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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
AAPL icon
1
Apple
AAPL
$4.9T
$2.43B 2.3%
52,436,900
+1,280,536
+3% +$58.1M
VOO icon
2
Vanguard S&P 500 ETF
VOO
$972B
$2.35B 2.23%
9,419,309
-377,764
-4% -$93.8M
MSFT icon
3
Microsoft
MSFT
$3.35T
$2.13B 2.02%
21,584,036
+756,334
+4% +$73.3M
IVV icon
4
iShares Core S&P 500 ETF
IVV
$872B
$2.09B 1.98%
7,671,260
-575,135
-7% -$156M
AMZN icon
5
Amazon
AMZN
$2.53T
$1.75B 1.65%
20,538,700
+820,820
+4% +$65.1M
META icon
6
Meta Platforms (Facebook)
META
$1.37T
$1.38B 1.31%
7,098,369
+237,363
+3% +$42.9M
JPM icon
7
JPMorgan Chase
JPM
$933B
$1.16B 1.09%
11,085,709
+299,297
+3% +$32.8M
JNJ icon
8
Johnson & Johnson
JNJ
$617B
$1.05B 0.99%
8,623,439
+61,570
+0.7% +$7.68M
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.08T
$1.03B 0.98%
18,237,560
+419,880
+2% +$22.8M
UNH icon
10
UnitedHealth
UNH
$383B
$947M 0.9%
3,859,557
+165,275
+4% +$39.7M
XOM icon
11
ExxonMobil
XOM
$651B
$894M 0.85%
10,805,917
+1,158,109
+12% +$92.3M
WFC icon
12
Wells Fargo
WFC
$258B
$804M 0.76%
14,508,485
+1,280,088
+10% +$68.6M
INTC icon
13
Intel
INTC
$460B
$800M 0.76%
16,083,553
+582,170
+4% +$30.9M
PFE icon
14
Pfizer
PFE
$142B
$774M 0.73%
22,493,465
+1,286,255
+6% +$44M
V icon
15
Visa
V
$673B
$774M 0.73%
5,843,794
+231,675
+4% +$29.8M
BAC icon
16
Bank of America
BAC
$433B
$752M 0.71%
26,672,775
-615,965
-2% -$18.4M
CVX icon
17
Chevron
CVX
$383B
$749M 0.71%
5,924,223
+392,470
+7% +$48.7M
BRK.B icon
18
Berkshire Hathaway Class B
BRK.B
$1.1T
$735M 0.7%
3,935,280
+219,187
+6% +$42.7M
GOOG icon
19
Alphabet (Google) Class C
GOOG
$4.08T
$734M 0.7%
13,161,300
+236,980
+2% +$12.8M
HD icon
20
Home Depot
HD
$332B
$693M 0.66%
3,552,982
+54,683
+2% +$10.2M
CSCO icon
21
Cisco
CSCO
$448B
$674M 0.64%
15,653,448
+922,629
+6% +$40.3M
T icon
22
AT&T
T
$159B
$628M 0.6%
25,902,057
+3,684,674
+17% +$92.5M
MA icon
23
Mastercard
MA
$510B
$613M 0.58%
3,120,890
+69,186
+2% +$13M
VZ icon
24
Verizon
VZ
$193B
$590M 0.56%
11,720,413
+1,024,878
+10% +$49.6M
MRK icon
25
Merck
MRK
$321B
$585M 0.55%
10,107,752
+810,810
+9% +$45.7M
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.