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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
APH icon
251
Amphenol
APH
$197B
$79.7M 0.08%
3,656,608
-31,444
-0.9% -$684K
AON icon
252
Aon
AON
$77.8B
$79.3M 0.08%
578,333
+28,122
+5% +$3.96M
DVN icon
253
Devon Energy
DVN
$50.9B
$79M 0.07%
1,797,567
+35,903
+2% +$1.39M
WDC icon
254
Western Digital
WDC
$184B
$78.6M 0.07%
1,343,308
-118,876
-8% -$7.56M
MCK icon
255
McKesson
MCK
$101B
$78.6M 0.07%
588,958
+38,935
+7% +$5.69M
MCHP icon
256
Microchip Technology
MCHP
$40.7B
$77.1M 0.07%
1,695,454
-117,234
-6% -$5.43M
AZO icon
257
AutoZone
AZO
$49.1B
$76.9M 0.07%
114,614
-17,642
-13% -$11.4M
CMI icon
258
Cummins
CMI
$87.3B
$75.3M 0.07%
566,414
-52,344
-8% -$7.83M
HIG icon
259
Hartford Financial Services
HIG
$39.2B
$74.1M 0.07%
1,448,948
+3,954
+0.3% +$207K
EFA icon
260
iShares MSCI EAFE ETF
EFA
$78.5B
$73.4M 0.07%
1,096,314
-132,458
-11% -$9.29M
TIF
261
DELISTED
Tiffany & Co.
TIF
$72.7M 0.07%
552,666
+109,045
+25% +$12.5M
CNC icon
262
Centene
CNC
$30.1B
$72.6M 0.07%
1,177,916
-7,688
-0.6% -$443K
PCG icon
263
PG&E
PCG
$39.2B
$72.4M 0.07%
1,700,419
-31,599
-2% -$1.37M
BHP icon
264
BHP
BHP
$218B
$72.4M 0.07%
1,621,894
+118,272
+8% +$5.12M
D icon
265
Dominion Energy
D
$61.3B
$72.3M 0.07%
1,061,013
-42,914
-4% -$2.79M
RDS.B
266
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$72.3M 0.07%
995,509
+76,850
+8% +$5.53M
PXD
267
DELISTED
Pioneer Natural Resource Co.
PXD
$72.1M 0.07%
381,200
+4,608
+1% +$883K
SYF icon
268
Synchrony
SYF
$25.1B
$72M 0.07%
2,156,397
+53,927
+3% +$1.85M
RHT
269
DELISTED
Red Hat Inc
RHT
$71.9M 0.07%
535,272
+101,558
+23% +$16.4M
SWK icon
270
Stanley Black & Decker
SWK
$14.4B
$71.8M 0.07%
540,482
+22,380
+4% +$3.22M
LNC icon
271
Lincoln National
LNC
$8.8B
$71.7M 0.07%
1,152,286
-20,328
-2% -$1.39M
WEC icon
272
WEC Energy
WEC
$35.9B
$71.6M 0.07%
1,107,040
-15,962
-1% -$992K
GGG icon
273
Graco
GGG
$13B
$71.3M 0.07%
1,576,618
-70,472
-4% -$3.23M
EMN icon
274
Eastman Chemical
EMN
$8.01B
$71.1M 0.07%
711,343
-25,520
-3% -$2.69M
PPG icon
275
PPG Industries
PPG
$24.9B
$71.1M 0.07%
685,311
-18,399
-3% -$1.95M
9 10
11
12 13

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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.