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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
AFL icon
126
Aflac
AFL
$63.9B
$172M 0.15%
3,661,697
-3,004
-0.1% -$137K
SYY icon
127
Sysco
SYY
$39.7B
$171M 0.15%
2,337,272
-2,773
-0.1% -$200K
DG icon
128
Dollar General
DG
$25.9B
$170M 0.15%
1,553,566
-219,916
-12% -$22.9M
MU icon
129
Micron Technology
MU
$1.04T
$170M 0.15%
3,748,878
+52,353
+1% +$2.64M
DUK icon
130
Duke Energy
DUK
$102B
$167M 0.15%
2,090,423
+106,252
+5% +$8.59M
CB icon
131
Chubb
CB
$140B
$163M 0.14%
1,221,947
+61,708
+5% +$8.35M
EXC icon
132
Exelon
EXC
$48.6B
$163M 0.14%
5,242,909
+143,664
+3% +$4.42M
NSC icon
133
Norfolk Southern
NSC
$78.8B
$162M 0.14%
896,846
-14,879
-2% -$2.54M
ECL icon
134
Ecolab
ECL
$75.6B
$161M 0.14%
1,029,510
+37,429
+4% +$5.55M
SPGI icon
135
S&P Global
SPGI
$126B
$159M 0.14%
814,139
-29,033
-3% -$5.99M
BP icon
136
BP
BP
$113B
$158M 0.14%
3,581,878
-129,938
-4% -$5.43M
SYK icon
137
Stryker
SYK
$127B
$157M 0.14%
882,391
+25,401
+3% +$4.34M
ATVI
138
DELISTED
Activision Blizzard
ATVI
$156M 0.14%
1,879,256
+36,058
+2% +$2.74M
ZTS icon
139
Zoetis
ZTS
$31.6B
$156M 0.14%
1,704,542
-69,211
-4% -$6.14M
ITW icon
140
Illinois Tool Works
ITW
$81.4B
$155M 0.14%
1,101,856
-21,309
-2% -$3M
DE icon
141
Deere & Co
DE
$170B
$154M 0.13%
1,021,359
+27,371
+3% +$3.93M
LYB icon
142
LyondellBasell Industries
LYB
$19.5B
$152M 0.13%
1,478,607
+10,768
+0.7% +$1.18M
GM icon
143
General Motors
GM
$74.7B
$151M 0.13%
4,498,890
-94,523
-2% -$3.48M
ALL icon
144
Allstate
ALL
$66.9B
$151M 0.13%
1,525,064
-45,681
-3% -$4.45M
STI
145
DELISTED
SunTrust Banks, Inc.
STI
$151M 0.13%
2,253,468
-2,026
-0.1% -$145K
TSM icon
146
TSMC
TSM
$2.09T
$148M 0.13%
3,349,377
+262,410
+9% +$10.9M
DFS
147
DELISTED
Discover Financial Services
DFS
$145M 0.13%
1,898,185
+36,924
+2% +$2.78M
ROST icon
148
Ross Stores
ROST
$76.6B
$145M 0.13%
1,464,296
-80,122
-5% -$7.36M
ICE icon
149
Intercontinental Exchange
ICE
$82.4B
$144M 0.13%
1,927,720
-117,763
-6% -$8.85M
KMB icon
150
Kimberly-Clark
KMB
$36.4B
$143M 0.13%
1,261,551
+55,178
+5% +$6.19M
4 5
6
7 8

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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.