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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
TSCO icon
451
Tractor Supply
TSCO
$16.1B
$36.5M 0.03%
2,382,675
+36,910
+2% +$513K
DOV icon
452
Dover
DOV
$27.6B
$36.4M 0.03%
497,337
-47,690
-9% -$3.65M
MFG icon
453
Mizuho Financial
MFG
$127B
$36.3M 0.03%
10,693,879
+1,300,983
+14% +$4.65M
VTRS icon
454
Viatris
VTRS
$20.4B
$36.1M 0.03%
999,085
-19,806
-2% -$777K
PVH icon
455
PVH
PVH
$4B
$36.1M 0.03%
241,125
+15,908
+7% +$2.5M
JBHT icon
456
JB Hunt Transport Services
JBHT
$25.5B
$36M 0.03%
296,574
+67,464
+29% +$8.25M
BXP icon
457
Boston Properties
BXP
$11.2B
$35.9M 0.03%
286,589
-2,351
-0.8% -$285K
LYG icon
458
Lloyds Banking Group
LYG
$89.5B
$35.9M 0.03%
10,789,471
-1,081,561
-9% -$3.84M
YUMC icon
459
Yum China
YUMC
$16.5B
$35.9M 0.03%
933,170
+162,406
+21% +$6.43M
DLR icon
460
Digital Realty Trust
DLR
$69.7B
$35.8M 0.03%
320,963
+35,612
+12% +$3.78M
BHC icon
461
Bausch Health
BHC
$2.57B
$35.7M 0.03%
1,534,677
+108,016
+8% +$2.23M
LLL
462
DELISTED
L3 Technologies, Inc.
LLL
$35.5M 0.03%
184,822
+7,026
+4% +$1.4M
HYG icon
463
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$35.5M 0.03%
417,140
+22
+0% +$1.89K
HAIN icon
464
Hain Celestial
HAIN
$45M
$35.5M 0.03%
1,190,671
+232,472
+24% +$6.67M
BWA icon
465
BorgWarner
BWA
$13.1B
$35.4M 0.03%
932,934
+156,144
+20% +$6.88M
AVY icon
466
Avery Dennison
AVY
$13B
$35.4M 0.03%
346,653
-24,487
-7% -$2.59M
FFIV icon
467
F5
FFIV
$22.9B
$35.3M 0.03%
204,651
+72,025
+54% +$12M
EVHC
468
DELISTED
Envision Healthcare Holdings Inc
EVHC
$35.1M 0.03%
796,920
+62,427
+8% +$2.56M
DELL icon
469
Dell
DELL
$262B
$35.1M 0.03%
1,476,948
-821,255
-36% -$18.1M
TD icon
470
Toronto Dominion Bank
TD
$198B
$35M 0.03%
604,656
+44,106
+8% +$2.52M
BEN icon
471
Franklin Resources
BEN
$17.6B
$35M 0.03%
1,091,407
-46,418
-4% -$1.55M
GL icon
472
Globe Life
GL
$14.2B
$34.8M 0.03%
427,816
+4,477
+1% +$380K
MDY icon
473
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$34.8M 0.03%
98,018
+9,862
+11% +$3.47M
SU icon
474
Suncor Energy
SU
$79.4B
$34.8M 0.03%
855,097
+51,898
+6% +$2.02M
LEN icon
475
Lennar Class A
LEN
$19.8B
$34.7M 0.03%
682,339
-12,785
-2% -$669K
17 18
19
20 21

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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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.