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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
+6.72%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$114B
AUM Growth
+$8.81B
Cap. Flow
+$2.8B
Cap. Flow %
2.45%
Top 10 Hldgs %
15.97%
Holding
4,052
New
175
Increased
2,320
Reduced
1,403
Closed
113

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$217M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$157M
3
IUSV icon
iShares Core S&P US Value ETF
IUSV
+$134M
4
BAP icon
Credicorp
BAP
+$79.9M
5
JNJ icon
Johnson & Johnson
JNJ
+$51.8M

Top Sells

Rank Stock Value
1
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$170M
2
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$161M
3
WFC icon
Wells Fargo
WFC
+$123M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$60.9M
5
XL
XL Group Ltd.
XL
+$55.8M

Sector Composition

Rank Sector Weight
1 Technology 14.79%
2 Financials 13.98%
3 Healthcare 12.2%
4 Consumer Discretionary 8.82%
5 Industrials 8.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SNY icon
251
Sanofi
SNY
$104B
$83.5M 0.07%
1,870,367
+170,217
+10% +$7.27M
DXC icon
252
DXC Technology
DXC
$1.63B
$82.6M 0.07%
883,538
+82,399
+10% +$7.29M
ZBH icon
253
Zimmer Biomet
ZBH
$17.7B
$82.2M 0.07%
643,900
+36,775
+6% +$4.37M
D icon
254
Dominion Energy
D
$62.5B
$82.1M 0.07%
1,168,092
+107,079
+10% +$7.58M
SWK icon
255
Stanley Black & Decker
SWK
$14.2B
$81.7M 0.07%
557,855
+17,373
+3% +$2.47M
SI
256
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$81M 0.07%
1,268,782
-4,239
-0.3% -$271K
PPG icon
257
PPG Industries
PPG
$25.9B
$79.4M 0.07%
727,213
+41,902
+6% +$4.57M
PH icon
258
Parker-Hannifin
PH
$125B
$79M 0.07%
429,476
-8,994
-2% -$1.54M
ULTA icon
259
Ulta Beauty
ULTA
$20.4B
$78.3M 0.07%
277,487
-15,131
-5% -$3.86M
TDG icon
260
TransDigm Group
TDG
$69.2B
$77.7M 0.07%
208,623
+33,841
+19% +$12.2M
WEC icon
261
WEC Energy
WEC
$37.7B
$77.6M 0.07%
1,161,656
+54,616
+5% +$3.64M
LNC icon
262
Lincoln National
LNC
$7.91B
$77.1M 0.07%
1,140,249
-12,037
-1% -$794K
STX icon
263
Seagate
STX
$193B
$77.1M 0.07%
1,628,602
-3,049
-0.2% -$163K
SBAC icon
264
SBA Communications
SBAC
$18.4B
$76.6M 0.07%
476,874
-10,932
-2% -$1.74M
JCI icon
265
Johnson Controls International
JCI
$87.5B
$75.9M 0.07%
2,169,429
+185,786
+9% +$6.85M
VIAB
266
DELISTED
Viacom Inc. Class B
VIAB
$75.8M 0.07%
2,245,765
-101,687
-4% -$3.05M
CHD icon
267
Church & Dwight Co
CHD
$23.1B
$75.1M 0.07%
1,265,233
+10,154
+0.8% +$575K
DINO icon
268
HF Sinclair
DINO
$15.9B
$75M 0.07%
1,072,347
+39,836
+4% +$2.81M
TT icon
269
Trane Technologies
TT
$106B
$74.7M 0.07%
730,383
+28,368
+4% +$2.77M
VNQ icon
270
Vanguard Real Estate ETF
VNQ
$39.9B
$74.7M 0.07%
925,607
+505,325
+120% +$41.6M
BHP icon
271
BHP
BHP
$213B
$74.6M 0.07%
1,676,957
+55,063
+3% +$2.39M
DOC icon
272
Healthpeak Properties
DOC
$15.4B
$73.9M 0.06%
2,806,189
+245,901
+10% +$6.46M
HES
273
DELISTED
Hess
HES
$73.8M 0.06%
1,030,833
+139,774
+16% +$9.21M
MRO
274
DELISTED
Marathon Oil Corporation
MRO
$73.7M 0.06%
3,165,038
+345,611
+12% +$7.23M
LRCX icon
275
Lam Research
LRCX
$382B
$73.7M 0.06%
4,854,980
-284,950
-6% -$4.87M
9 10
11
12 13

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MCM
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PSUF
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IA
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BAM
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Parametric Portfolio Associates's Q3 2018 Portfolio in Review

As of Q3 2018, Parametric Portfolio Associates held 4,052 positions worth $114B, up 8.3% from $106B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2018 filing shows 175 new, 2,320 increased, 1,403 reduced and 113 closed positions. Its largest new stake was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M. The largest sale was iShares MSCI EAFE Small-Cap ETF, an estimated $170M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2018 buy was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2018, an estimated $217M increase.
  • Parametric Portfolio Associates's biggest Q3 2018 reduction was iShares MSCI EAFE Small-Cap ETF, cutting an estimated $170M.
  • Parametric Portfolio Associates fully exited XL Group Ltd. in Q3 2018, selling an estimated $55.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $114B portfolio in Q3 2018.
  • Parametric Portfolio Associates opened 175 new positions and closed 113 in Q3 2018.
  • Parametric Portfolio Associates's portfolio value rose 8.3% quarter-over-quarter to $114B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2018, filed 13 Nov 2018.