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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
ABMD
651
DELISTED
Abiomed Inc
ABMD
$23.4M 0.02%
57,163
+8,452
+17% +$3.06M
DECK icon
652
Deckers Outdoor
DECK
$13.2B
$23.4M 0.02%
1,242,036
+74,250
+6% +$1.28M
UFS
653
DELISTED
DOMTAR CORPORATION (New)
UFS
$23.3M 0.02%
488,472
+38,863
+9% +$1.8M
AGCO icon
654
AGCO
AGCO
$7.4B
$23.3M 0.02%
383,145
-10,631
-3% -$679K
NOK icon
655
Nokia
NOK
$51B
$23.1M 0.02%
4,020,907
+416,932
+12% +$2.46M
HAS icon
656
Hasbro
HAS
$13.3B
$23.1M 0.02%
250,008
-914
-0.4% -$80.3K
INFO
657
DELISTED
IHS Markit Ltd. Common Shares
INFO
$23.1M 0.02%
447,084
+26,539
+6% +$1.33M
BMRN icon
658
BioMarin Pharmaceuticals
BMRN
$11.6B
$22.9M 0.02%
243,506
+42,483
+21% +$3.72M
MAA icon
659
Mid-America Apartment Communities
MAA
$15.4B
$22.9M 0.02%
227,536
+13,289
+6% +$1.24M
HRL icon
660
Hormel Foods
HRL
$13.8B
$22.9M 0.02%
615,424
+40,585
+7% +$1.46M
ITUB icon
661
Itaú Unibanco
ITUB
$93.2B
$22.9M 0.02%
4,546,919
-1,947,361
-30% -$12.1M
INCY icon
662
Incyte
INCY
$24.2B
$22.9M 0.02%
341,050
+15,502
+5% +$1.06M
DDS icon
663
Dillards
DDS
$9.19B
$22.8M 0.02%
241,713
+15,150
+7% +$1.23M
MKTAY
664
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$22.8M 0.02%
510,308
+20,855
+4% +$933K
NSANY
665
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$22.8M 0.02%
1,175,113
+90,318
+8% +$1.75M
SEIC icon
666
SEI Investments
SEIC
$12.4B
$22.8M 0.02%
364,580
+51,786
+17% +$3.44M
PANW icon
667
Palo Alto Networks
PANW
$270B
$22.8M 0.02%
664,518
+30,678
+5% +$1.02M
CHL
668
DELISTED
China Mobile Limited
CHL
$22.6M 0.02%
509,556
+42,568
+9% +$1.96M
SNN icon
669
Smith & Nephew
SNN
$13.3B
$22.5M 0.02%
600,616
+2,896
+0.5% +$108K
ORAN
670
DELISTED
Orange
ORAN
$22.5M 0.02%
1,351,150
+207,156
+18% +$3.61M
EXR icon
671
Extra Space Storage
EXR
$31.3B
$22.5M 0.02%
225,632
+4,803
+2% +$447K
MRVL icon
672
Marvell Technology
MRVL
$168B
$22.5M 0.02%
1,049,993
+6,361
+0.6% +$136K
BIG
673
DELISTED
Big Lots, Inc.
BIG
$22.4M 0.02%
535,722
+80,628
+18% +$3.39M
CBT icon
674
Cabot Corp
CBT
$4.54B
$22.3M 0.02%
360,730
-21,496
-6% -$1.27M
BWXT icon
675
BWX Technologies
BWXT
$15.5B
$22.3M 0.02%
357,253
-36,271
-9% -$2.41M
25 26
27
28 29

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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.