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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
ONDK
3151
DELISTED
On Deck Capital, Inc.
ONDK
$224K ﹤0.01%
31,937
-198
-0.6% -$1.22K
BREW
3152
DELISTED
Craft Brew Alliance, Inc.
BREW
$224K ﹤0.01%
10,842
-2,910
-21% -$56.8K
ORM
3153
DELISTED
Owens Realty Mortgage, Inc.
ORM
$224K ﹤0.01%
13,415
-789
-6% -$12.6K
ADUS icon
3154
Addus HomeCare
ADUS
$2.17B
$223K ﹤0.01%
+3,900
New +$213K
ZYNE
3155
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
$223K ﹤0.01%
22,845
+4,258
+23% +$43.6K
NEX
3156
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$223K ﹤0.01%
16,321
-14,967
-48% -$224K
IVOO icon
3157
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$222K ﹤0.01%
+3,374
New +$220K
WEYS icon
3158
Weyco Group
WEYS
$376M
$222K ﹤0.01%
6,112
-24
-0.4% -$851
FFWM
3159
DELISTED
First Foundation Inc
FFWM
$220K ﹤0.01%
11,880
-6,476
-35% -$123K
GAIN icon
3160
Gladstone Investment Corp
GAIN
$653M
$220K ﹤0.01%
18,686
– –
EGIO
3161
DELISTED
Edgio, Inc. Common Stock
EGIO
$220K ﹤0.01%
1,229
+207
+20% +$40.1K
REVG
3162
DELISTED
REV Group
REVG
$219K ﹤0.01%
+12,847
New +$228K
HMY icon
3163
Harmony Gold Mining
HMY
$9.68B
$217K ﹤0.01%
138,948
+46,578
+50% +$87.1K
DAKT icon
3164
Daktronics
DAKT
$939M
$216K ﹤0.01%
25,370
-35,187
-58% -$315K
VTWO icon
3165
Vanguard Russell 2000 ETF
VTWO
$17.3B
$213K ﹤0.01%
+3,242
New +$208K
HBM icon
3166
Hudbay
HBM
$9.95B
$211K ﹤0.01%
37,691
+5,704
+18% +$38.8K
BTO
3167
John Hancock Financial Opportunities Fund
BTO
$808M
$210K ﹤0.01%
5,646
+90
+2% +$3.49K
ELP
3168
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$210K ﹤0.01%
94,150
-173,103
-65% -$467K
TSC
3169
DELISTED
TriState Capital Holdings, Inc.
TSC
$210K ﹤0.01%
8,060
-3,517
-30% -$89.1K
OPTN
3170
DELISTED
OptiNose
OPTN
$209K ﹤0.01%
+499
New +$168K
TPB icon
3171
Turning Point Brands
TPB
$1.49B
$209K ﹤0.01%
+6,556
New +$163K
BOJA
3172
DELISTED
Bojangles', Inc. Common Stock
BOJA
$208K ﹤0.01%
14,472
+52
+0.4% +$767
ARNA
3173
DELISTED
Arena Pharmaceuticals Inc
ARNA
$207K ﹤0.01%
+4,747
New +$204K
EVG
3174
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$206K ﹤0.01%
15,800
-1,486
-9% -$19.7K
BHB icon
3175
Bar Harbor Bankshares
BHB
$658M
$205K ﹤0.01%
+6,758
New +$201K
125 126
127
128 129

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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.