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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
FDX icon
101
FedEx
FDX
$73B
$185M 0.18%
814,003
+14,136
+2% +$3.5M
TFCFA
102
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$185M 0.18%
3,718,645
+360,019
+11% +$14.2M
TGT icon
103
Target
TGT
$65.6B
$185M 0.17%
2,424,000
+214,057
+10% +$15.8M
MDLZ icon
104
Mondelez International
MDLZ
$80.5B
$183M 0.17%
4,462,425
-10,498
-0.2% -$422K
COF icon
105
Capital One
COF
$129B
$181M 0.17%
1,971,649
+151,519
+8% +$14.3M
GM icon
106
General Motors
GM
$80B
$181M 0.17%
4,593,413
+265,999
+6% +$10.5M
MPC icon
107
Marathon Petroleum
MPC
$91.7B
$180M 0.17%
2,571,223
+124,643
+5% +$9.52M
DHR icon
108
Danaher
DHR
$138B
$178M 0.17%
2,029,827
+54,918
+3% +$4.89M
SHW icon
109
Sherwin-Williams
SHW
$83.7B
$177M 0.17%
1,303,374
-65,451
-5% -$8.47M
MCO icon
110
Moody's
MCO
$83.5B
$177M 0.17%
1,035,705
+4,046
+0.4% +$685K
MS icon
111
Morgan Stanley
MS
$330B
$175M 0.17%
3,696,597
-150,763
-4% -$7.88M
DG icon
112
Dollar General
DG
$28.1B
$175M 0.17%
1,773,482
-226,874
-11% -$21.8M
SCZ icon
113
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$172M 0.16%
2,746,370
+1,365,039
+99% +$89.3M
HUM icon
114
Humana
HUM
$44B
$172M 0.16%
578,816
+8,487
+1% +$2.49M
SPGI icon
115
S&P Global
SPGI
$122B
$172M 0.16%
843,172
-11,229
-1% -$2.22M
EOG icon
116
EOG Resources
EOG
$77.5B
$169M 0.16%
1,354,272
+53,400
+4% +$6.2M
EA icon
117
Electronic Arts
EA
$52.9B
$168M 0.16%
1,188,679
-54,365
-4% -$7.06M
AMT icon
118
American Tower
AMT
$81.3B
$167M 0.16%
1,157,402
+10,339
+0.9% +$1.44M
PX
119
DELISTED
Praxair Inc
PX
$163M 0.15%
1,032,952
+13,581
+1% +$2.1M
LYB icon
120
LyondellBasell Industries
LYB
$19.5B
$161M 0.15%
1,467,839
-72,790
-5% -$7.99M
EMR icon
121
Emerson Electric
EMR
$83.3B
$160M 0.15%
2,315,168
+193,745
+9% +$13.6M
AMAT icon
122
Applied Materials
AMAT
$398B
$160M 0.15%
3,460,835
-494,064
-12% -$25.5M
SYY icon
123
Sysco
SYY
$40.6B
$160M 0.15%
2,340,045
+9,919
+0.4% +$634K
CSX icon
124
CSX Corp
CSX
$93B
$160M 0.15%
7,504,473
+239,973
+3% +$4.94M
BP icon
125
BP
BP
$114B
$160M 0.15%
3,711,816
+287,187
+8% +$12.1M
3 4
5
6 7

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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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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.