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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
TSN icon
276
Tyson Foods
TSN
$20.2B
$72.4M 0.06%
1,215,606
-133,729
-10% -$8.36M
ES icon
277
Eversource Energy
ES
$28.2B
$70.8M 0.06%
1,152,799
+44,304
+4% +$2.71M
DHI icon
278
D.R. Horton
DHI
$41B
$70.5M 0.06%
1,672,051
+57,188
+4% +$2.47M
GGG icon
279
Graco
GGG
$12.9B
$70.5M 0.06%
1,520,343
-56,275
-4% -$2.62M
AZ
280
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$69.9M 0.06%
3,152,641
+243,834
+8% +$5.4M
TROW icon
281
T. Rowe Price
TROW
$25B
$69.9M 0.06%
639,997
-49,728
-7% -$5.76M
HIG icon
282
Hartford Financial Services
HIG
$38.5B
$69.9M 0.06%
1,398,371
-50,577
-3% -$2.6M
DVN icon
283
Devon Energy
DVN
$51.9B
$69.8M 0.06%
1,748,078
-49,489
-3% -$2.11M
RDS.B
284
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$69.7M 0.06%
983,049
-12,460
-1% -$863K
RHT
285
DELISTED
Red Hat Inc
RHT
$69.5M 0.06%
509,647
-25,625
-5% -$3.67M
PPLI
286
People Inc
PPLI
$3.1B
$69.4M 0.06%
1,791,778
+193,674
+12% +$6.29M
ALGN icon
287
Align Technology
ALGN
$12B
$69.3M 0.06%
177,209
-1,856
-1% -$685K
PSA icon
288
Public Storage
PSA
$60.2B
$69.2M 0.06%
343,384
-13,428
-4% -$2.9M
WMB icon
289
Williams Companies
WMB
$90.5B
$69.1M 0.06%
2,541,042
+279,867
+12% +$8.12M
SJM icon
290
J.M. Smucker
SJM
$12.6B
$68.8M 0.06%
670,375
+65,517
+11% +$7.16M
CMS icon
291
CMS Energy
CMS
$23.1B
$68.4M 0.06%
1,395,878
+43,598
+3% +$2.13M
AAL icon
292
American Airlines Group
AAL
$9.58B
$68.1M 0.06%
1,648,907
+71,405
+5% +$2.79M
PARA
293
DELISTED
Paramount Global Class B
PARA
$67.9M 0.06%
1,181,932
+28,004
+2% +$1.55M
GPC icon
294
Genuine Parts
GPC
$17.1B
$67.4M 0.06%
678,493
+10,682
+2% +$1.05M
OKE icon
295
Oneok
OKE
$58.7B
$67.3M 0.06%
992,354
+35,143
+4% +$2.41M
F icon
296
Ford
F
$57.3B
$67.1M 0.06%
7,257,329
-2,403,441
-25% -$24M
OMC icon
297
Omnicom Group
OMC
$22.7B
$67M 0.06%
985,581
-285,620
-22% -$20M
VRSN icon
298
VeriSign
VRSN
$25.3B
$66.8M 0.06%
417,003
-8,644
-2% -$1.32M
TIF
299
DELISTED
Tiffany & Co.
TIF
$66.1M 0.06%
512,426
-40,240
-7% -$5.26M
MKC icon
300
McCormick & Company Non-Voting
MKC
$13.4B
$65.8M 0.06%
998,304
-4,632
-0.5% -$286K
10 11
12
13 14

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MCM
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PSUF
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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.