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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
HDB icon
401
HDFC Bank
HDB
$122B
$43.3M 0.04%
1,650,528
+328,644
+25% +$8.21M
BCS icon
402
Barclays
BCS
$92.6B
$43.3M 0.04%
4,510,376
-155,449
-3% -$1.68M
MGA icon
403
Magna International
MGA
$18.4B
$43.2M 0.04%
742,764
+184,517
+33% +$11.5M
CF icon
404
CF Industries
CF
$19.2B
$43.1M 0.04%
971,238
+70,690
+8% +$2.88M
AES icon
405
AES
AES
$10.5B
$42.9M 0.04%
3,201,155
+347,768
+12% +$4.28M
ING icon
406
ING
ING
$99.9B
$42.7M 0.04%
2,981,742
-153,982
-5% -$2.45M
SWKS icon
407
Skyworks Solutions
SWKS
$9.35B
$42.7M 0.04%
441,542
-99,237
-18% -$9.65M
NLSN
408
DELISTED
Nielsen Holdings plc
NLSN
$42.7M 0.04%
1,379,682
+228,121
+20% +$7.14M
NTRS icon
409
Northern Trust
NTRS
$22.5B
$42.4M 0.04%
412,505
+15,245
+4% +$1.61M
VOD icon
410
Vodafone
VOD
$36.5B
$42M 0.04%
1,727,258
-325,677
-16% -$8.88M
CERN
411
DELISTED
Cerner Corp
CERN
$41.9M 0.04%
701,206
+35,013
+5% +$2.07M
TXT icon
412
Textron
TXT
$14.8B
$41.9M 0.04%
635,262
+37,683
+6% +$2.43M
HSY icon
413
Hershey
HSY
$35.5B
$41.7M 0.04%
448,407
-38,335
-8% -$3.57M
QGEN icon
414
Qiagen
QGEN
$8.52B
$41.5M 0.04%
1,082,499
+100,174
+10% +$3.69M
LBTYK icon
415
Liberty Global Class C
LBTYK
$3.49B
$41.2M 0.04%
1,549,859
+192,905
+14% +$5.63M
DOX icon
416
Amdocs
DOX
$5.82B
$41.2M 0.04%
622,335
+1,865
+0.3% +$125K
GAP
417
The Gap Inc
GAP
$7.28B
$41.2M 0.04%
1,271,262
+5,275
+0.4% +$162K
LGND icon
418
Ligand Pharmaceuticals
LGND
$5.85B
$41.1M 0.04%
318,171
-20,445
-6% -$2.28M
EPD icon
419
Enterprise Products Partners
EPD
$82.1B
$40.9M 0.04%
1,479,531
+84,800
+6% +$2.32M
IJH icon
420
iShares Core S&P Mid-Cap ETF
IJH
$122B
$40.8M 0.04%
1,047,695
-3,315
-0.3% -$128K
ZION icon
421
Zions Bancorporation
ZION
$10.2B
$40.7M 0.04%
773,323
+16,324
+2% +$901K
BAH icon
422
Booz Allen Hamilton
BAH
$8.32B
$40.7M 0.04%
929,820
+54,200
+6% +$2.27M
EXPE icon
423
Expedia Group
EXPE
$35.5B
$40M 0.04%
332,623
+71,661
+27% +$8.28M
CAH icon
424
Cardinal Health
CAH
$53.7B
$39.8M 0.04%
815,329
-113,771
-12% -$6.45M
DLTR icon
425
Dollar Tree
DLTR
$24.6B
$39.8M 0.04%
467,691
+2,025
+0.4% +$187K
15 16
17
18 19

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AF
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MCM
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PSUF
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IA
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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.