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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
ABT icon
51
Abbott
ABT
$183B
$326M 0.31%
5,340,876
+222,311
+4% +$13.5M
PM icon
52
Philip Morris
PM
$299B
$311M 0.29%
3,846,861
-608,584
-14% -$51.6M
RTX icon
53
RTX Corp
RTX
$289B
$307M 0.29%
3,900,038
+169,775
+5% +$13.3M
COST icon
54
Costco
COST
$423B
$306M 0.29%
1,466,612
+44,244
+3% +$8.74M
HON icon
55
Honeywell
HON
$76.7B
$301M 0.28%
2,311,303
+166,176
+8% +$22.1M
BKNG icon
56
Booking.com
BKNG
$150B
$298M 0.28%
3,679,275
+73,675
+2% +$6.21M
AGG icon
57
iShares Core US Aggregate Bond ETF
AGG
$138B
$298M 0.28%
2,800,002
+13,210
+0.5% +$1.4M
BDX icon
58
Becton Dickinson
BDX
$45.6B
$295M 0.28%
1,260,525
+16,532
+1% +$3.68M
COP icon
59
ConocoPhillips
COP
$145B
$288M 0.27%
4,142,486
+616,234
+17% +$41.1M
GILD icon
60
Gilead Sciences
GILD
$163B
$283M 0.27%
3,998,233
-158,526
-4% -$11.2M
PYPL icon
61
PayPal
PYPL
$49.3B
$283M 0.27%
3,393,572
-86,675
-2% -$6.91M
CRM icon
62
Salesforce
CRM
$148B
$282M 0.27%
2,064,052
+205,658
+11% +$26.2M
ELV icon
63
Elevance Health
ELV
$81.6B
$272M 0.26%
1,141,420
-33,245
-3% -$7.7M
ACN icon
64
Accenture
ACN
$99.9B
$268M 0.25%
1,640,464
+47,209
+3% +$7.34M
MO icon
65
Altria Group
MO
$113B
$264M 0.25%
4,642,160
-22,720
-0.5% -$1.31M
CVS icon
66
CVS Health
CVS
$134B
$262M 0.25%
4,076,580
+460,699
+13% +$30.4M
TJX icon
67
TJX Companies
TJX
$176B
$262M 0.25%
5,499,942
+297,998
+6% +$13.1M
VLO icon
68
Valero Energy
VLO
$92.6B
$257M 0.24%
2,318,445
-101,342
-4% -$11.4M
UPS icon
69
United Parcel Service
UPS
$89.5B
$244M 0.23%
2,292,399
+23,744
+1% +$2.67M
MDT icon
70
Medtronic
MDT
$110B
$242M 0.23%
2,827,279
+161,372
+6% +$13.5M
GE icon
71
GE Aerospace
GE
$368B
$241M 0.23%
3,692,097
+796,264
+27% +$53.1M
QCOM icon
72
Qualcomm
QCOM
$160B
$240M 0.23%
4,267,795
+309,324
+8% +$17.3M
USB icon
73
US Bancorp
USB
$98B
$235M 0.22%
4,704,103
+63,774
+1% +$3.24M
AXP icon
74
American Express
AXP
$228B
$231M 0.22%
2,357,650
+114,141
+5% +$11.2M
LLY icon
75
Eli Lilly
LLY
$1.03T
$230M 0.22%
2,691,982
+372,250
+16% +$30.6M
1 2
3
4 5

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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.