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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
HAL icon
176
Halliburton
HAL
$26.4B
$117M 0.11%
2,604,081
+157,848
+6% +$7.86M
SAP icon
177
SAP
SAP
$209B
$115M 0.11%
997,155
+107,078
+12% +$12.1M
BSX icon
178
Boston Scientific
BSX
$68.4B
$114M 0.11%
3,495,013
+176,637
+5% +$5.33M
ILMN icon
179
Illumina
ILMN
$31B
$114M 0.11%
419,715
+2,947
+0.7% +$750K
GD icon
180
General Dynamics
GD
$103B
$113M 0.11%
608,596
-20,396
-3% -$4.18M
TSM icon
181
TSMC
TSM
$2.09T
$113M 0.11%
3,086,967
-45,580
-1% -$1.8M
SO icon
182
Southern Company
SO
$109B
$111M 0.1%
2,390,791
+105,635
+5% +$4.73M
RF icon
183
Regions Financial
RF
$26.3B
$109M 0.1%
6,158,486
-213,367
-3% -$4M
UN
184
DELISTED
Unilever NV New York Registry Shares
UN
$109M 0.1%
1,951,668
+374,599
+24% +$21M
AEP icon
185
American Electric Power
AEP
$69.5B
$109M 0.1%
1,568,088
-3,375
-0.2% -$227K
LUMN icon
186
Lumen
LUMN
$6.76B
$107M 0.1%
5,761,383
+586,249
+11% +$10.6M
CHTR icon
187
Charter Communications
CHTR
$16.9B
$107M 0.1%
365,536
-68,498
-16% -$19.7M
AGN
188
DELISTED
Allergan plc
AGN
$107M 0.1%
641,560
+21,459
+3% +$3.45M
F icon
189
Ford
F
$59.3B
$107M 0.1%
9,660,770
+2,138,770
+28% +$24.5M
EQIX icon
190
Equinix
EQIX
$103B
$107M 0.1%
248,487
+19,458
+8% +$7.86M
TM icon
191
Toyota
TM
$227B
$106M 0.1%
824,630
+42,217
+5% +$5.56M
SHY icon
192
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$106M 0.1%
1,267,578
+4,328
+0.3% +$360K
MAR icon
193
Marriott International
MAR
$99B
$105M 0.1%
832,081
+10,588
+1% +$1.44M
AMP icon
194
Ameriprise Financial
AMP
$48.1B
$105M 0.1%
748,333
+17,927
+2% +$2.54M
GWW icon
195
W.W. Grainger
GWW
$64B
$104M 0.1%
338,350
-61,058
-15% -$18.2M
FITB
196
Fifth Third Bancorp
FITB
$51.3B
$104M 0.1%
3,635,290
+57,217
+2% +$1.82M
APC
197
DELISTED
Anadarko Petroleum
APC
$104M 0.1%
1,423,505
+193,232
+16% +$13.1M
WM icon
198
Waste Management
WM
$90.5B
$103M 0.1%
1,263,680
+3,568
+0.3% +$295K
KSS icon
199
Kohl's
KSS
$2.21B
$103M 0.1%
1,406,073
+60,135
+4% +$4.01M
TTE icon
200
TotalEnergies
TTE
$193B
$102M 0.1%
1,677,686
+105,918
+7% +$6.49M
6 7
8
9 10

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NIPH
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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.