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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
SAFM
1101
DELISTED
Sanderson Farms Inc
SAFM
$10.3M 0.01%
98,025
-28,609
-23% -$3.11M
INVH icon
1102
Invitation Homes
INVH
$17.7B
$10.3M 0.01%
446,477
-19,073
-4% -$432K
FHI icon
1103
Federated Hermes
FHI
$4.55B
$10.3M 0.01%
439,885
+193,617
+79% +$5.17M
MSM icon
1104
MSC Industrial Direct
MSM
$6.89B
$10.2M 0.01%
120,446
+41,635
+53% +$3.77M
ITGR icon
1105
Integer Holdings
ITGR
$4.12B
$10.2M 0.01%
158,061
+1,539
+1% +$95.4K
AVNT icon
1106
Avient
AVNT
$3.33B
$10.2M 0.01%
236,425
-6,504
-3% -$280K
CPS icon
1107
Cooper-Standard Automotive
CPS
$523M
$10.2M 0.01%
78,155
-3,533
-4% -$457K
PNK
1108
DELISTED
Pinnacle Entertainment Inc.
PNK
$10.2M 0.01%
302,671
+48,270
+19% +$1.58M
INOV
1109
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$10.2M 0.01%
1,026,549
+97,941
+11% +$1.01M
DOOR
1110
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$10.2M 0.01%
141,680
+47,864
+51% +$3.14M
CLR
1111
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$10.1M 0.01%
156,654
+7,616
+5% +$492K
FNDE icon
1112
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.72B
$10.1M 0.01%
366,362
+4,739
+1% +$141K
SYNH
1113
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$10.1M 0.01%
216,176
+61,488
+40% +$2.55M
PK icon
1114
Park Hotels & Resorts
PK
$3.03B
$10.1M 0.01%
330,221
-144,068
-30% -$4.3M
HRG
1115
DELISTED
HRG Group, Inc.
HRG
$10.1M 0.01%
772,078
+244,767
+46% +$3.27M
ZBRA icon
1116
Zebra Technologies
ZBRA
$14B
$10.1M 0.01%
70,503
-22,992
-25% -$3.39M
VYX icon
1117
NCR Voyix
VYX
$1.14B
$10.1M 0.01%
548,992
+128,630
+31% +$2.43M
NTES icon
1118
NetEase
NTES
$85.3B
$10.1M 0.01%
199,485
-114,665
-37% -$5.85M
CVI icon
1119
CVR Energy
CVI
$3.58B
$10.1M 0.01%
272,375
+95,078
+54% +$3.59M
RDY icon
1120
Dr. Reddy's Laboratories
RDY
$9.87B
$10.1M 0.01%
1,562,400
-22,875
-1% -$144K
CLH icon
1121
Clean Harbors
CLH
$16.5B
$10M 0.01%
180,781
+13,842
+8% +$711K
MTZ icon
1122
MasTec
MTZ
$21.1B
$10M 0.01%
197,768
+8,033
+4% +$388K
ENSG icon
1123
The Ensign Group
ENSG
$10.4B
$10M 0.01%
298,864
+68,799
+30% +$2.12M
BDN
1124
Brandywine Realty Trust
BDN
$524M
$10M 0.01%
593,074
+5,228
+0.9% +$83.8K
FR icon
1125
First Industrial Realty Trust
FR
$8.73B
$10M 0.01%
299,819
+14,558
+5% +$459K
43 44
45
46 47

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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.