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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
GWW icon
176
W.W. Grainger
GWW
$65.3B
$123M 0.11%
344,818
+6,468
+2% +$2.23M
SAP icon
177
SAP
SAP
$187B
$122M 0.11%
995,455
-1,700
-0.2% -$202K
DEO icon
178
Diageo
DEO
$46.2B
$121M 0.11%
856,896
+28,608
+3% +$4.11M
XLE icon
179
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$120M 0.11%
3,180,306
+18,442
+0.6% +$691K
EL icon
180
Estee Lauder
EL
$29B
$120M 0.11%
827,701
-77,561
-9% -$10.8M
PGR icon
181
Progressive
PGR
$124B
$119M 0.1%
1,670,624
+66,442
+4% +$4.27M
UN
182
DELISTED
Unilever NV New York Registry Shares
UN
$118M 0.1%
2,124,141
+172,473
+9% +$9.76M
VRTX icon
183
Vertex Pharmaceuticals
VRTX
$121B
$118M 0.1%
611,831
+75,905
+14% +$13.5M
TTE icon
184
TotalEnergies
TTE
$193B
$116M 0.1%
1,803,677
+125,991
+8% +$7.9M
HSBC icon
185
HSBC
HSBC
$355B
$116M 0.1%
2,767,966
-214,910
-7% -$9.31M
ADM icon
186
Archer Daniels Midland
ADM
$41.4B
$115M 0.1%
2,284,354
+112,069
+5% +$5.5M
AMAT icon
187
Applied Materials
AMAT
$426B
$114M 0.1%
2,949,395
-511,440
-15% -$22.6M
WM icon
188
Waste Management
WM
$95.9B
$113M 0.1%
1,251,669
-12,011
-1% -$1.07M
AEP icon
189
American Electric Power
AEP
$73.7B
$113M 0.1%
1,589,963
+21,875
+1% +$1.56M
RF icon
190
Regions Financial
RF
$26.3B
$112M 0.1%
6,091,776
-66,710
-1% -$1.26M
ROP icon
191
Roper Technologies
ROP
$36.3B
$111M 0.1%
375,830
+38,304
+11% +$11.3M
HPE icon
192
Hewlett Packard
HPE
$63.2B
$111M 0.1%
6,811,160
+288,316
+4% +$4.62M
APD icon
193
Air Products & Chemicals
APD
$66.3B
$110M 0.1%
658,569
+18,325
+3% +$2.98M
MAR icon
194
Marriott International
MAR
$98.7B
$110M 0.1%
831,383
-698
-0.1% -$89.1K
KSS icon
195
Kohl's
KSS
$2.03B
$109M 0.1%
1,465,525
+59,452
+4% +$4.5M
EQIX icon
196
Equinix
EQIX
$107B
$109M 0.1%
251,168
+2,681
+1% +$1.17M
MSI icon
197
Motorola Solutions
MSI
$69.4B
$108M 0.09%
826,583
-469
-0.1% -$58K
AMP icon
198
Ameriprise Financial
AMP
$46.8B
$107M 0.09%
725,024
-23,309
-3% -$3.34M
GSK icon
199
GSK
GSK
$103B
$106M 0.09%
2,119,313
+165,427
+8% +$8.4M
SHY icon
200
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$106M 0.09%
1,277,617
+10,039
+0.8% +$835K
6 7
8
9 10

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MCM
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PSUF
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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.