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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
EARN
2851
Ellington Residential Mortgage REIT
EARN
$162M
$567K ﹤0.01%
52,055
+4,118
+9% +$46.3K
VB icon
2852
Vanguard Morningstar Small-Cap ETF
VB
$79.5B
$565K ﹤0.01%
3,629
+582
+19% +$89K
TLGT
2853
DELISTED
Teligent, Inc
TLGT
$564K ﹤0.01%
16,315
-1,209
-7% -$38K
RBBN icon
2854
Ribbon Communications
RBBN
$377M
$563K ﹤0.01%
79,016
-36,746
-32% -$215K
HZN
2855
DELISTED
Horizon Global Corporation
HZN
$563K ﹤0.01%
94,477
-7,018
-7% -$48.4K
CDNA icon
2856
CareDx
CDNA
$2.26B
$562K ﹤0.01%
+45,920
New +$527K
IBB icon
2857
iShares Biotechnology ETF
IBB
$9.34B
$558K ﹤0.01%
5,083
+52
+1% +$5.56K
SCOR icon
2858
Comscore
SCOR
$106M
$558K ﹤0.01%
1,279
-65
-5% -$30.6K
CCRN
2859
DELISTED
Cross Country Healthcare
CCRN
$552K ﹤0.01%
49,079
+1,313
+3% +$15.7K
CASS icon
2860
Cass Information Systems
CASS
$714M
$547K ﹤0.01%
9,538
+1,847
+24% +$97K
RFP
2861
DELISTED
Resolute Forest Products Inc.
RFP
$547K ﹤0.01%
+52,871
New +$531K
ACBI
2862
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$546K ﹤0.01%
+27,786
New +$557K
NVEC icon
2863
NVE Corp
NVEC
$562M
$544K ﹤0.01%
4,466
+700
+19% +$69.9K
SBOW
2864
DELISTED
SilverBow Resources, Inc.
SBOW
$543K ﹤0.01%
18,804
+19
+0.1% +$558
INST
2865
DELISTED
Instructure, Inc.
INST
$543K ﹤0.01%
12,763
-27,827
-69% -$1.17M
CIVI
2866
DELISTED
Civitas Solutions, Inc.
CIVI
$542K ﹤0.01%
33,079
+5,637
+21% +$87.4K
ARCO icon
2867
Arcos Dorados Holdings
ARCO
$1.72B
$541K ﹤0.01%
80,081
-1,791,071
-96% -$14.1M
BSTC
2868
DELISTED
BioSpecifics Technologies Corp.
BSTC
$537K ﹤0.01%
11,968
+2,633
+28% +$113K
SFS
2869
DELISTED
Smart & Final Stores, Inc.
SFS
$535K ﹤0.01%
96,387
-23,169
-19% -$117K
BAS
2870
DELISTED
Basis Energy Services, Inc.
BAS
$535K ﹤0.01%
48,190
-16,913
-26% -$238K
ICHR icon
2871
Ichor Holdings
ICHR
$2.62B
$532K ﹤0.01%
25,075
-17,368
-41% -$415K
KODK icon
2872
Kodak
KODK
$822M
$531K ﹤0.01%
139,619
+6,145
+5% +$31.1K
MGNX icon
2873
MacroGenics
MGNX
$235M
$530K ﹤0.01%
25,678
+3,274
+15% +$73.7K
BATRK icon
2874
Atlanta Braves Holdings Series B
BATRK
$3.26B
$527K ﹤0.01%
20,372
+633
+3% +$15.3K
EPOL icon
2875
iShares MSCI Poland ETF
EPOL
$700M
$527K ﹤0.01%
24,215
+400
+2% +$9.63K
113 114
115
116 117

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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.