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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
SON icon
926
Sonoco
SON
$5.57B
$13.8M 0.01%
262,630
+13,877
+6% +$713K
CRL icon
927
Charles River Laboratories
CRL
$11.2B
$13.8M 0.01%
122,657
-3,348
-3% -$362K
GLPI icon
928
Gaming and Leisure Properties
GLPI
$12.7B
$13.7M 0.01%
383,826
-11,115
-3% -$385K
AMTD
929
DELISTED
TD Ameritrade Holding Corp
AMTD
$13.7M 0.01%
249,887
+2,235
+0.9% +$133K
NGVT icon
930
Ingevity
NGVT
$2.51B
$13.7M 0.01%
168,942
+5,325
+3% +$423K
IDA icon
931
Idacorp
IDA
$8.27B
$13.7M 0.01%
148,057
+3,410
+2% +$306K
NKTR icon
932
Nektar Therapeutics
NKTR
$2.39B
$13.5M 0.01%
18,485
-4,891
-21% -$5.64M
GATX icon
933
GATX Corp
GATX
$6.35B
$13.5M 0.01%
182,289
+12,746
+8% +$897K
FHN icon
934
First Horizon
FHN
$12.2B
$13.5M 0.01%
758,323
+21,766
+3% +$410K
SEO
935
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$13.5M 0.01%
694,398
+42,757
+7% +$833K
ABEV icon
936
Ambev
ABEV
$48.1B
$13.5M 0.01%
2,919,133
-935,417
-24% -$5.5M
IART icon
937
Integra LifeSciences
IART
$1.29B
$13.5M 0.01%
209,707
+1,593
+0.8% +$98.6K
Y
938
DELISTED
Alleghany Corp
Y
$13.5M 0.01%
23,481
+137
+0.6% +$80K
JHX icon
939
James Hardie Industries
JHX
$15.3B
$13.5M 0.01%
796,290
+31,564
+4% +$547K
DISH
940
DELISTED
DISH Network Corp.
DISH
$13.4M 0.01%
400,078
+185,264
+86% +$6.32M
SKX
941
DELISTED
Skechers
SKX
$13.4M 0.01%
446,678
+119,018
+36% +$3.81M
ORI icon
942
Old Republic International
ORI
$10.5B
$13.4M 0.01%
673,134
+21,328
+3% +$446K
NUS icon
943
Nu Skin
NUS
$252M
$13.4M 0.01%
171,324
+7,391
+5% +$573K
LPNT
944
DELISTED
LifePoint Health, Inc.
LPNT
$13.4M 0.01%
274,477
+29,051
+12% +$1.5M
EVR icon
945
Evercore
EVR
$12.4B
$13.4M 0.01%
126,768
-13,688
-10% -$1.41M
PBH icon
946
Prestige Consumer Healthcare
PBH
$2.38B
$13.3M 0.01%
347,490
-215,678
-38% -$7.27M
VC icon
947
Visteon
VC
$2.79B
$13.3M 0.01%
102,831
-3,163
-3% -$395K
FCFS icon
948
FirstCash
FCFS
$8.85B
$13.3M 0.01%
147,505
-40,326
-21% -$3.57M
GGP
949
DELISTED
GGP Inc.
GGP
$13.2M 0.01%
648,452
-206,814
-24% -$4.2M
PWR icon
950
Quanta Services
PWR
$100B
$13.2M 0.01%
396,558
-89,652
-18% -$3.14M
36 37
38
39 40

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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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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.