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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
SCM
751
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$19M 0.02%
425,308
+51,204
+14% +$2.28M
CSL icon
752
Carlisle Companies
CSL
$14.3B
$18.8M 0.02%
173,556
-2,295
-1% -$243K
VNO icon
753
Vornado Realty Trust
VNO
$7.41B
$18.7M 0.02%
253,640
+24,219
+11% +$1.67M
MKTX icon
754
MarketAxess Holdings
MKTX
$5.71B
$18.6M 0.02%
94,090
+57,232
+155% +$11.9M
AMD icon
755
Advanced Micro Devices
AMD
$776B
$18.6M 0.02%
1,241,724
+329,876
+36% +$4.19M
NWSA icon
756
News Corp Class A
NWSA
$14.9B
$18.6M 0.02%
1,200,479
+33,054
+3% +$522K
BBD icon
757
Banco Bradesco
BBD
$39.3B
$18.5M 0.02%
4,295,847
-1,215,873
-22% -$6.6M
RRC icon
758
Range Resources
RRC
$9.38B
$18.4M 0.02%
1,102,263
-633,575
-36% -$9.59M
CACI icon
759
CACI
CACI
$11B
$18.4M 0.02%
109,134
+4,237
+4% +$683K
CNO icon
760
CNO Financial Group
CNO
$5.14B
$18.3M 0.02%
961,114
+123,735
+15% +$2.56M
SNA icon
761
Snap-on
SNA
$21.2B
$18.3M 0.02%
113,731
+15,242
+15% +$2.31M
HE icon
762
Hawaiian Electric Industries
HE
$2.23B
$18.2M 0.02%
531,386
+44,085
+9% +$1.5M
CCK icon
763
Crown Holdings
CCK
$12.8B
$18.2M 0.02%
406,770
-14,710
-3% -$689K
CACC icon
764
Credit Acceptance
CACC
$5.95B
$18.2M 0.02%
51,437
-5,319
-9% -$1.83M
KUB
765
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$18.2M 0.02%
231,512
+20,449
+10% +$1.61M
TV icon
766
Televisa
TV
$1.48B
$18.2M 0.02%
958,123
-1,810,235
-65% -$32M
UDR icon
767
UDR
UDR
$12.3B
$17.9M 0.02%
476,768
+47,033
+11% +$1.7M
RIG icon
768
Transocean
RIG
$5.89B
$17.9M 0.02%
1,328,551
-122,618
-8% -$1.51M
XYZ
769
Block Inc
XYZ
$48.4B
$17.8M 0.02%
289,425
+39,606
+16% +$2.18M
TDK
770
DELISTED
TDK CORP AMER DEP SH
TDK
$17.8M 0.02%
174,683
+19,341
+12% +$1.97M
AVA icon
771
Avista
AVA
$3.34B
$17.8M 0.02%
338,146
-90,043
-21% -$4.7M
NWG icon
772
NatWest
NWG
$75.4B
$17.8M 0.02%
2,428,886
+212,010
+10% +$1.71M
DHC
773
Diversified Healthcare Trust
DHC
$2.15B
$17.8M 0.02%
982,446
+249,316
+34% +$4.12M
J icon
774
Jacobs Solutions
J
$15.9B
$17.8M 0.02%
338,318
-15,795
-4% -$812K
WW
775
DELISTED
WW International
WW
$17.8M 0.02%
175,573
-42,433
-19% -$3.33M
29 30
31
32 33

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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.