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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
EMLC icon
276
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.8B
$71M 0.07%
2,086,751
+1,108,339
+113% +$40.3M
VIAB
277
DELISTED
Viacom Inc. Class B
VIAB
$70.8M 0.07%
2,347,452
+79,242
+3% +$2.33M
DINO icon
278
HF Sinclair
DINO
$16.7B
$70.7M 0.07%
1,032,511
+170,576
+20% +$11.4M
BTI icon
279
British American Tobacco
BTI
$133B
$70.1M 0.07%
1,389,985
+47,494
+4% +$2.5M
FTV icon
280
Fortive
FTV
$17.7B
$70M 0.07%
1,440,279
-40,366
-3% -$1.93M
FCX icon
281
Freeport-McMoran
FCX
$91.2B
$69.9M 0.07%
4,050,085
-239,315
-6% -$4.06M
PH icon
282
Parker-Hannifin
PH
$121B
$68.3M 0.06%
438,470
+29,667
+7% +$5.06M
ULTA icon
283
Ulta Beauty
ULTA
$22.2B
$68.3M 0.06%
292,618
+61,701
+27% +$14.9M
SNY icon
284
Sanofi
SNY
$103B
$68M 0.06%
1,700,150
+101,143
+6% +$3.98M
EG icon
285
Everest Group
EG
$14.5B
$66.9M 0.06%
290,465
-22,750
-7% -$5.34M
OKE icon
286
Oneok
OKE
$56.1B
$66.8M 0.06%
957,211
+28,680
+3% +$1.85M
CHD icon
287
Church & Dwight Co
CHD
$23.1B
$66.7M 0.06%
1,255,079
+179,920
+17% +$8.71M
JCI icon
288
Johnson Controls International
JCI
$87.2B
$66.4M 0.06%
1,983,643
+649,608
+49% +$22.6M
DHI icon
289
D.R. Horton
DHI
$40.7B
$66.2M 0.06%
1,614,863
+114,669
+8% +$4.95M
ORLY icon
290
O'Reilly Automotive
ORLY
$71.3B
$66.1M 0.06%
3,626,670
+173,580
+5% +$3.02M
DOC icon
291
Healthpeak Properties
DOC
$15.2B
$66.1M 0.06%
2,560,288
+989,885
+63% +$23.3M
ZBH icon
292
Zimmer Biomet
ZBH
$18.4B
$65.7M 0.06%
607,125
-30,418
-5% -$3.31M
SJM icon
293
J.M. Smucker
SJM
$13.1B
$65M 0.06%
604,858
-367,232
-38% -$41.2M
ES icon
294
Eversource Energy
ES
$27.8B
$65M 0.06%
1,108,495
+51,518
+5% +$2.97M
PARA
295
DELISTED
Paramount Global Class B
PARA
$64.9M 0.06%
1,153,928
+198,447
+21% +$10.4M
DXC icon
296
DXC Technology
DXC
$1.82B
$64.6M 0.06%
801,139
-63,318
-7% -$5.44M
VOYA icon
297
Voya Financial
VOYA
$9.09B
$64.2M 0.06%
1,365,146
-212,967
-13% -$11M
CMS icon
298
CMS Energy
CMS
$22.7B
$63.9M 0.06%
1,352,280
+63,317
+5% +$2.86M
BF
299
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$63M 0.06%
2,637,144
+96,050
+4% +$2.3M
TT icon
300
Trane Technologies
TT
$97.3B
$63M 0.06%
702,015
+69,785
+11% +$6.13M
10 11
12
13 14

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AF
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MCM
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PSUF
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IA
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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.