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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
SGMO
2376
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.83M ﹤0.01%
129,180
-54,536
-30% -$906K
LTM
2377
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$1.83M ﹤0.01%
185,255
-523,544
-74% -$7.03M
FCB
2378
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.82M ﹤0.01%
31,001
-556
-2% -$32.6K
MGU
2379
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$1.8M ﹤0.01%
79,815
+7,924
+11% +$179K
THFF icon
2380
First Financial Corp
THFF
$958M
$1.79M ﹤0.01%
39,511
+5,118
+15% +$224K
UPLD icon
2381
Upland Software
UPLD
$12.8M
$1.79M ﹤0.01%
5,196
+2,603
+100% +$816K
GGB icon
2382
Gerdau
GGB
$9.74B
$1.78M ﹤0.01%
635,471
-1,337,315
-68% -$4.66M
CTRE icon
2383
CareTrust REIT
CTRE
$9.91B
$1.78M ﹤0.01%
106,794
+29,001
+37% +$436K
THD icon
2384
iShares MSCI Thailand ETF
THD
$369M
$1.78M ﹤0.01%
21,648
+1,578
+8% +$149K
CRMT icon
2385
America's Car Mart
CRMT
$26.6M
$1.77M ﹤0.01%
28,622
+6,015
+27% +$347K
LKFN icon
2386
Lakeland Financial Corp
LKFN
$1.56B
$1.77M ﹤0.01%
36,772
-9,853
-21% -$479K
FISI icon
2387
Financial Institutions
FISI
$816M
$1.77M ﹤0.01%
53,841
-23,391
-30% -$750K
VDE icon
2388
Vanguard Energy ETF
VDE
$10.1B
$1.77M ﹤0.01%
16,856
+1,601
+10% +$164K
CHEF icon
2389
Chefs' Warehouse
CHEF
$4.71B
$1.77M ﹤0.01%
62,084
+12,873
+26% +$337K
RPD icon
2390
Rapid7
RPD
$645M
$1.76M ﹤0.01%
62,541
+9,588
+18% +$285K
SABA
2391
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.76M ﹤0.01%
143,620
+28,950
+25% +$365K
HOME
2392
DELISTED
At Home Group Inc.
HOME
$1.76M ﹤0.01%
45,014
+1,718
+4% +$61.7K
ALRM icon
2393
Alarm.com
ALRM
$2.71B
$1.76M ﹤0.01%
43,553
-2,785
-6% -$116K
FLWS icon
2394
1-800-Flowers.com
FLWS
$250M
$1.76M ﹤0.01%
140,128
+18,864
+16% +$239K
WAIR
2395
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.76M ﹤0.01%
156,325
+21,063
+16% +$230K
CSR
2396
Centerspace
CSR
$921M
$1.76M ﹤0.01%
31,745
+508
+2% +$27.7K
FBNC icon
2397
First Bancorp
FBNC
$2.6B
$1.75M ﹤0.01%
42,712
-3,376
-7% -$134K
LBRDA icon
2398
Liberty Broadband Class A
LBRDA
$4.89B
$1.74M ﹤0.01%
23,048
-4,471
-16% -$337K
SMHI icon
2399
SEACOR Marine Holdings
SMHI
$256M
$1.74M ﹤0.01%
75,451
-375
-0.5% -$8.51K
XLU icon
2400
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$1.74M ﹤0.01%
+67,028
New +$1.69M
94 95
96
97 98

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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.