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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
RNST icon
2276
Renasant Corp
RNST
$3.98B
$2.18M ﹤0.01%
47,821
+1,087
+2% +$50.6K
CGW icon
2277
Invesco S&P Global Water Index ETF
CGW
$1.05B
$2.17M ﹤0.01%
64,913
– –
TKC icon
2278
Turkcell
TKC
$4.68B
$2.17M ﹤0.01%
331,721
-304,209
-48% -$2.3M
ADEA icon
2279
Adeia
ADEA
$2.94B
$2.16M ﹤0.01%
507,911
-130,130
-20% -$702K
SMP icon
2280
Standard Motor Products
SMP
$851M
$2.16M ﹤0.01%
44,687
+1,730
+4% +$81K
GFF icon
2281
Griffon
GFF
$3.95B
$2.16M ﹤0.01%
121,142
+609
+0.5% +$12.5K
LAUR icon
2282
Laureate Education
LAUR
$5.28B
$2.16M ﹤0.01%
150,428
-11,485
-7% -$169K
EXTN
2283
DELISTED
Exterran Corporation
EXTN
$2.16M ﹤0.01%
86,092
-12,191
-12% -$343K
MCHB
2284
Mechanics Bancorp
MCHB
$3.72B
$2.15M ﹤0.01%
79,951
-8,799
-10% -$243K
FRPT icon
2285
Freshpet
FRPT
$2.93B
$2.15M ﹤0.01%
78,231
-24,495
-24% -$523K
PATK icon
2286
Patrick Industries
PATK
$2.74B
$2.15M ﹤0.01%
56,585
+9,213
+19% +$363K
DX
2287
Dynex Capital
DX
$3.15B
$2.14M ﹤0.01%
109,237
+12,703
+13% +$248K
UHAL icon
2288
U-Haul Holding Co
UHAL
$13.9B
$2.14M ﹤0.01%
59,970
+2,320
+4% +$80.6K
FARO
2289
DELISTED
Faro Technologies
FARO
$2.13M ﹤0.01%
39,290
+5,038
+15% +$281K
KRNY icon
2290
Kearny Financial
KRNY
$604M
$2.13M ﹤0.01%
158,621
+42,164
+36% +$586K
MOD icon
2291
Modine Manufacturing
MOD
$10.7B
$2.13M ﹤0.01%
116,770
-36,697
-24% -$689K
INSM icon
2292
Insmed
INSM
$21.4B
$2.13M ﹤0.01%
89,987
+60,403
+204% +$1.55M
DNOW icon
2293
DNOW Inc
DNOW
$2.58B
$2.12M ﹤0.01%
159,369
+29,604
+23% +$390K
FRGI
2294
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$2.12M ﹤0.01%
73,932
+31,761
+75% +$740K
CIO
2295
DELISTED
City Office REIT
CIO
$2.11M ﹤0.01%
164,719
+100,385
+156% +$1.2M
CVGW
2296
DELISTED
Calavo Growers
CVGW
$2.11M ﹤0.01%
21,981
+2,735
+14% +$254K
INF
2297
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$2.11M ﹤0.01%
174,483
+53,484
+44% +$649K
PZZA icon
2298
Papa John's
PZZA
$984M
$2.11M ﹤0.01%
41,536
-3,373
-8% -$189K
INSW icon
2299
International Seaways
INSW
$4.76B
$2.1M ﹤0.01%
90,886
-4,177
-4% -$84.6K
ZTO icon
2300
ZTO Express
ZTO
$18.3B
$2.1M ﹤0.01%
105,123
+57,283
+120% +$1.03M
90 91
92
93 94

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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.