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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
ETN icon
201
Eaton
ETN
$150B
$101M 0.1%
1,351,944
+58,281
+5% +$4.51M
ASML icon
202
ASML
ASML
$634B
$101M 0.1%
508,148
+15,583
+3% +$3.13M
APD icon
203
Air Products & Chemicals
APD
$66.8B
$99.7M 0.09%
640,244
+63,519
+11% +$10.4M
ADM icon
204
Archer Daniels Midland
ADM
$38.9B
$99.6M 0.09%
2,172,285
+175,691
+9% +$7.89M
GSK icon
205
GSK
GSK
$104B
$98.5M 0.09%
1,953,886
+160,912
+9% +$8.1M
TFC icon
206
Truist Financial
TFC
$63.5B
$97.2M 0.09%
1,927,324
+10,409
+0.5% +$553K
BBY icon
207
Best Buy
BBY
$18.5B
$97.1M 0.09%
1,301,990
-119,039
-8% -$8.8M
OMC icon
208
Omnicom Group
OMC
$21.8B
$97M 0.09%
1,271,201
+136,324
+12% +$10.1M
AZN icon
209
AstraZeneca
AZN
$266B
$96.4M 0.09%
1,367,232
+206,142
+18% +$14.8M
MSI icon
210
Motorola Solutions
MSI
$71.5B
$96.2M 0.09%
827,052
+40,505
+5% +$4.46M
HPE icon
211
Hewlett Packard
HPE
$62.4B
$95.3M 0.09%
6,522,844
+1,009,466
+18% +$16.7M
PGR icon
212
Progressive
PGR
$124B
$94.9M 0.09%
1,604,182
+70,406
+5% +$4.31M
ROP icon
213
Roper Technologies
ROP
$38.5B
$93.1M 0.09%
337,526
+2,652
+0.8% +$732K
TSN icon
214
Tyson Foods
TSN
$21.4B
$92.9M 0.09%
1,349,335
-75,516
-5% -$5.25M
COR icon
215
Cencora
COR
$60.7B
$92.8M 0.09%
1,088,804
-36,133
-3% -$3.17M
FIS icon
216
Fidelity National Information Services
FIS
$23.8B
$92.7M 0.09%
874,667
+23,415
+3% +$2.38M
IP icon
217
International Paper
IP
$22.8B
$92.4M 0.09%
1,874,356
-51,463
-3% -$2.63M
FISV
218
Fiserv Inc
FISV
$28.8B
$92.2M 0.09%
1,244,156
-86,262
-6% -$6.26M
ITOT icon
219
iShares Core S&P Total US Stock Market ETF
ITOT
$93.8B
$92.2M 0.09%
1,474,054
+520,263
+55% +$32.3M
STX icon
220
Seagate
STX
$193B
$92.1M 0.09%
1,631,651
+55,089
+3% +$3.19M
VRTX icon
221
Vertex Pharmaceuticals
VRTX
$122B
$91.1M 0.09%
535,926
+6,918
+1% +$1.07M
MTD icon
222
Mettler-Toledo International
MTD
$27.9B
$90.4M 0.09%
156,310
-11,927
-7% -$6.8M
EIX icon
223
Edison International
EIX
$30.3B
$90.4M 0.09%
1,428,644
+61,777
+5% +$3.85M
MSCI icon
224
MSCI
MSCI
$41.9B
$89.9M 0.09%
543,496
-28,577
-5% -$4.51M
ED icon
225
Consolidated Edison
ED
$40.4B
$89.6M 0.08%
1,149,145
+40,314
+4% +$3.08M
7 8
9
10 11

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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.