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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
NEE icon
76
NextEra Energy
NEE
$183B
$227M 0.22%
5,445,516
+754,540
+16% +$30.5M
IWF icon
77
iShares Russell 1000 Growth ETF
IWF
$120B
$225M 0.21%
6,261,760
+93,892
+2% +$3.31M
INTU icon
78
Intuit
INTU
$86.3B
$219M 0.21%
1,071,622
+34,207
+3% +$6.56M
AVGO icon
79
Broadcom
AVGO
$1.85T
$215M 0.2%
8,871,700
+495,240
+6% +$12.1M
ADP icon
80
Automatic Data Processing
ADP
$105B
$213M 0.2%
1,586,689
-53,286
-3% -$6.75M
RDS.A
81
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$213M 0.2%
3,069,606
+74,830
+2% +$5.18M
CAT icon
82
Caterpillar
CAT
$373B
$211M 0.2%
1,553,328
-15,117
-1% -$2.26M
RTN
83
DELISTED
Raytheon Company
RTN
$211M 0.2%
1,090,331
+89,802
+9% +$18.9M
TMO icon
84
Thermo Fisher Scientific
TMO
$214B
$210M 0.2%
1,016,088
+41,598
+4% +$8.83M
BIIB icon
85
Biogen
BIIB
$30.7B
$210M 0.2%
723,247
-19,038
-3% -$5.35M
BMY icon
86
Bristol-Myers Squibb
BMY
$132B
$208M 0.2%
3,752,866
-185,171
-5% -$10M
GS icon
87
Goldman Sachs
GS
$302B
$207M 0.2%
937,502
-17,035
-2% -$4.06M
SLB icon
88
SLB Ltd
SLB
$72.6B
$207M 0.2%
3,082,760
+430,591
+16% +$29.6M
OXY icon
89
Occidental Petroleum
OXY
$55.6B
$206M 0.2%
2,466,240
+220,276
+10% +$17.6M
AET
90
DELISTED
Aetna Inc
AET
$204M 0.19%
1,113,899
-39,271
-3% -$7M
TRV icon
91
Travelers Companies
TRV
$78.4B
$203M 0.19%
1,662,024
+19,496
+1% +$2.55M
CME icon
92
CME Group
CME
$96.1B
$198M 0.19%
1,208,032
+31,285
+3% +$5.11M
AIG icon
93
American International
AIG
$41.8B
$195M 0.18%
3,676,516
+489,923
+15% +$26.5M
MU icon
94
Micron Technology
MU
$988B
$194M 0.18%
3,696,525
+7,790
+0.2% +$421K
PNC icon
95
PNC Financial Services
PNC
$99.2B
$193M 0.18%
1,430,746
-347
-0% -$50.6K
NOC icon
96
Northrop Grumman
NOC
$76B
$193M 0.18%
628,095
-5,163
-0.8% -$1.71M
KR icon
97
Kroger
KR
$35.4B
$192M 0.18%
6,751,950
-56,867
-0.8% -$1.43M
PSX icon
98
Phillips 66
PSX
$84.4B
$191M 0.18%
1,704,702
+56,111
+3% +$6.31M
LMT icon
99
Lockheed Martin
LMT
$132B
$190M 0.18%
643,041
+6,199
+1% +$2M
CL icon
100
Colgate-Palmolive
CL
$73.3B
$189M 0.18%
2,915,199
-265,021
-8% -$17.3M
2 3
4
5 6

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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.