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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
RITM icon
1276
Rithm Capital
RITM
$5.52B
$8.2M 0.01%
468,847
-31,281
-6% -$549K
INGN icon
1277
Inogen
INGN
$175M
$8.2M 0.01%
43,980
-6,725
-13% -$1.12M
PDM
1278
Piedmont Realty Trust
PDM
$1.21B
$8.19M 0.01%
410,723
+16,416
+4% +$304K
TCO
1279
DELISTED
Taubman Centers Inc.
TCO
$8.17M 0.01%
139,025
+1,620
+1% +$90.9K
SRCL
1280
DELISTED
Stericycle Inc
SRCL
$8.15M 0.01%
124,890
+22,965
+23% +$1.43M
RP
1281
DELISTED
RealPage, Inc.
RP
$8.15M 0.01%
147,832
-23,666
-14% -$1.34M
IIIN icon
1282
Insteel Industries
IIIN
$593M
$8.14M 0.01%
243,869
+67,426
+38% +$2.09M
NHY
1283
DELISTED
NORSK HYDRO A. S. ADR
NHY
$8.13M 0.01%
1,352,799
+302,669
+29% +$1.82M
ENTG icon
1284
Entegris
ENTG
$18.1B
$8.13M 0.01%
239,719
-14,588
-6% -$516K
SAIA icon
1285
Saia
SAIA
$9.27B
$8.13M 0.01%
100,513
+12,806
+15% +$988K
TNET icon
1286
TriNet
TNET
$3.02B
$8.13M 0.01%
145,262
-5,317
-4% -$280K
TRCO
1287
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$8.11M 0.01%
211,773
-4,226
-2% -$160K
LHO
1288
DELISTED
LaSalle Hotel Properties
LHO
$8.1M 0.01%
236,587
+14,150
+6% +$457K
CIB icon
1289
Grupo Cibest SA
CIB
$22B
$8.09M 0.01%
169,214
-409,601
-71% -$19.4M
TI
1290
DELISTED
Telecom Italia
TI
$8.08M 0.01%
1,100,480
-145,526
-12% -$1.33M
DLX icon
1291
Deluxe
DLX
$1.18B
$8.07M 0.01%
121,902
-82,862
-40% -$5.81M
GIB icon
1292
CGI
GIB
$15.1B
$8.07M 0.01%
127,388
+9,747
+8% +$586K
AMCX icon
1293
AMC Global Media
AMCX
$492M
$8.03M 0.01%
129,100
+31,553
+32% +$1.8M
MDSO
1294
DELISTED
Medidata Solutions, Inc.
MDSO
$8.03M 0.01%
99,626
+19,847
+25% +$1.49M
TELN
1295
DELISTED
TELENOR ASA
TELN
$8M 0.01%
390,226
+43,898
+13% +$900K
LSI
1296
DELISTED
Life Storage, Inc.
LSI
$8M 0.01%
123,243
+916
+0.7% +$55.3K
DAN icon
1297
Dana Inc
DAN
$2.9B
$7.97M 0.01%
394,876
-126,049
-24% -$3M
RAD
1298
DELISTED
Rite Aid Corporation
RAD
$7.96M 0.01%
230,011
+8,785
+4% +$298K
PRGS icon
1299
Progress Software
PRGS
$1.66B
$7.95M 0.01%
204,832
+8,809
+4% +$334K
ST icon
1300
Sensata Technologies
ST
$6.74B
$7.95M 0.01%
167,025
-74,435
-31% -$3.88M
50 51
52
53 54

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AF
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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.