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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
VRSK icon
526
Verisk Analytics
VRSK
$25.4B
$30.9M 0.03%
287,007
+16,706
+6% +$1.78M
DASTY
527
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$30.8M 0.03%
219,532
-16,928
-7% -$2.38M
GT icon
528
Goodyear
GT
$2B
$30.8M 0.03%
1,322,473
+64,978
+5% +$1.67M
WPZ
529
DELISTED
Williams Partners L.P.
WPZ
$30.7M 0.03%
756,871
+53,451
+8% +$2.03M
KSU
530
DELISTED
Kansas City Southern
KSU
$30.7M 0.03%
289,330
+7,565
+3% +$823K
CE icon
531
Celanese
CE
$4.9B
$30.6M 0.03%
275,398
-43,350
-14% -$4.78M
BF.B icon
532
Brown-Forman Class B
BF.B
$13.2B
$30.5M 0.03%
622,581
+65,758
+12% +$3.6M
ETP
533
DELISTED
Energy Transfer Partners, L.P.
ETP
$30.4M 0.03%
1,598,608
+139,981
+10% +$2.57M
CPRT icon
534
Copart
CPRT
$27B
$30.4M 0.03%
2,152,000
-137,320
-6% -$1.86M
PKG icon
535
Packaging Corp of America
PKG
$21.9B
$30.4M 0.03%
271,747
-2,531
-0.9% -$296K
IFX
536
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$30.3M 0.03%
1,184,610
+143,071
+14% +$3.66M
IEX icon
537
IDEX
IEX
$17B
$30.3M 0.03%
221,644
-8,055
-4% -$1.13M
AWK icon
538
American Water Works
AWK
$26.7B
$30.2M 0.03%
354,227
+15,667
+5% +$1.3M
HUN icon
539
Huntsman Corp
HUN
$1.71B
$30.2M 0.03%
1,033,266
-145,785
-12% -$4.51M
CHRW icon
540
C.H. Robinson
CHRW
$17.4B
$30.2M 0.03%
360,537
-68,535
-16% -$6.12M
BG icon
541
Bunge Global
BG
$20.4B
$30.1M 0.03%
432,196
+168,566
+64% +$12.1M
FMC icon
542
FMC
FMC
$1.34B
$30.1M 0.03%
389,063
+19,486
+5% +$1.45M
RACE icon
543
Ferrari
RACE
$69.3B
$30M 0.03%
222,122
+7,871
+4% +$1.03M
LW icon
544
Lamb Weston
LW
$7.22B
$30M 0.03%
437,646
-2,491
-0.6% -$163K
GPN icon
545
Global Payments
GPN
$23B
$30M 0.03%
268,788
+10,479
+4% +$1.18M
MUR icon
546
Murphy Oil
MUR
$5.7B
$29.9M 0.03%
885,005
+70,160
+9% +$2.16M
PAA icon
547
Plains All American Pipeline
PAA
$17.3B
$29.8M 0.03%
1,261,028
+87,713
+7% +$2.11M
XPO icon
548
XPO
XPO
$23.6B
$29.8M 0.03%
860,074
-85,290
-9% -$3.09M
MHK icon
549
Mohawk Industries
MHK
$7.5B
$29.7M 0.03%
138,814
+349
+0.3% +$76.4K
PHM icon
550
Pultegroup
PHM
$24.1B
$29.7M 0.03%
1,033,717
+6,850
+0.7% +$206K
20 21
22
23 24

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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.