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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
UMPQ
726
DELISTED
Umpqua Holdings Corp
UMPQ
$19.6M 0.02%
867,112
+76,147
+10% +$1.78M
ICLR icon
727
Icon
ICLR
$12.6B
$19.6M 0.02%
147,543
-4,679
-3% -$583K
SHG icon
728
Shinhan Financial Group
SHG
$32.8B
$19.5M 0.02%
507,696
+60,480
+14% +$2.58M
AOS icon
729
A.O. Smith
AOS
$8.29B
$19.5M 0.02%
330,248
+5,034
+2% +$317K
G icon
730
Genpact
G
$5.96B
$19.5M 0.02%
675,072
+12,561
+2% +$388K
HYT icon
731
BlackRock Corporate High Yield Fund
HYT
$1.36B
$19.5M 0.02%
1,865,810
+96,756
+5% +$1.02M
STMP
732
DELISTED
Stamps.com, Inc.
STMP
$19.5M 0.02%
77,017
-1,783
-2% -$430K
IRM icon
733
Iron Mountain
IRM
$36.4B
$19.5M 0.02%
556,601
+32,030
+6% +$1.08M
BKU icon
734
Bankunited
BKU
$3.37B
$19.5M 0.02%
476,735
+3,651
+0.8% +$151K
RVTY icon
735
Revvity
RVTY
$12.6B
$19.4M 0.02%
265,040
-3,073
-1% -$231K
UHS icon
736
Universal Health Services
UHS
$10.2B
$19.4M 0.02%
173,990
-7,855
-4% -$920K
GWR
737
DELISTED
Genesee & Wyoming Inc.
GWR
$19.4M 0.02%
238,133
+13,716
+6% +$1.04M
FNB icon
738
FNB Corp
FNB
$6.73B
$19.3M 0.02%
1,441,690
+147,823
+11% +$1.99M
IDTI
739
DELISTED
Integrated Device Technology I
IDTI
$19.3M 0.02%
606,043
-10,910
-2% -$347K
IFF icon
740
International Flavors & Fragrances
IFF
$20.2B
$19.2M 0.02%
155,285
+34,672
+29% +$4.53M
GRMN
741
Garmin
GRMN
$56.7B
$19.2M 0.02%
314,659
+2,585
+0.8% +$155K
TYL icon
742
Tyler Technologies
TYL
$12.7B
$19.2M 0.02%
86,412
+8,846
+11% +$1.99M
NFX
743
DELISTED
Newfield Exploration
NFX
$19.2M 0.02%
634,126
+196,287
+45% +$5.55M
DSU icon
744
BlackRock Debt Strategies Fund
DSU
$593M
$19.1M 0.02%
1,712,629
-27,886
-2% -$318K
TECD
745
DELISTED
Tech Data Corp
TECD
$19.1M 0.02%
232,784
+44,120
+23% +$3.63M
IHG icon
746
InterContinental Hotels
IHG
$24.1B
$19.1M 0.02%
289,438
-1,880
-0.6% -$126K
XEC
747
DELISTED
CIMAREX ENERGY CO
XEC
$19M 0.02%
187,211
-18,754
-9% -$1.78M
MPT
748
Medical Properties Trust
MPT
$2.77B
$19M 0.02%
1,355,918
+305,230
+29% +$4.04M
VALE icon
749
Vale
VALE
$64.1B
$19M 0.02%
1,481,362
-309,929
-17% -$4.23M
UTHR icon
750
United Therapeutics
UTHR
$25.8B
$19M 0.02%
167,789
-3,287
-2% -$361K
28 29
30
31 32

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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.