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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
C icon
26
Citigroup
C
$222B
$593M 0.52%
8,265,651
-83,130
-1% -$5.88M
ORCL icon
27
Oracle
ORCL
$331B
$585M 0.51%
11,341,649
-182,985
-2% -$8.89M
PG icon
28
Procter & Gamble
PG
$343B
$583M 0.51%
7,003,521
+88,147
+1% +$7.21M
BA icon
29
Boeing
BA
$165B
$566M 0.49%
1,520,882
+26,635
+2% +$9.36M
SPY icon
30
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$527M 0.46%
1,813,592
-141,396
-7% -$40.3M
PEP icon
31
PepsiCo
PEP
$186B
$526M 0.46%
4,701,364
+328,792
+8% +$37.2M
WMT icon
32
Walmart Inc
WMT
$871B
$516M 0.45%
16,479,195
+247,461
+2% +$7.57M
DIS icon
33
Walt Disney
DIS
$165B
$505M 0.44%
4,322,697
+2,734
+0.1% +$304K
KO icon
34
Coca-Cola
KO
$354B
$498M 0.44%
10,786,127
+162,016
+2% +$7.4M
AMGN icon
35
Amgen
AMGN
$203B
$475M 0.42%
2,290,514
-45,694
-2% -$9.01M
CMCSA icon
36
Comcast
CMCSA
$79.7B
$460M 0.4%
12,980,536
+563,887
+5% +$20M
MMM icon
37
3M
MMM
$89B
$448M 0.39%
2,540,401
+110,411
+5% +$19M
ADBE icon
38
Adobe
ADBE
$89.5B
$434M 0.38%
1,609,107
+30,289
+2% +$7.81M
IBM icon
39
IBM
IBM
$202B
$426M 0.37%
2,949,365
+161,839
+6% +$22.6M
MCD icon
40
McDonald's
MCD
$188B
$425M 0.37%
2,538,179
+40,020
+2% +$6.41M
IEFA icon
41
iShares Core MSCI EAFE ETF
IEFA
$186B
$410M 0.36%
6,395,048
-622,072
-9% -$39.7M
UNP icon
42
Union Pacific
UNP
$182B
$409M 0.36%
2,512,762
+77,637
+3% +$11.7M
IWF icon
43
iShares Russell 1000 Growth ETF
IWF
$122B
$406M 0.35%
10,400,988
+4,139,228
+66% +$157M
DD icon
44
DuPont de Nemours
DD
$18.6B
$404M 0.35%
2,478,754
-355
-0% -$61.1K
LOW icon
45
Lowe's Companies
LOW
$116B
$403M 0.35%
3,508,906
-23,308
-0.7% -$2.43M
NFLX icon
46
Netflix
NFLX
$292B
$403M 0.35%
10,767,480
+56,610
+0.5% +$2.05M
ABBV icon
47
AbbVie
ABBV
$458B
$402M 0.35%
4,254,721
+135,552
+3% +$12.9M
NKE icon
48
Nike
NKE
$61.9B
$400M 0.35%
4,724,853
+7,676
+0.2% +$617K
NVDA icon
49
NVIDIA
NVDA
$5.01T
$400M 0.35%
56,877,360
+1,497,520
+3% +$9.74M
ABT icon
50
Abbott
ABT
$180B
$397M 0.35%
5,413,213
+72,337
+1% +$4.75M
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 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.