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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
BMRC icon
2776
Bank of Marin Bancorp
BMRC
$472M
$708K ﹤0.01%
17,514
+3,616
+26% +$138K
ROAD icon
2777
Construction Partners
ROAD
$5.84B
$706K ﹤0.01%
+53,633
New +$676K
LQDT icon
2778
Liquidity Services
LQDT
$1.22B
$704K ﹤0.01%
107,530
-21,832
-17% -$133K
SWBI icon
2779
Smith & Wesson
SWBI
$651M
$704K ﹤0.01%
76,086
-19,475
-20% -$175K
CII icon
2780
BlackRock Enhanced Captial and Income Fund
CII
$988M
$703K ﹤0.01%
43,358
-75,807
-64% -$1.22M
CNXN icon
2781
PC Connection
CNXN
$2.11B
$703K ﹤0.01%
21,188
-4,816
-19% -$141K
KTOS icon
2782
Kratos Defense & Security Solutions
KTOS
$8.74B
$702K ﹤0.01%
61,022
-36,732
-38% -$405K
KE
2783
Kimball Electronics
KE
$595M
$699K ﹤0.01%
38,195
+11,922
+45% +$213K
IJK icon
2784
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$696K ﹤0.01%
12,380
+3,784
+44% +$211K
ARGX icon
2785
argenx
ARGX
$54.6B
$694K ﹤0.01%
8,378
+436
+5% +$39K
YORW icon
2786
York Water
YORW
$502M
$694K ﹤0.01%
21,823
+418
+2% +$13.4K
AT
2787
DELISTED
Atlantic Power Corporation
AT
$691K ﹤0.01%
313,875
+41,635
+15% +$91.5K
TVRD
2788
Tvardi Therapeutics
TVRD
$19.7M
$685K ﹤0.01%
993
+6
+0.6% +$3.05K
AAIC
2789
DELISTED
Arlington Asset Investment Corp.
AAIC
$684K ﹤0.01%
66,351
-5,919
-8% -$66K
AVHI
2790
DELISTED
A V Homes, Inc.
AVHI
$684K ﹤0.01%
31,985
+11,196
+54% +$213K
POWL icon
2791
Powell Industries
POWL
$7.6B
$677K ﹤0.01%
58,320
-2,358
-4% -$26K
RCM
2792
DELISTED
R1 RCM Inc. Common Stock
RCM
$677K ﹤0.01%
77,988
+52,379
+205% +$424K
KLDX
2793
DELISTED
KLONDEX MINES LTD
KLDX
$675K ﹤0.01%
292,097
+108,996
+60% +$265K
LGF.A
2794
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$672K ﹤0.01%
27,074
-6,511
-19% -$161K
TXMD icon
2795
TherapeuticsMD
TXMD
$23.5M
$671K ﹤0.01%
2,151
-87
-4% -$26.6K
UNVR
2796
DELISTED
Univar Solutions Inc.
UNVR
$667K ﹤0.01%
25,406
-15,721
-38% -$434K
CNBKA
2797
DELISTED
Century Bancorp Inc/Mass
CNBKA
$665K ﹤0.01%
8,707
+96
+1% +$7.58K
FPRX
2798
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$665K ﹤0.01%
42,067
+6,517
+18% +$114K
MDXG icon
2799
MiMedx Group
MDXG
$602M
$663K ﹤0.01%
103,687
-7,007
-6% -$49.9K
CERS icon
2800
Cerus
CERS
$433M
$660K ﹤0.01%
98,932
-1,916
-2% -$11.8K
110 111
112
113 114

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.