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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
MGM icon
851
MGM Resorts International
MGM
$11.4B
$15.3M 0.01%
526,774
-58,262
-10% -$1.88M
BSMX
852
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$15.3M 0.01%
2,283,609
+130,576
+6% +$908K
NGHC
853
DELISTED
National General Holdings Corp
NGHC
$15.3M 0.01%
579,777
+58,779
+11% +$1.54M
FBIN icon
854
Fortune Brands Innovations
FBIN
$5.88B
$15.3M 0.01%
332,657
+59,464
+22% +$2.88M
MIC
855
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$15.3M 0.01%
361,534
+146,301
+68% +$5.74M
DAR icon
856
Darling Ingredients
DAR
$9.64B
$15.2M 0.01%
766,876
-11,101
-1% -$201K
HOG icon
857
Harley-Davidson
HOG
$2.58B
$15.2M 0.01%
361,856
+10,272
+3% +$433K
IIM icon
858
Invesco Value Municipal Income Trust
IIM
$589M
$15.2M 0.01%
1,076,783
+21,230
+2% +$302K
SFLY
859
DELISTED
Shutterfly, Inc.
SFLY
$15.2M 0.01%
168,902
+26,965
+19% +$2.42M
GPOR
860
DELISTED
Gulfport Energy Corp.
GPOR
$15.2M 0.01%
1,209,218
+225,197
+23% +$2.32M
AFB
861
AllianceBernstein National Municipal Income Fund
AFB
$313M
$15.1M 0.01%
1,200,071
+196,848
+20% +$2.47M
VMW
862
DELISTED
VMware, Inc
VMW
$15.1M 0.01%
103,011
+10,350
+11% +$1.43M
HOLX
863
DELISTED
Hologic
HOLX
$15.1M 0.01%
380,671
+4,009
+1% +$154K
MLCO icon
864
Melco Resorts & Entertainment
MLCO
$2.22B
$15.1M 0.01%
539,024
+36,067
+7% +$1.1M
ROL icon
865
Rollins
ROL
$18.3B
$15.1M 0.01%
645,057
+23,994
+4% +$545K
BGC icon
866
BGC Group
BGC
$5.45B
$15M 0.01%
2,066,586
+160,652
+8% +$1.28M
R icon
867
Ryder
R
$9.83B
$15M 0.01%
209,126
+2,131
+1% +$149K
LII icon
868
Lennox International
LII
$14.4B
$15M 0.01%
75,003
-6,723
-8% -$1.36M
ZD icon
869
Ziff Davis
ZD
$1.96B
$15M 0.01%
199,241
+37,690
+23% +$2.76M
GRUB
870
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$15M 0.01%
71,487
-5,220
-7% -$1.08M
COLB icon
871
Columbia Banking Systems
COLB
$8.84B
$15M 0.01%
366,390
+41,920
+13% +$1.79M
RPM icon
872
RPM International
RPM
$13.7B
$15M 0.01%
256,715
+10,433
+4% +$523K
GME icon
873
GameStop
GME
$9.75B
$15M 0.01%
4,105,820
+996,760
+32% +$3.42M
FLS icon
874
Flowserve
FLS
$9.71B
$14.9M 0.01%
369,708
-6,207
-2% -$270K
SDX
875
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$14.9M 0.01%
748,994
-7,918
-1% -$158K
33 34
35
36 37

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MCM
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PSUF
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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.