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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
TRQ
1801
DELISTED
Turquoise Hill Resources Ltd
TRQ
$4.21M ﹤0.01%
148,091
+24,181
+20% +$706K
RSX
1802
DELISTED
VanEck Russia ETF
RSX
$4.2M ﹤0.01%
197,675
– –
ARRS
1803
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$4.18M ﹤0.01%
171,170
+17,363
+11% +$457K
QSR icon
1804
Restaurant Brands International
QSR
$25.7B
$4.18M ﹤0.01%
69,374
+19,754
+40% +$1.13M
OTTR icon
1805
Otter Tail
OTTR
$3.78B
$4.18M ﹤0.01%
87,742
+4,643
+6% +$209K
REXR icon
1806
Rexford Industrial Realty
REXR
$8.47B
$4.18M ﹤0.01%
133,075
+13,941
+12% +$426K
TIMB icon
1807
TIM SA
TIMB
$9.09B
$4.18M ﹤0.01%
247,747
-189,961
-43% -$3.73M
ALKS icon
1808
Alkermes
ALKS
$8.25B
$4.17M ﹤0.01%
101,339
-54,299
-35% -$2.47M
HR
1809
DELISTED
Healthcare Realty Trust Incorporated
HR
$4.17M ﹤0.01%
143,385
+34,851
+32% +$958K
TMHC
1810
DELISTED
Taylor Morrison
TMHC
$4.17M ﹤0.01%
200,598
+39,020
+24% +$869K
CFFN icon
1811
Capitol Federal Financial
CFFN
$1.14B
$4.16M ﹤0.01%
316,076
+23,800
+8% +$308K
BOX icon
1812
Box
BOX
$4.47B
$4.16M ﹤0.01%
166,376
+68,133
+69% +$1.69M
EWT icon
1813
iShares MSCI Taiwan ETF
EWT
$10.1B
$4.16M ﹤0.01%
115,489
+46,826
+68% +$1.73M
VRNT
1814
DELISTED
Verint Systems
VRNT
$4.16M ﹤0.01%
184,033
+4,259
+2% +$92.6K
RTEC
1815
DELISTED
Rudolph Technologies Inc
RTEC
$4.14M ﹤0.01%
139,870
+27,173
+24% +$826K
HRTX icon
1816
Heron Therapeutics
HRTX
$96.5M
$4.13M ﹤0.01%
106,435
-6,047
-5% -$193K
KELYA icon
1817
Kelly Services Class A
KELYA
$532M
$4.13M ﹤0.01%
183,756
+8,809
+5% +$230K
COHR icon
1818
Coherent
COHR
$52.6B
$4.11M ﹤0.01%
94,524
-23,556
-20% -$1.04M
CHH icon
1819
Choice Hotels
CHH
$5.09B
$4.11M ﹤0.01%
54,304
+9,665
+22% +$775K
MCR
1820
DELISTED
MFS Charter Income Trust
MCR
$4.09M ﹤0.01%
516,364
+5,530
+1% +$44.3K
RWT
1821
Redwood Trust
RWT
$582M
$4.09M ﹤0.01%
248,645
+20,119
+9% +$323K
KBR icon
1822
KBR
KBR
$4.68B
$4.08M ﹤0.01%
227,984
+14,992
+7% +$261K
HT
1823
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.08M ﹤0.01%
190,368
+27,221
+17% +$543K
AIMC
1824
DELISTED
Altra Industrial Motion Corp
AIMC
$4.07M ﹤0.01%
94,495
+3,893
+4% +$170K
LABL
1825
DELISTED
Multi-Color Corp
LABL
$4.07M ﹤0.01%
62,987
+14,389
+30% +$961K
71 72
73
74 75

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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.