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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
HST icon
301
Host Hotels & Resorts
HST
$17.2B
$61.6M 0.06%
2,923,871
+111,151
+4% +$2.27M
WMB icon
302
Williams Companies
WMB
$86.7B
$61.3M 0.06%
2,261,175
+65,528
+3% +$1.73M
GPC icon
303
Genuine Parts
GPC
$17.2B
$61.3M 0.06%
667,811
+203,961
+44% +$18.6M
ALGN icon
304
Align Technology
ALGN
$12.4B
$61.3M 0.06%
179,065
+12,679
+8% +$3.78M
TDG icon
305
TransDigm Group
TDG
$69.9B
$60.3M 0.06%
174,782
+10,932
+7% +$3.59M
BAY
306
DELISTED
BAYER AG SPONS ADR
BAY
$60M 0.06%
2,174,137
+287,782
+15% +$7.94M
AAL icon
307
American Airlines Group
AAL
$10.2B
$59.9M 0.06%
1,577,502
+156,816
+11% +$6.91M
CFG icon
308
Citizens Financial Group
CFG
$30.3B
$59.8M 0.06%
1,538,250
-101,812
-6% -$4.24M
HES
309
DELISTED
Hess
HES
$59.6M 0.06%
891,059
+177,615
+25% +$10.6M
AZ
310
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$59.6M 0.06%
2,908,807
-204,543
-7% -$4.19M
CAG icon
311
Conagra Brands
CAG
$7.19B
$59.3M 0.06%
1,660,652
-96,304
-5% -$3.59M
MRO
312
DELISTED
Marathon Oil Corporation
MRO
$58.8M 0.06%
2,819,427
+466,447
+20% +$9.2M
AEE icon
313
Ameren
AEE
$30.1B
$58.8M 0.06%
966,037
+32,644
+3% +$1.88M
XEL icon
314
Xcel Energy
XEL
$48.8B
$58.7M 0.06%
1,284,768
+53,832
+4% +$2.41M
PAYX icon
315
Paychex
PAYX
$41.4B
$58.5M 0.06%
855,924
+68,793
+9% +$4.44M
VRSN icon
316
VeriSign
VRSN
$25.9B
$58.5M 0.06%
425,647
+7,851
+2% +$1.01M
MKC icon
317
McCormick & Company Non-Voting
MKC
$13.7B
$58.2M 0.06%
1,002,936
-22,060
-2% -$1.16M
RIO icon
318
Rio Tinto
RIO
$158B
$58.2M 0.06%
1,048,731
+36,099
+4% +$2.02M
REGN icon
319
Regeneron Pharmaceuticals
REGN
$76B
$58.1M 0.06%
168,475
-9,985
-6% -$3.12M
VWO icon
320
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$58M 0.05%
1,374,208
-795,959
-37% -$35.9M
APTV icon
321
Aptiv
APTV
$12.3B
$57.6M 0.05%
628,801
+14,084
+2% +$1.31M
WY icon
322
Weyerhaeuser
WY
$16.9B
$57.5M 0.05%
1,577,195
+35,670
+2% +$1.3M
CMA
323
DELISTED
Comerica
CMA
$57.2M 0.05%
629,644
+44,202
+8% +$4.24M
SMFG icon
324
Sumitomo Mitsui Financial
SMFG
$164B
$57.2M 0.05%
7,358,265
+723,699
+11% +$6.01M
IDXX icon
325
Idexx Laboratories
IDXX
$44.1B
$56.9M 0.05%
261,156
-962
-0.4% -$198K
11 12
13
14 15

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AF
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MCM
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PSUF
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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.