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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
BLK icon
151
Blackrock
BLK
$164B
$143M 0.13%
303,486
+318
+0.1% +$155K
ILMN icon
152
Illumina
ILMN
$29.4B
$143M 0.12%
400,025
-19,690
-5% -$6.31M
AGN
153
DELISTED
Allergan plc
AGN
$142M 0.12%
746,628
+105,068
+16% +$19.3M
BNY
154
Bank of New York Mellon
BNY
$108B
$141M 0.12%
2,767,054
-105,826
-4% -$5.57M
PRU icon
155
Prudential Financial
PRU
$41.7B
$141M 0.12%
1,389,522
+33,005
+2% +$3.25M
CTSH icon
156
Cognizant
CTSH
$21.5B
$140M 0.12%
1,814,193
+22,413
+1% +$1.75M
CCI icon
157
Crown Castle
CCI
$32.7B
$139M 0.12%
1,249,767
-110,092
-8% -$12.3M
SCHW
158
Charles Schwab
SCHW
$177B
$138M 0.12%
2,798,747
-131,222
-4% -$6.7M
MRSH
159
Marsh
MRSH
$86.3B
$137M 0.12%
1,656,961
+3,221
+0.2% +$273K
ADSK icon
160
Autodesk
ADSK
$44.3B
$137M 0.12%
876,027
-29,797
-3% -$4.21M
STZ icon
161
Constellation Brands
STZ
$22.2B
$137M 0.12%
633,716
-20,526
-3% -$4.36M
BSX icon
162
Boston Scientific
BSX
$65.8B
$136M 0.12%
3,542,504
+47,491
+1% +$1.66M
IUSV icon
163
iShares Core S&P US Value ETF
IUSV
$27.2B
$135M 0.12%
+2,394,547
New +$134M
BAX icon
164
Baxter International
BAX
$11.6B
$134M 0.12%
1,740,294
+21,212
+1% +$1.57M
MET icon
165
MetLife
MET
$61B
$133M 0.12%
2,841,846
-103,125
-4% -$4.71M
ADI icon
166
Analog Devices
ADI
$181B
$133M 0.12%
1,433,432
+1,276
+0.1% +$123K
DAL icon
167
Delta Air Lines
DAL
$55.9B
$132M 0.12%
2,284,352
-155,660
-6% -$8.57M
EA icon
168
Electronic Arts
EA
$52.4B
$132M 0.12%
1,095,985
-92,694
-8% -$11.9M
CHTR icon
169
Charter Communications
CHTR
$14.7B
$132M 0.12%
404,809
+39,273
+11% +$12M
STT icon
170
State Street
STT
$50.9B
$132M 0.12%
1,571,773
-86,305
-5% -$7.58M
GD icon
171
General Dynamics
GD
$105B
$129M 0.11%
631,915
+23,319
+4% +$4.56M
LUMN icon
172
Lumen
LUMN
$6.53B
$127M 0.11%
5,997,102
+235,719
+4% +$4.93M
ITOT icon
173
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$127M 0.11%
1,901,159
+427,105
+29% +$28M
SPG icon
174
Simon Property Group
SPG
$74.5B
$126M 0.11%
714,925
-13,340
-2% -$2.36M
ETN icon
175
Eaton
ETN
$157B
$123M 0.11%
1,421,548
+69,604
+5% +$5.69M
5 6
7
8 9

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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.