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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
AAPL icon
1
Apple
AAPL
$4.8T
$3B 2.63%
53,231,232
+794,332
+2% +$41.4M
MSFT icon
2
Microsoft
MSFT
$2.99T
$2.47B 2.16%
21,617,348
+33,312
+0.2% +$3.61M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$879B
$2.47B 2.16%
8,427,609
+756,349
+10% +$217M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$973B
$2.45B 2.15%
9,186,647
-232,662
-2% -$60.9M
AMZN icon
5
Amazon
AMZN
$2.69T
$2.1B 1.84%
20,991,620
+452,920
+2% +$42.6M
JNJ icon
6
Johnson & Johnson
JNJ
$599B
$1.25B 1.09%
9,013,298
+389,859
+5% +$51.8M
JPM icon
7
JPMorgan Chase
JPM
$901B
$1.23B 1.07%
10,860,806
-224,903
-2% -$25.5M
META icon
8
Meta Platforms (Facebook)
META
$1.64T
$1.16B 1.01%
7,046,578
-51,791
-0.7% -$9.38M
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.3T
$1.12B 0.98%
18,477,500
+239,940
+1% +$14.5M
UNH icon
10
UnitedHealth
UNH
$383B
$1.02B 0.89%
3,817,495
-42,062
-1% -$10.9M
XOM icon
11
ExxonMobil
XOM
$615B
$964M 0.84%
11,341,308
+535,391
+5% +$43.8M
PFE icon
12
Pfizer
PFE
$141B
$938M 0.82%
22,422,583
-70,882
-0.3% -$2.73M
BRK.B icon
13
Berkshire Hathaway Class B
BRK.B
$1.06T
$892M 0.78%
4,166,330
+231,050
+6% +$47.4M
V icon
14
Visa
V
$686B
$883M 0.77%
5,883,680
+39,886
+0.7% +$5.67M
GOOG icon
15
Alphabet (Google) Class C
GOOG
$4.29T
$798M 0.7%
13,367,660
+206,360
+2% +$12.4M
CSCO icon
16
Cisco
CSCO
$436B
$781M 0.68%
16,052,197
+398,749
+3% +$17.9M
BAC icon
17
Bank of America
BAC
$424B
$776M 0.68%
26,353,350
-319,425
-1% -$9.73M
INTC icon
18
Intel
INTC
$488B
$756M 0.66%
15,989,273
-94,280
-0.6% -$4.59M
CVX icon
19
Chevron
CVX
$378B
$754M 0.66%
6,166,442
+242,219
+4% +$29.4M
HD icon
20
Home Depot
HD
$332B
$747M 0.65%
3,606,062
+53,080
+1% +$10.7M
MRK icon
21
Merck
MRK
$307B
$695M 0.61%
10,262,746
+154,994
+2% +$9.87M
MA icon
22
Mastercard
MA
$484B
$687M 0.6%
3,085,497
-35,393
-1% -$7.38M
T icon
23
AT&T
T
$153B
$681M 0.6%
26,856,618
+954,561
+4% +$23.4M
VZ icon
24
Verizon
VZ
$182B
$665M 0.58%
12,464,589
+744,176
+6% +$39.4M
WFC icon
25
Wells Fargo
WFC
$261B
$649M 0.57%
12,353,025
-2,155,460
-15% -$123M
1
2 3 4 5

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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.