
-25,267
-25% -$527K
TTEC icon
2473
TTEC Holdings
TTEC
$121M
$1.49M ﹤0.01%
43,074
-14,035
-25% -$476K
SPOK icon
2474
Spok Holdings
SPOK
$228M
$1.49M ﹤0.01%
98,717
+9,306
+10% +$140K
FFA
2475
First Trust Enhanced Equity Income Fund
FFA
$450M
$1.48M ﹤0.01%
94,065
-7,141
-7% -$110K
97 98
99
100 101

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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.