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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
LRCX icon
226
Lam Research
LRCX
$373B
$88.8M 0.08%
5,139,930
-560,680
-10% -$10.8M
M icon
227
Macy's
M
$6.56B
$87.7M 0.08%
2,342,367
+229,049
+11% +$7.68M
WELL icon
228
Welltower
WELL
$170B
$87.2M 0.08%
1,391,582
+285,926
+26% +$15.9M
YUM icon
229
Yum! Brands
YUM
$43.3B
$87.2M 0.08%
1,114,992
+94,092
+9% +$7.85M
KDP icon
230
Keurig Dr Pepper
KDP
$43B
$87.2M 0.08%
714,858
+54,240
+8% +$6.51M
PLD icon
231
Prologis
PLD
$136B
$87.2M 0.08%
1,326,816
+29,590
+2% +$1.9M
VFC icon
232
VF Corp
VFC
$5.88B
$86.8M 0.08%
1,131,229
+22,330
+2% +$1.68M
KEY icon
233
KeyCorp
KEY
$24.2B
$85.8M 0.08%
4,392,802
+65,159
+2% +$1.3M
CLX icon
234
Clorox
CLX
$11.7B
$85.8M 0.08%
634,620
+47,059
+8% +$5.81M
FE icon
235
FirstEnergy
FE
$28.2B
$85.5M 0.08%
2,379,753
-104,577
-4% -$3.58M
ETR icon
236
Entergy
ETR
$50.4B
$85.3M 0.08%
2,112,560
+5,380
+0.3% +$213K
ANDV
237
DELISTED
Andeavor
ANDV
$85.1M 0.08%
648,376
-46,118
-7% -$6.07M
EW icon
238
Edwards Lifesciences
EW
$50B
$84.1M 0.08%
1,732,629
+48,690
+3% +$2.27M
SI
239
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$83.9M 0.08%
1,273,021
+360,026
+39% +$23.7M
GIS icon
240
General Mills
GIS
$19.4B
$83.6M 0.08%
1,888,458
+495,762
+36% +$21.7M
KMI icon
241
Kinder Morgan
KMI
$70.5B
$83.4M 0.08%
4,717,413
+671,891
+17% +$11M
NTAP icon
242
NetApp
NTAP
$34.1B
$82.9M 0.08%
1,056,173
+102,250
+11% +$7.19M
NVO
243
Novo Nordisk
NVO
$228B
$82.7M 0.08%
3,585,394
+451,286
+14% +$10.7M
CCL icon
244
Carnival Corporation Ltd
CCL
$38B
$81.2M 0.08%
1,417,495
+100,942
+8% +$6.4M
UAL icon
245
United Airlines
UAL
$40.1B
$81.1M 0.08%
1,162,928
-32,529
-3% -$2.26M
PSA icon
246
Public Storage
PSA
$59.3B
$80.9M 0.08%
356,812
+11,657
+3% +$2.43M
SBAC icon
247
SBA Communications
SBAC
$19.3B
$80.5M 0.08%
487,806
+58,210
+14% +$9.39M
LEA icon
248
Lear
LEA
$7.33B
$80.4M 0.08%
615,618
-23,120
-4% -$4.52M
TROW icon
249
T. Rowe Price
TROW
$25.6B
$80.1M 0.08%
689,725
+5,165
+0.8% +$601K
LUV icon
250
Southwest Airlines
LUV
$22.3B
$79.8M 0.08%
1,567,796
-76,521
-5% -$4.03M
8 9
10
11 12

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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.