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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
CGI
3326
DELISTED
Celadon Group Inc
CGI
$37K ﹤0.01%
12,210
-9,453
-44% -$32.6K
AGEN
3327
Agenus
AGEN
$329M
$33K ﹤0.01%
730
-101
-12% -$6.81K
VTVT icon
3328
vTv Therapeutics
VTVT
$129M
$33K ﹤0.01%
+543
New +$40.1K
IMDX
3329
Insight Molecular Diagnostics
IMDX
$149M
$32K ﹤0.01%
+630
New +$31K
DRRX
3330
DELISTED
DURECT Corp
DRRX
$31K ﹤0.01%
+1,962
New +$40.2K
BBOX
3331
DELISTED
Black Box Corp
BBOX
$31K ﹤0.01%
+15,316
New +$33.6K
ATHX
3332
DELISTED
Athersys, Inc. Common Stock
ATHX
$28K ﹤0.01%
570
+8
+1% +$436
ALSK
3333
DELISTED
Alaska Communications Systems
ALSK
$26K ﹤0.01%
14,731
+1,244
+9% +$2.04K
MUX icon
3334
McEwen Inc
MUX
$1.06B
$24K ﹤0.01%
1,179
-172
-13% -$3.67K
ANW
3335
DELISTED
Aegean Marine Petroleum Network
ANW
$18K ﹤0.01%
27,074
-374,261
-93% -$828K
JONE
3336
DELISTED
Jones Energy, Inc.
JONE
$7K ﹤0.01%
926
-263
-22% -$2.99K
AAXJ icon
3337
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
– –
-301,197
Closed -$23.4M
ACGLO icon
3338
Arch Capital Group
ACGLO
$258M
– –
-27,840
Closed -$683K
ACV
3339
Virtus Diversified Income & Convertible Fund
ACV
$277M
– –
-18,373
Closed -$417K
AGRO icon
3340
Adecoagro
AGRO
$1.47B
– –
-592,407
Closed -$4.46M
AKO.A icon
3341
Embotelladora Andina Series A
AKO.A
$3.58B
– –
-25,332
Closed -$646K
ALL.PRB icon
3342
Allstate Corp 5.100% Fixed-To-Floating Rate Subordinated Debentures due 2053
ALL.PRB
$511M
– –
-9,972
Closed -$266K
ALTO icon
3343
Alto Ingredients
ALTO
$358M
– –
-22,620
Closed -$68K
ATEX icon
3344
Anterix
ATEX
$1.82B
– –
-8,466
Closed -$253K
AXS.PRE icon
3345
AXIS Capital Holdings Ltd Series E
AXS.PRE
$415M
– –
-21,226
Closed -$522K
AXTI icon
3346
AXT Inc
AXTI
$3.07B
– –
-15,881
Closed -$115K
BH icon
3347
Biglari Holdings Class B
BH
$1.25B
– –
-5,816
Closed -$1.58M
BMA icon
3348
Banco Macro
BMA
$6.02B
– –
-35,387
Closed -$3.82M
BRW
3349
Saba Capital Income & Opportunities Fund
BRW
$342M
– –
-21,010
Closed -$219K
CLDX icon
3350
Celldex Therapeutics
CLDX
$3.02B
– –
-3,733
Closed -$130K
132 133
134
135 136

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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.