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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
ARW icon
601
Arrow Electronics
ARW
$11.1B
$27.3M 0.03%
362,333
+33,821
+10% +$2.57M
CCEP icon
602
Coca-Cola Europacific Partners
CCEP
$48.3B
$27.1M 0.03%
666,851
+13,042
+2% +$514K
NVR icon
603
NVR
NVR
$16.5B
$27.1M 0.03%
9,118
-910
-9% -$2.78M
MITSY
604
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$27.1M 0.03%
81,301
+6,323
+8% +$2.11M
AME icon
605
Ametek
AME
$55.4B
$26.8M 0.03%
371,912
+22,492
+6% +$1.67M
AOD
606
abrdn Total Dynamic Dividend Fund
AOD
$1.11B
$26.8M 0.03%
3,065,711
+292,555
+11% +$2.63M
ALK icon
607
Alaska Air
ALK
$5.29B
$26.7M 0.03%
442,103
-55,941
-11% -$3.46M
XYL icon
608
Xylem
XYL
$27.3B
$26.6M 0.03%
395,245
+15,181
+4% +$1.1M
ANF icon
609
Abercrombie & Fitch
ANF
$4.42B
$26.6M 0.03%
1,087,852
+92,883
+9% +$2.43M
GEN icon
610
Gen Digital
GEN
$16.4B
$26.6M 0.03%
1,288,610
-772,159
-37% -$18.5M
MFC icon
611
Manulife Financial
MFC
$73.9B
$26.5M 0.03%
1,472,487
+107,814
+8% +$2.03M
MKL icon
612
Markel Group
MKL
$23.3B
$26.4M 0.03%
24,316
-1,846
-7% -$2.08M
APA icon
613
APA Corp
APA
$13.2B
$26.3M 0.02%
563,054
+118,829
+27% +$4.93M
QRVO icon
614
Qorvo
QRVO
$7.99B
$26.2M 0.02%
326,956
-1,841
-0.6% -$142K
FLR icon
615
Fluor
FLR
$7.01B
$26.2M 0.02%
536,413
+23,884
+5% +$1.25M
ON icon
616
ON Semiconductor
ON
$31.8B
$26.1M 0.02%
1,174,474
+129,132
+12% +$3.12M
DVA icon
617
DaVita
DVA
$15.4B
$25.9M 0.02%
373,562
+40,007
+12% +$2.67M
PBR icon
618
Petrobras
PBR
$125B
$25.9M 0.02%
2,584,497
-924,080
-26% -$11.8M
NFJ
619
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$25.9M 0.02%
2,053,115
+301,915
+17% +$3.87M
O icon
620
Realty Income
O
$59.6B
$25.8M 0.02%
495,509
+33,122
+7% +$1.68M
GHY
621
PGIM Global High Yield Fund
GHY
$478M
$25.8M 0.02%
1,888,223
+333,433
+21% +$4.6M
RJF icon
622
Raymond James Financial
RJF
$33.8B
$25.8M 0.02%
432,944
-6,693
-2% -$415K
HLF icon
623
Herbalife
HLF
$1.29B
$25.7M 0.02%
478,430
+19,044
+4% +$1M
CUK
624
DELISTED
Carnival PLC
CUK
$25.7M 0.02%
445,741
+44,574
+11% +$2.87M
RL icon
625
Ralph Lauren
RL
$22.6B
$25.4M 0.02%
202,151
+38,487
+24% +$4.67M
23 24
25
26 27

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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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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.