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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
IVZ icon
351
Invesco
IVZ
$13B
$51.5M 0.05%
1,940,521
-36,868
-2% -$1.06M
PPL
352
PPL Corp
PPL
$26.6B
$51.5M 0.05%
1,803,612
+335,544
+23% +$9.29M
VMC icon
353
Vulcan Materials
VMC
$35.2B
$51.4M 0.05%
398,343
+30,533
+8% +$3.76M
NEM icon
354
Newmont
NEM
$98.5B
$51.1M 0.05%
1,355,860
+44,230
+3% +$1.74M
CNQ icon
355
Canadian Natural Resources
CNQ
$99.5B
$50.9M 0.05%
2,882,734
+1,172,581
+69% +$19.9M
DGX icon
356
Quest Diagnostics
DGX
$25.8B
$50.8M 0.05%
462,330
+15,092
+3% +$1.57M
NAD icon
357
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$50.7M 0.05%
3,813,505
+239,901
+7% +$3.16M
UL icon
358
Unilever
UL
$137B
$50.7M 0.05%
814,930
+36,603
+5% +$2.27M
MUFG icon
359
Mitsubishi UFJ Financial
MUFG
$254B
$50.2M 0.05%
+8,888,091
New +$56.3M
ANSS
360
DELISTED
Ansys
ANSS
$49.9M 0.05%
286,226
-4,209
-1% -$701K
CPAY icon
361
Corpay
CPAY
$24.8B
$49.8M 0.05%
236,384
+47,784
+25% +$9.81M
HP icon
362
Helmerich & Payne
HP
$3.43B
$49.6M 0.05%
777,467
+37,812
+5% +$2.57M
ABB
363
DELISTED
ABB Ltd
ABB
$49.3M 0.05%
2,264,671
+230,901
+11% +$5.36M
COL
364
DELISTED
Rockwell Collins
COL
$49M 0.05%
364,012
+20,078
+6% +$2.72M
ALXN
365
DELISTED
Alexion Pharmaceuticals
ALXN
$48.6M 0.05%
391,493
-106,879
-21% -$12.5M
NTT
366
DELISTED
Nippon Telegraph & Telephone
NTT
$48.6M 0.05%
1,071,152
+52,883
+5% +$2.4M
PCAR icon
367
PACCAR
PCAR
$69.8B
$48.2M 0.05%
1,167,047
+41,148
+4% +$1.78M
TSLA icon
368
Tesla
TSLA
$1.21T
$48.1M 0.05%
2,103,705
+250,035
+13% +$5.08M
IQV icon
369
IQVIA
IQV
$38.2B
$48.1M 0.05%
481,496
+44,511
+10% +$4.45M
EEM icon
370
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$48M 0.05%
1,107,584
-134,583
-11% -$6.23M
DPZ icon
371
Domino's
DPZ
$11.4B
$47.9M 0.05%
169,927
-32,761
-16% -$8.3M
ANZ
372
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$47.6M 0.05%
2,266,732
+292,639
+15% +$6.14M
SHPG
373
DELISTED
Shire pic
SHPG
$47.6M 0.05%
281,869
+13,584
+5% +$2.19M
NXPI icon
374
NXP Semiconductors
NXPI
$61.5B
$47.6M 0.05%
435,334
+62,275
+17% +$6.86M
PFG icon
375
Principal Financial Group
PFG
$24.1B
$47.5M 0.05%
897,902
-13,822
-2% -$803K
13 14
15
16 17

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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.