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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
TMO icon
76
Thermo Fisher Scientific
TMO
$211B
$252M 0.22%
1,034,075
+17,987
+2% +$4.14M
ADP icon
77
Automatic Data Processing
ADP
$100B
$247M 0.22%
1,638,704
+52,015
+3% +$7.36M
BMY icon
78
Bristol-Myers Squibb
BMY
$127B
$247M 0.22%
3,975,788
+222,922
+6% +$13.2M
LMT icon
79
Lockheed Martin
LMT
$134B
$243M 0.21%
701,320
+58,279
+9% +$18.8M
NEE icon
80
NextEra Energy
NEE
$187B
$238M 0.21%
5,682,336
+236,820
+4% +$10.1M
CAT icon
81
Caterpillar
CAT
$409B
$233M 0.2%
1,528,171
-25,157
-2% -$3.56M
BIIB icon
82
Biogen
BIIB
$29.9B
$230M 0.2%
650,210
-73,037
-10% -$25.1M
TGT icon
83
Target
TGT
$62.1B
$228M 0.2%
2,585,650
+161,650
+7% +$13.4M
RTN
84
DELISTED
Raytheon Company
RTN
$221M 0.19%
1,070,796
-19,535
-2% -$3.89M
AET
85
DELISTED
Aetna Inc
AET
$219M 0.19%
1,077,230
-36,669
-3% -$7.17M
GS icon
86
Goldman Sachs
GS
$313B
$212M 0.19%
945,666
+8,164
+0.9% +$1.9M
RDS.A
87
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$211M 0.18%
3,101,685
+32,079
+1% +$2.14M
TRV icon
88
Travelers Companies
TRV
$80.8B
$211M 0.18%
1,623,937
-38,087
-2% -$4.91M
AIG icon
89
American International
AIG
$41.9B
$210M 0.18%
3,946,968
+270,452
+7% +$14.5M
MPC icon
90
Marathon Petroleum
MPC
$90.3B
$208M 0.18%
2,596,767
+25,544
+1% +$2.02M
MDLZ icon
91
Mondelez International
MDLZ
$77.7B
$207M 0.18%
4,828,071
+365,646
+8% +$15.6M
OXY icon
92
Occidental Petroleum
OXY
$57B
$205M 0.18%
2,499,632
+33,392
+1% +$2.7M
AVGO icon
93
Broadcom
AVGO
$1.82T
$203M 0.18%
8,222,250
-649,450
-7% -$14.6M
HUM icon
94
Humana
HUM
$46.7B
$202M 0.18%
595,817
+17,001
+3% +$5.52M
CME icon
95
CME Group
CME
$92.2B
$202M 0.18%
1,184,693
-23,339
-2% -$3.93M
PSX icon
96
Phillips 66
PSX
$82.9B
$201M 0.18%
1,785,187
+80,485
+5% +$9.3M
KR icon
97
Kroger
KR
$34.8B
$201M 0.18%
6,903,509
+151,559
+2% +$4.51M
DHR icon
98
Danaher
DHR
$135B
$201M 0.18%
2,084,571
+54,744
+3% +$4.99M
GE icon
99
GE Aerospace
GE
$367B
$200M 0.18%
3,704,192
+12,095
+0.3% +$746K
NOC icon
100
Northrop Grumman
NOC
$77B
$197M 0.17%
619,163
-8,932
-1% -$2.72M
2 3
4
5 6

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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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ACI
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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.