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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
GKOS icon
3026
Glaukos
GKOS
$9.83B
$337K ﹤0.01%
8,292
-13,614
-62% -$484K
CODI icon
3027
Compass Diversified
CODI
$762M
$336K ﹤0.01%
+19,422
New +$319K
VNDA icon
3028
Vanda Pharmaceuticals
VNDA
$304M
$336K ﹤0.01%
+17,619
New +$295K
EHIC
3029
DELISTED
eHi Car Services Limited
EHIC
$335K ﹤0.01%
25,814
+2,317
+10% +$30.5K
FEM icon
3030
First Trust Emerging Markets AlphaDEX Fund
FEM
$739M
$334K ﹤0.01%
+12,897
New +$363K
NSTG
3031
DELISTED
NanoString Technologies, Inc.
NSTG
$334K ﹤0.01%
24,444
+8,115
+50% +$92.8K
PROV icon
3032
Provident Financial
PROV
$111M
$333K ﹤0.01%
17,464
-35
-0.2% -$643
NTLA icon
3033
Intellia Therapeutics
NTLA
$1.49B
$331K ﹤0.01%
+12,107
New +$293K
VCRA
3034
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$330K ﹤0.01%
11,043
-27,587
-71% -$732K
NTGN
3035
DELISTED
Neon Therapeutics, Inc. Common Stock
NTGN
$328K ﹤0.01%
+26,000
New +$356K
PENG
3036
Penguin Solutions Inc
PENG
$2.7B
$327K ﹤0.01%
20,544
+10,690
+108% +$229K
SFE
3037
DELISTED
Safeguard Scientifics, Inc.
SFE
$326K ﹤0.01%
25,465
+956
+4% +$12.3K
OSB
3038
DELISTED
Norbord Inc.
OSB
$326K ﹤0.01%
7,922
+625
+9% +$25.7K
BYM
3039
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$321K ﹤0.01%
+24,748
New +$324K
NNBR icon
3040
NN Inc
NNBR
$254M
$321K ﹤0.01%
+17,002
New +$366K
TUES
3041
DELISTED
Tuesday Morning Corp
TUES
$320K ﹤0.01%
104,886
+3,849
+4% +$12.4K
BSRR icon
3042
Sierra Bancorp
BSRR
$529M
$319K ﹤0.01%
11,298
+2,477
+28% +$69.9K
CDXS icon
3043
Codexis
CDXS
$151M
$318K ﹤0.01%
22,098
+6,832
+45% +$89.1K
KVHI icon
3044
KVH Industries
KVHI
$182M
$317K ﹤0.01%
23,645
-241
-1% -$2.69K
AVP
3045
DELISTED
Avon Products, Inc.
AVP
$315K ﹤0.01%
194,400
-809,911
-81% -$1.71M
IDT icon
3046
IDT Corp
IDT
$1.63B
$314K ﹤0.01%
55,854
+3,687
+7% +$21.1K
WHD icon
3047
Cactus
WHD
$5.21B
$313K ﹤0.01%
+9,267
New +$287K
BHBK
3048
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$312K ﹤0.01%
14,039
+1,124
+9% +$23.6K
GIFI
3049
DELISTED
Gulf Island Fabrication
GIFI
$311K ﹤0.01%
34,560
+2,918
+9% +$27.9K
ROKU icon
3050
Roku
ROKU
$21.5B
$310K ﹤0.01%
+7,267
New +$265K
120 121
122
123 124

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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.