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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
HON icon
51
Honeywell
HON
$77.1B
$385M 0.34%
2,559,819
+248,516
+11% +$35.2M
TXN icon
52
Texas Instruments
TXN
$255B
$373M 0.33%
3,471,925
+55,816
+2% +$6.21M
CRM icon
53
Salesforce
CRM
$134B
$352M 0.31%
2,210,580
+146,528
+7% +$21.7M
RTX icon
54
RTX Corp
RTX
$287B
$349M 0.31%
3,965,647
+65,609
+2% +$5.51M
COST icon
55
Costco
COST
$415B
$345M 0.3%
1,469,295
+2,683
+0.2% +$604K
CVS icon
56
CVS Health
CVS
$137B
$339M 0.3%
4,301,580
+225,000
+6% +$16.1M
QCOM icon
57
Qualcomm
QCOM
$176B
$331M 0.29%
4,594,911
+327,116
+8% +$21.5M
PM icon
58
Philip Morris
PM
$301B
$330M 0.29%
4,051,270
+204,409
+5% +$16.8M
GILD icon
59
Gilead Sciences
GILD
$161B
$330M 0.29%
4,271,139
+272,906
+7% +$20.6M
COP icon
60
ConocoPhillips
COP
$147B
$327M 0.29%
4,227,428
+84,942
+2% +$6.13M
BDX icon
61
Becton Dickinson
BDX
$43.1B
$321M 0.28%
1,259,992
-533
-0% -$131K
MO icon
62
Altria Group
MO
$122B
$308M 0.27%
5,106,162
+464,002
+10% +$27.5M
TJX icon
63
TJX Companies
TJX
$170B
$308M 0.27%
5,497,322
-2,620
-0% -$135K
LLY icon
64
Eli Lilly
LLY
$1.07T
$302M 0.26%
2,811,194
+119,212
+4% +$11.9M
AGG icon
65
iShares Core US Aggregate Bond ETF
AGG
$138B
$300M 0.26%
2,840,965
+40,963
+1% +$4.35M
ELV icon
66
Elevance Health
ELV
$81.9B
$298M 0.26%
1,085,663
-55,757
-5% -$14.5M
ACN icon
67
Accenture
ACN
$89.9B
$286M 0.25%
1,682,817
+42,353
+3% +$7.05M
MDT icon
68
Medtronic
MDT
$107B
$286M 0.25%
2,903,900
+76,621
+3% +$7.08M
BKNG icon
69
Booking.com
BKNG
$138B
$284M 0.25%
3,578,750
-100,525
-3% -$7.91M
PYPL icon
70
PayPal
PYPL
$49.5B
$277M 0.24%
3,154,353
-239,219
-7% -$21.1M
UPS icon
71
United Parcel Service
UPS
$97.6B
$272M 0.24%
2,328,562
+36,163
+2% +$4.26M
VLO icon
72
Valero Energy
VLO
$89.8B
$265M 0.23%
2,328,951
+10,506
+0.5% +$1.19M
USB icon
73
US Bancorp
USB
$99.6B
$263M 0.23%
4,987,032
+282,929
+6% +$15M
INTU icon
74
Intuit
INTU
$81.1B
$263M 0.23%
1,155,516
+83,894
+8% +$18M
AXP icon
75
American Express
AXP
$223B
$255M 0.22%
2,391,462
+33,812
+1% +$3.52M
1 2
3
4 5

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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.