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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
BNS icon
576
Scotiabank
BNS
$107B
$28.5M 0.03%
497,950
+231
+0% +$13.9K
BBVA icon
577
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
$28.4M 0.03%
4,063,357
-171,666
-4% -$1.3M
CINF icon
578
Cincinnati Financial
CINF
$27.3B
$28.4M 0.03%
425,350
-6,280
-1% -$446K
EQNR icon
579
Equinor
EQNR
$97.7B
$28.4M 0.03%
1,075,888
+88,532
+9% +$2.3M
MUI
580
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$28.3M 0.03%
2,141,336
+287,083
+15% +$3.76M
E icon
581
ENI
E
$80.5B
$28.2M 0.03%
759,624
+62,801
+9% +$2.36M
MPLX icon
582
MPLX
MPLX
$59.3B
$28.2M 0.03%
825,178
+61,370
+8% +$2.13M
FMS icon
583
Fresenius Medical Care
FMS
$13.8B
$28.2M 0.03%
559,365
+35,512
+7% +$1.8M
CTRA
584
DELISTED
Coterra Energy
CTRA
$28.1M 0.03%
1,179,146
-79,595
-6% -$1.86M
CPRI icon
585
Capri Holdings
CPRI
$1.83B
$28M 0.03%
421,114
-60,835
-13% -$3.97M
BIO icon
586
Bio-Rad Laboratories Class A
BIO
$8.71B
$27.9M 0.03%
96,612
-475
-0.5% -$131K
NBL
587
DELISTED
Noble Energy, Inc.
NBL
$27.8M 0.03%
787,326
+51,963
+7% +$1.77M
LPLA icon
588
LPL Financial
LPLA
$28.3B
$27.8M 0.03%
423,577
-35,279
-8% -$2.32M
AMG icon
589
Affiliated Managers Group
AMG
$9.69B
$27.7M 0.03%
186,601
-1,625
-0.9% -$268K
WCG
590
DELISTED
Wellcare Health Plans, Inc.
WCG
$27.7M 0.03%
112,612
-3,233
-3% -$704K
MORN icon
591
Morningstar
MORN
$7.22B
$27.7M 0.03%
216,157
-10,937
-5% -$1.25M
AKZOY
592
DELISTED
Akzo Nobel NV
AKZOY
$27.7M 0.03%
975,110
-36,579
-4% -$1.04M
JWN
593
DELISTED
Nordstrom
JWN
$27.6M 0.03%
533,488
+17,751
+3% +$880K
PHG icon
594
Philips
PHG
$25.7B
$27.6M 0.03%
840,344
+22,832
+3% +$730K
STLD icon
595
Steel Dynamics
STLD
$36B
$27.5M 0.03%
599,005
+85,991
+17% +$4.07M
BFH icon
596
Bread Financial
BFH
$4.37B
$27.5M 0.03%
147,855
+4,596
+3% +$785K
ACGL icon
597
Arch Capital
ACGL
$34.3B
$27.5M 0.03%
1,039,866
-17,814
-2% -$479K
BBWI icon
598
Bath & Body Works
BBWI
$4.06B
$27.5M 0.03%
922,385
-164,219
-15% -$4.74M
FCN icon
599
FTI Consulting
FCN
$4.4B
$27.5M 0.03%
454,695
-99,429
-18% -$5.77M
CNI icon
600
Canadian National Railway
CNI
$76.9B
$27.4M 0.03%
335,484
+7,765
+2% +$617K
22 23
24
25 26

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AF
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MCM
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PSUF
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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.