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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
JLL icon
551
Jones Lang LaSalle
JLL
$16.5B
$29.7M 0.03%
178,760
-8,025
-4% -$1.36M
CDW icon
552
CDW
CDW
$18.9B
$29.6M 0.03%
366,970
+52,526
+17% +$4.07M
EVRG icon
553
Evergy
EVRG
$19.1B
$29.6M 0.03%
+527,743
New +$28.3M
DRI icon
554
Darden Restaurants
DRI
$23.3B
$29.6M 0.03%
276,093
+35,564
+15% +$3.26M
ANET icon
555
Arista Networks
ANET
$227B
$29.6M 0.03%
1,836,368
+178,144
+11% +$2.91M
CP icon
556
Canadian Pacific Kansas City
CP
$78.1B
$29.5M 0.03%
807,080
-30,805
-4% -$1.13M
NAVI icon
557
Navient
NAVI
$789M
$29.5M 0.03%
2,266,706
+57,106
+3% +$778K
VER
558
DELISTED
VEREIT, Inc.
VER
$29.5M 0.03%
792,849
+204,101
+35% +$7.16M
RNR icon
559
RenaissanceRe
RNR
$13.3B
$29.5M 0.03%
244,942
-27,893
-10% -$3.6M
JKHY icon
560
Jack Henry & Associates
JKHY
$10.9B
$29.5M 0.03%
226,010
+50,046
+28% +$6.21M
BR icon
561
Broadridge
BR
$17.8B
$29.4M 0.03%
255,166
-33,533
-12% -$3.78M
NCLH icon
562
Norwegian Cruise Line
NCLH
$8.51B
$29.4M 0.03%
621,430
+168,726
+37% +$8.88M
BRK.A icon
563
Berkshire Hathaway Class A
BRK.A
$1.1T
$29.3M 0.03%
104
– –
HII icon
564
Huntington Ingalls Industries
HII
$12.9B
$29.3M 0.03%
135,301
-49,437
-27% -$11.5M
SNPS icon
565
Synopsys
SNPS
$74.4B
$29.3M 0.03%
342,680
-9,503
-3% -$828K
NAB
566
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$29.3M 0.03%
2,892,309
-591,166
-17% -$5.99M
MIDD icon
567
Middleby
MIDD
$6.04B
$29.2M 0.03%
279,979
-42,929
-13% -$4.86M
FL
568
DELISTED
Foot Locker
FL
$29.2M 0.03%
554,764
+10,087
+2% +$488K
CHKP icon
569
Check Point Software Technologies
CHKP
$13B
$29.1M 0.03%
297,871
-8,861
-3% -$878K
KNBWY
570
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$29M 0.03%
1,084,230
+28,562
+3% +$764K
SC
571
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$28.8M 0.03%
1,507,415
+122,031
+9% +$2.23M
NOW icon
572
ServiceNow
NOW
$115B
$28.8M 0.03%
833,890
+92,300
+12% +$3.2M
XRAY icon
573
Dentsply Sirona
XRAY
$2.68B
$28.7M 0.03%
655,836
-4,939
-0.7% -$232K
TMUS icon
574
T-Mobile US
TMUS
$185B
$28.7M 0.03%
480,008
-253,403
-35% -$15M
CDNS icon
575
Cadence Design Systems
CDNS
$93.6B
$28.6M 0.03%
661,208
+14,015
+2% +$576K
21 22
23
24 25

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AF
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MCM
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PSUF
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IA
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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.