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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
CL icon
101
Colgate-Palmolive
CL
$72.6B
$196M 0.17%
2,920,464
+5,265
+0.2% +$351K
ESRX
102
DELISTED
Express Scripts Holding Company
ESRX
$195M 0.17%
2,049,614
+71,085
+4% +$6.06M
PNC icon
103
PNC Financial Services
PNC
$100B
$194M 0.17%
1,423,943
-6,803
-0.5% -$967K
AMT icon
104
American Tower
AMT
$77.7B
$193M 0.17%
1,325,853
+168,451
+15% +$24.7M
HCA icon
105
HCA Healthcare
HCA
$84.8B
$192M 0.17%
1,383,327
+73,409
+6% +$9.14M
SHW icon
106
Sherwin-Williams
SHW
$78.3B
$192M 0.17%
1,262,862
-40,512
-3% -$6M
COF icon
107
Capital One
COF
$124B
$187M 0.16%
1,965,793
-5,856
-0.3% -$570K
WBA
108
DELISTED
Walgreens Boots Alliance
WBA
$186M 0.16%
2,552,993
+252,395
+11% +$17.1M
CSX icon
109
CSX Corp
CSX
$98.6B
$186M 0.16%
7,533,240
+28,767
+0.4% +$685K
ISRG icon
110
Intuitive Surgical
ISRG
$121B
$186M 0.16%
970,206
+9,912
+1% +$1.76M
FDX icon
111
FedEx
FDX
$74.5B
$186M 0.16%
770,417
-43,586
-5% -$10.6M
CI icon
112
Cigna
CI
$76.6B
$184M 0.16%
885,779
-24,668
-3% -$4.57M
CELG
113
DELISTED
Celgene Corp
CELG
$184M 0.16%
2,059,054
+292,861
+17% +$25.9M
EMR icon
114
Emerson Electric
EMR
$82.9B
$183M 0.16%
2,390,114
+74,946
+3% +$5.53M
GLW icon
115
Corning
GLW
$126B
$182M 0.16%
5,145,735
+156,717
+3% +$5.09M
SLB icon
116
SLB Ltd
SLB
$77.8B
$181M 0.16%
2,975,815
-106,945
-3% -$6.89M
NVS icon
117
Novartis
NVS
$295B
$181M 0.16%
2,342,118
+158,316
+7% +$11.7M
EOG icon
118
EOG Resources
EOG
$78B
$180M 0.16%
1,413,300
+59,028
+4% +$7.18M
HPQ icon
119
HP
HPQ
$23.5B
$180M 0.16%
6,972,727
+45,111
+0.7% +$1.09M
TFCFA
120
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$179M 0.16%
3,864,992
+146,347
+4% +$6.71M
IEMG icon
121
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$176M 0.15%
3,405,480
-3,076,440
-47% -$161M
PX
122
DELISTED
Praxair Inc
PX
$176M 0.15%
1,094,043
+61,091
+6% +$9.81M
MCO icon
123
Moody's
MCO
$81.7B
$176M 0.15%
1,050,950
+15,245
+1% +$2.68M
MS icon
124
Morgan Stanley
MS
$337B
$175M 0.15%
3,750,795
+54,198
+1% +$2.65M
SBUX icon
125
Starbucks
SBUX
$118B
$175M 0.15%
3,073,067
+22,774
+0.7% +$1.2M
3 4
5
6 7

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AF
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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.