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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
XELA
3251
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$135K ﹤0.01%
+2
New +$116K
EVC icon
3252
Entravision Communication
EVC
$1.07B
$134K ﹤0.01%
26,867
-31,521
-54% -$145K
LRMR icon
3253
Larimar Therapeutics
LRMR
$397M
$134K ﹤0.01%
1,089
-55
-5% -$4.67K
MITL
3254
DELISTED
Mitel Networks Corporation
MITL
$130K ﹤0.01%
+11,870
New +$127K
CIA icon
3255
Citizens
CIA
$246M
$124K ﹤0.01%
15,939
+583
+4% +$4.49K
AXIA.PR
3256
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$124K ﹤0.01%
35,468
+848
+2% +$4.62K
MBTF
3257
DELISTED
MBT Financial Corporation
MBTF
$124K ﹤0.01%
+11,685
New +$123K
HTT
3258
High Templar Tech Ltd
HTT
$379M
$123K ﹤0.01%
13,849
+1,383
+11% +$13.9K
VWTR
3259
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$123K ﹤0.01%
10,536
-3,932
-27% -$44.9K
ZIXI
3260
DELISTED
Zix Corporation
ZIXI
$123K ﹤0.01%
22,736
+3,716
+20% +$19.1K
ICON
3261
DELISTED
Iconix Brand Group, Inc.
ICON
$123K ﹤0.01%
21,043
-2,562
-11% -$19.9K
QMCO icon
3262
Quantum Corp
QMCO
$443M
$122K ﹤0.01%
2,772
-314
-10% -$21.1K
AAC
3263
DELISTED
AAC Holdings
AAC
$122K ﹤0.01%
+12,988
New +$142K
AKAO
3264
DELISTED
Achaogen Inc
AKAO
$118K ﹤0.01%
+13,591
New +$166K
MDLY
3265
DELISTED
Medley Management Inc
MDLY
$117K ﹤0.01%
3,289
-4,254
-56% -$203K
FLNT
3266
Fluent
FLNT
$104M
$116K ﹤0.01%
7,914
+1,533
+24% +$25K
GLDD
3267
DELISTED
Great Lakes Dredge & Dock
GLDD
$115K ﹤0.01%
21,947
-1,794
-8% -$8.84K
ICD
3268
DELISTED
Independence Contract Drilling, Inc.
ICD
$113K ﹤0.01%
1,372
+23
+2% +$1.98K
PVLA
3269
Palvella Therapeutics
PVLA
$2.15B
$111K ﹤0.01%
274
-1,465
-84% -$697K
ARC
3270
DELISTED
ARC Document Solutions, Inc.
ARC
$111K ﹤0.01%
62,458
+43,034
+222% +$89.7K
AFH
3271
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
$110K ﹤0.01%
+12,628
New +$134K
PRPL icon
3272
Purple Innovation
PRPL
$31.6M
$108K ﹤0.01%
+508
New +$106K
ACTA
3273
DELISTED
Actua Corp
ACTA
$108K ﹤0.01%
107,782
-2,698
-2% -$2.7K
MCHX icon
3274
Marchex
MCHX
$78M
$106K ﹤0.01%
34,646
-8,507
-20% -$23.8K
TRVN
3275
DELISTED
Trevena, Inc.
TRVN
$106K ﹤0.01%
118
+1
+0.9% +$1.1K
129 130
131
132 133

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MCM
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PSUF
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SCC
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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.