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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
UBS icon
426
UBS Group
UBS
$172B
$39.7M 0.04%
2,587,298
+126,755
+5% +$2.06M
URI icon
427
United Rentals
URI
$67.3B
$39.6M 0.04%
268,033
-23,885
-8% -$3.9M
UNM icon
428
Unum
UNM
$13.6B
$39.5M 0.04%
1,067,652
+84,491
+9% +$3.52M
IWM icon
429
iShares Russell 2000 ETF
IWM
$79.8B
$39.5M 0.04%
240,892
+7,524
+3% +$1.2M
K
430
DELISTED
Kellanova
K
$39.4M 0.04%
601,035
-31,448
-5% -$1.87M
SCG
431
DELISTED
Scana
SCG
$39.4M 0.04%
1,023,449
+162,489
+19% +$5.92M
EQR icon
432
Equity Residential
EQR
$25B
$39M 0.04%
612,752
-29,096
-5% -$1.81M
KT icon
433
KT
KT
$8.65B
$39M 0.04%
2,937,662
+21,667
+0.7% +$292K
JNPR
434
DELISTED
Juniper Networks
JNPR
$38.9M 0.04%
1,419,415
+350,474
+33% +$9.13M
TPR icon
435
Tapestry
TPR
$30.8B
$38.7M 0.04%
829,185
+78,598
+10% +$3.78M
MMP
436
DELISTED
Magellan Midstream Partners, L.P.
MMP
$38.6M 0.04%
558,394
+36,757
+7% +$2.47M
TAP icon
437
Molson Coors Class B
TAP
$7.77B
$38.3M 0.04%
562,750
+197,733
+54% +$13.2M
CS
438
DELISTED
Credit Suisse Group
CS
$38.2M 0.04%
2,564,411
+334,065
+15% +$5.38M
MOS icon
439
The Mosaic Company
MOS
$7.07B
$38M 0.04%
1,354,635
-40,569
-3% -$1.1M
TEVA icon
440
Teva Pharmaceuticals
TEVA
$41B
$37.9M 0.04%
1,558,634
+313,942
+25% +$6.4M
THC icon
441
Tenet Healthcare
THC
$20.3B
$37.9M 0.04%
1,128,118
+140,572
+14% +$4.37M
WAT icon
442
Waters Corp
WAT
$37B
$37.9M 0.04%
195,514
+537
+0.3% +$106K
INFY icon
443
Infosys
INFY
$48.8B
$37.7M 0.04%
3,876,572
-1,554,654
-29% -$13.9M
LHX icon
444
L3Harris
LHX
$51.6B
$37.6M 0.04%
260,336
-10,264
-4% -$1.59M
WU icon
445
Western Union
WU
$2.03B
$37.5M 0.04%
1,846,980
+32,636
+2% +$650K
HMC icon
446
Honda
HMC
$39.1B
$37.5M 0.04%
1,281,909
+25,591
+2% +$842K
AXA
447
DELISTED
AXA ADS (1 ORD SHS)
AXA
$37.1M 0.04%
1,522,630
+147,824
+11% +$3.6M
EMD
448
Western Asset Emerging Markets Debt Fund
EMD
$610M
$37M 0.04%
2,791,070
+303,115
+12% +$4.21M
IX icon
449
ORIX
IX
$44B
$36.9M 0.03%
2,332,810
+131,630
+6% +$2.27M
FAST icon
450
Fastenal
FAST
$54.3B
$36.6M 0.03%
3,040,604
+260,764
+9% +$3.38M
16 17
18
19 20

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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.