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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
EXPD icon
326
Expeditors International
EXPD
$21.8B
$56.7M 0.05%
775,600
+106,001
+16% +$7.41M
TWTR
327
DELISTED
Twitter, Inc.
TWTR
$56.6M 0.05%
1,295,815
+600,142
+86% +$21.1M
SRE icon
328
Sempra
SRE
$58.6B
$56.5M 0.05%
973,882
+10,136
+1% +$554K
LH icon
329
Labcorp
LH
$25.9B
$56.4M 0.05%
365,907
+29,502
+9% +$4.45M
TEL icon
330
TE Connectivity
TEL
$59.9B
$56.1M 0.05%
623,363
+23,483
+4% +$2.25M
CA
331
DELISTED
CA, Inc.
CA
$55.9M 0.05%
1,567,388
+203,933
+15% +$7.19M
PUK icon
332
Prudential
PUK
$38.5B
$55.8M 0.05%
1,258,270
+70,912
+6% +$3.46M
XL
333
DELISTED
XL Group Ltd.
XL
$55.8M 0.05%
996,742
+39,009
+4% +$2.17M
ALLY icon
334
Ally Financial
ALLY
$13.2B
$55.1M 0.05%
2,096,863
-136,524
-6% -$3.64M
MTB icon
335
M&T Bank
MTB
$35.8B
$54.9M 0.05%
322,538
+12,007
+4% +$2.15M
ROK icon
336
Rockwell Automation
ROK
$52.4B
$54.6M 0.05%
328,581
+38,984
+13% +$6.77M
VAR
337
DELISTED
Varian Medical Systems, Inc.
VAR
$54.6M 0.05%
480,138
-48,663
-9% -$5.82M
ETFC
338
DELISTED
E*Trade Financial Corporation
ETFC
$54.4M 0.05%
888,724
+227,939
+34% +$14.1M
MNST icon
339
Monster Beverage
MNST
$95.5B
$54.2M 0.05%
1,890,718
+194,372
+11% +$5.25M
NOV icon
340
NOV
NOV
$6.88B
$54.1M 0.05%
1,246,131
+117,487
+10% +$4.76M
VTR icon
341
Ventas
VTR
$47.1B
$53.8M 0.05%
945,416
+196,780
+26% +$10.3M
AVB icon
342
AvalonBay Communities
AVB
$26.8B
$53.8M 0.05%
313,095
+47,229
+18% +$7.8M
BIDU icon
343
Baidu
BIDU
$36.5B
$53.5M 0.05%
220,097
-42,945
-16% -$10.7M
EFX icon
344
Equifax
EFX
$20.7B
$53.2M 0.05%
425,409
-24,368
-5% -$2.89M
CTXS
345
DELISTED
Citrix Systems Inc
CTXS
$53M 0.05%
505,342
+19,565
+4% +$2.01M
AER icon
346
AerCap
AER
$24B
$52.9M 0.05%
977,515
+161,252
+20% +$8.69M
NEA icon
347
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$52.8M 0.05%
4,055,069
+188,179
+5% +$2.43M
NUE icon
348
Nucor
NUE
$58.5B
$52.3M 0.05%
836,981
+98,940
+13% +$6.31M
DTE icon
349
DTE Energy
DTE
$29.5B
$51.8M 0.05%
587,764
-28,861
-5% -$2.5M
SONY icon
350
Sony
SONY
$134B
$51.8M 0.05%
5,047,860
+155,320
+3% +$1.51M
12 13
14
15 16

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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.