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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
HAPN
2926
Happen Inc
HAPN
$2.21B
$459K ﹤0.01%
24,248
+8,408
+53% +$142K
MRT
2927
DELISTED
MedEquities Realty Trust, Inc.
MRT
$458K ﹤0.01%
41,568
-73,593
-64% -$760K
DFP
2928
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$427M
$455K ﹤0.01%
+19,415
New +$457K
ORBC
2929
DELISTED
ORBCOMM, Inc.
ORBC
$455K ﹤0.01%
45,031
+4,849
+12% +$46.2K
AOI
2930
DELISTED
Alliance One International
AOI
$453K ﹤0.01%
+28,585
New +$595K
CSII
2931
DELISTED
Cardiovascular Systems, Inc.
CSII
$451K ﹤0.01%
13,961
-7,401
-35% -$204K
MPAA icon
2932
Motorcar Parts of America
MPAA
$254M
$450K ﹤0.01%
24,067
+8,213
+52% +$171K
OPCH icon
2933
Option Care Health
OPCH
$3.45B
$447K ﹤0.01%
38,103
+4,599
+14% +$48.2K
EMWP
2934
DELISTED
Eros Media World PLC
EMWP
$443K ﹤0.01%
1,704
+678
+66% +$167K
EVN
2935
Eaton Vance Municipal Income Trust
EVN
$414M
$442K ﹤0.01%
37,295
+1,909
+5% +$22.4K
GRBK icon
2936
Green Brick Partners
GRBK
$3.04B
$439K ﹤0.01%
+44,771
New +$490K
EVT icon
2937
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.1B
$438K ﹤0.01%
19,045
-102
-0.5% -$2.31K
AAMI
2938
Acadian Asset Management
AAMI
$3.08B
$437K ﹤0.01%
30,637
+3,664
+14% +$56.1K
BELFB
2939
Bel Fuse Inc Class B
BELFB
$3.87B
$434K ﹤0.01%
20,783
-9,431
-31% -$191K
IWP icon
2940
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$433K ﹤0.01%
6,830
-56
-0.8% -$3.52K
INAP
2941
DELISTED
Internap Corporation
INAP
$433K ﹤0.01%
41,559
+5,882
+16% +$67K
MIN
2942
Aberdeen Intermediate Income Fund
MIN
$274M
$431K ﹤0.01%
111,693
-11,104
-9% -$43K
BKN
2943
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$427K ﹤0.01%
30,361
+635
+2% +$8.74K
CRNT icon
2944
Ceragon Networks
CRNT
$197M
$418K ﹤0.01%
117,104
+7,368
+7% +$22.9K
GBLI icon
2945
Global Indemnity Group
GBLI
$402M
$418K ﹤0.01%
10,712
-493
-4% -$19.6K
PCSB
2946
DELISTED
PCSB Financial Corporation
PCSB
$415K ﹤0.01%
20,864
-2,185
-9% -$44.4K
SENEA icon
2947
Seneca Foods Class A
SENEA
$1.12B
$414K ﹤0.01%
15,343
-11,477
-43% -$322K
GLRE icon
2948
Greenlight Captial
GLRE
$552M
$413K ﹤0.01%
29,094
-36,720
-56% -$559K
FBNK
2949
DELISTED
First Connecticut Bancorp, Inc
FBNK
$413K ﹤0.01%
13,493
-4,958
-27% -$131K
MEET
2950
DELISTED
The Meet Group, Inc. Common Stock
MEET
$413K ﹤0.01%
92,292
+45,951
+99% +$145K
116 117
118
119 120

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AF
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MCM
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PSUF
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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.