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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
MOV icon
2101
Movado Group
MOV
$849M
$2.79M ﹤0.01%
57,806
+6,093
+12% +$263K
SFL icon
2102
SFL Corp
SFL
$1.64B
$2.79M ﹤0.01%
186,726
+9,333
+5% +$136K
SNR
2103
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.78M ﹤0.01%
366,703
+11,708
+3% +$93.1K
RUN icon
2104
Sunrun
RUN
$2.34B
$2.77M ﹤0.01%
210,849
+141,112
+202% +$1.53M
SID icon
2105
Companhia Siderúrgica Nacional
SID
$1.31B
$2.77M ﹤0.01%
1,372,879
-362,394
-21% -$859K
BB icon
2106
BlackBerry
BB
$4.98B
$2.77M ﹤0.01%
287,040
-7,638
-3% -$85.2K
RRR icon
2107
Red Rock Resorts
RRR
$3.77B
$2.77M ﹤0.01%
82,631
+3,690
+5% +$120K
BZH icon
2108
Beazer Homes USA
BZH
$877M
$2.77M ﹤0.01%
187,467
+9,898
+6% +$152K
CPK icon
2109
Chesapeake Utilities
CPK
$3.19B
$2.77M ﹤0.01%
34,579
+522
+2% +$39.8K
DFIN icon
2110
Donnelley Financial Solutions
DFIN
$1.16B
$2.76M ﹤0.01%
158,718
-505
-0.3% -$8.69K
PGTI
2111
DELISTED
PGT, Inc.
PGTI
$2.75M ﹤0.01%
132,060
+63,837
+94% +$1.25M
PR
2112
Permian Resources
PR
$17.8B
$2.75M ﹤0.01%
152,232
-10,586
-7% -$192K
WRD
2113
DELISTED
WildHorse Resource Development
WRD
$2.75M ﹤0.01%
108,230
+81,875
+311% +$2.04M
ATSG
2114
DELISTED
Air Transport Services Group
ATSG
$2.74M ﹤0.01%
121,460
-77,504
-39% -$1.71M
VET icon
2115
Vermilion Energy
VET
$1.82B
$2.74M ﹤0.01%
76,027
+5,827
+8% +$202K
CORE
2116
DELISTED
Core Mark Holding Co., Inc.
CORE
$2.74M ﹤0.01%
120,528
-16,562
-12% -$340K
FDIS icon
2117
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.68B
$2.73M ﹤0.01%
+63,786
New +$2.64M
TSRO
2118
DELISTED
TESARO, Inc.
TSRO
$2.73M ﹤0.01%
61,406
-13,005
-17% -$632K
BSBR icon
2119
Santander
BSBR
$42.5B
$2.73M ﹤0.01%
380,063
+87,143
+30% +$814K
APTS
2120
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.73M ﹤0.01%
160,578
-2,050
-1% -$30.2K
SXC icon
2121
SunCoke Energy
SXC
$720M
$2.73M ﹤0.01%
203,410
+4,052
+2% +$50.2K
DPLO
2122
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$2.72M ﹤0.01%
106,529
+6,695
+7% +$156K
AMC icon
2123
AMC Entertainment Holdings
AMC
$2.52B
$2.72M ﹤0.01%
17,107
+28
+0.2% +$4.51K
ARR
2124
Armour Residential REIT
ARR
$2.33B
$2.72M ﹤0.01%
23,849
+1,222
+5% +$140K
KGC icon
2125
Kinross Gold
KGC
$27.4B
$2.71M ﹤0.01%
720,891
+27,570
+4% +$104K
83 84
85
86 87

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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.