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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
AFL icon
126
Aflac
AFL
$64.8B
$158M 0.15%
3,664,701
-370,435
-9% -$16.6M
HPQ icon
127
HP
HPQ
$24.6B
$157M 0.15%
6,927,616
-54,665
-0.8% -$1.22M
DUK icon
128
Duke Energy
DUK
$98.4B
$157M 0.15%
1,984,171
+17,072
+0.9% +$1.31M
ITW icon
129
Illinois Tool Works
ITW
$81.6B
$156M 0.15%
1,123,165
-247,790
-18% -$36.7M
EXC icon
130
Exelon
EXC
$46.6B
$155M 0.15%
5,099,245
-506,529
-9% -$14.5M
BNY
131
Bank of New York Mellon
BNY
$106B
$155M 0.15%
2,872,880
+159,538
+6% +$8.8M
CI icon
132
Cigna
CI
$76.1B
$155M 0.15%
910,447
+39,191
+4% +$6.78M
STT icon
133
State Street
STT
$50.2B
$154M 0.15%
1,658,078
-182,220
-10% -$18.1M
ISRG icon
134
Intuitive Surgical
ISRG
$126B
$153M 0.15%
960,294
+25,305
+3% +$3.86M
ESRX
135
DELISTED
Express Scripts Holding Company
ESRX
$153M 0.14%
1,978,529
+67,840
+4% +$5.09M
BLK icon
136
Blackrock
BLK
$170B
$151M 0.14%
303,168
+17,847
+6% +$9.43M
ZTS icon
137
Zoetis
ZTS
$31.9B
$151M 0.14%
1,773,753
+55,707
+3% +$4.7M
ICE icon
138
Intercontinental Exchange
ICE
$88.4B
$150M 0.14%
2,045,483
+106,825
+6% +$7.78M
SCHW
139
Charles Schwab
SCHW
$181B
$150M 0.14%
2,929,969
+82,110
+3% +$4.55M
SBUX icon
140
Starbucks
SBUX
$121B
$149M 0.14%
3,050,293
-196,952
-6% -$11.2M
STI
141
DELISTED
SunTrust Banks, Inc.
STI
$149M 0.14%
2,255,494
+130,666
+6% +$8.88M
NVS icon
142
Novartis
NVS
$301B
$148M 0.14%
2,183,802
+79,450
+4% +$5.48M
CB icon
143
Chubb
CB
$135B
$147M 0.14%
1,160,239
+68,215
+6% +$9.06M
CCI icon
144
Crown Castle
CCI
$33.4B
$147M 0.14%
1,359,859
+121,240
+10% +$12.6M
SYK icon
145
Stryker
SYK
$133B
$145M 0.14%
856,990
+18,764
+2% +$3.16M
ALL icon
146
Allstate
ALL
$68.3B
$143M 0.14%
1,570,745
+14,291
+0.9% +$1.36M
STZ icon
147
Constellation Brands
STZ
$22.3B
$143M 0.14%
654,242
+17,185
+3% +$3.88M
CTSH icon
148
Cognizant
CTSH
$24.3B
$142M 0.13%
1,791,780
+21,315
+1% +$1.68M
ATVI
149
DELISTED
Activision Blizzard
ATVI
$141M 0.13%
1,843,198
-546
-0% -$38.6K
CELG
150
DELISTED
Celgene Corp
CELG
$140M 0.13%
1,766,193
-116,171
-6% -$9.65M
4 5
6
7 8

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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.