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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
C icon
26
Citigroup
C
$222B
$559M 0.53%
8,348,781
-239,407
-3% -$16.5M
PG icon
27
Procter & Gamble
PG
$335B
$540M 0.51%
6,915,374
+369,025
+6% +$27.8M
SPY icon
28
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$530M 0.5%
1,954,988
-235,529
-11% -$63.6M
ORCL icon
29
Oracle
ORCL
$367B
$508M 0.48%
11,524,634
+549,396
+5% +$25.3M
BA icon
30
Boeing
BA
$175B
$501M 0.48%
1,494,247
+30,501
+2% +$10.5M
PEP icon
31
PepsiCo
PEP
$191B
$476M 0.45%
4,372,572
-259,042
-6% -$26.8M
KO icon
32
Coca-Cola
KO
$381B
$466M 0.44%
10,624,111
+460,712
+5% +$19.9M
WMT icon
33
Walmart Inc
WMT
$884B
$463M 0.44%
16,231,734
+109,650
+0.7% +$3.12M
DIS icon
34
Walt Disney
DIS
$167B
$453M 0.43%
4,319,963
+260,383
+6% +$26.6M
IEFA icon
35
iShares Core MSCI EAFE ETF
IEFA
$192B
$445M 0.42%
7,017,120
-757,656
-10% -$50.1M
AMGN icon
36
Amgen
AMGN
$209B
$431M 0.41%
2,336,208
-59,467
-2% -$10.5M
NFLX icon
37
Netflix
NFLX
$305B
$419M 0.4%
10,710,870
+166,160
+2% +$5.66M
DD icon
38
DuPont de Nemours
DD
$18.7B
$414M 0.39%
2,479,109
+174,049
+8% +$29.1M
CMCSA icon
39
Comcast
CMCSA
$84B
$407M 0.39%
12,416,649
-217,596
-2% -$7.09M
MMM icon
40
3M
MMM
$90.8B
$400M 0.38%
2,429,990
-171,506
-7% -$29.3M
MCD icon
41
McDonald's
MCD
$191B
$391M 0.37%
2,498,159
+63,759
+3% +$10.3M
ADBE icon
42
Adobe
ADBE
$98.5B
$385M 0.36%
1,578,818
+13,933
+0.9% +$3.3M
ABBV icon
43
AbbVie
ABBV
$455B
$382M 0.36%
4,119,169
+338,822
+9% +$33.1M
TXN icon
44
Texas Instruments
TXN
$255B
$377M 0.36%
3,416,109
+50,734
+2% +$5.49M
NKE icon
45
Nike
NKE
$62.7B
$376M 0.36%
4,717,177
+104,835
+2% +$7.39M
IBM icon
46
IBM
IBM
$209B
$372M 0.35%
2,787,526
-70,150
-2% -$9.78M
UNP icon
47
Union Pacific
UNP
$172B
$345M 0.33%
2,435,125
+77,783
+3% +$10.8M
IEMG icon
48
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$340M 0.32%
6,481,920
+482,524
+8% +$27.1M
LOW icon
49
Lowe's Companies
LOW
$118B
$338M 0.32%
3,532,214
-234,381
-6% -$21.2M
NVDA icon
50
NVIDIA
NVDA
$4.72T
$328M 0.31%
55,379,840
+1,687,560
+3% +$10.3M
1
2
3 4 5

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AF
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MCM
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PSUF
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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.