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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
MCK icon
301
McKesson
MCK
$98.5B
$65.7M 0.06%
495,199
-93,759
-16% -$12.2M
VOYA icon
302
Voya Financial
VOYA
$8.94B
$65.7M 0.06%
1,322,236
-42,910
-3% -$2.12M
VO icon
303
Vanguard Mid-Cap ETF
VO
$106B
$65.5M 0.06%
1,595,104
+479,792
+43% +$19.6M
EMN icon
304
Eastman Chemical
EMN
$7.8B
$65.4M 0.06%
683,513
-27,830
-4% -$2.76M
BRK.A icon
305
Berkshire Hathaway Class A
BRK.A
$1.07T
$65.3M 0.06%
204
+100
+96% +$31M
SONY icon
306
Sony
SONY
$123B
$65M 0.06%
5,358,480
+310,620
+6% +$3.42M
XEL icon
307
Xcel Energy
XEL
$51B
$64.6M 0.06%
1,369,118
+84,350
+7% +$3.98M
EFA icon
308
iShares MSCI EAFE ETF
EFA
$76.4B
$64.5M 0.06%
949,262
-147,052
-13% -$9.93M
CA
309
DELISTED
CA, Inc.
CA
$64.1M 0.06%
1,451,110
-116,278
-7% -$5.01M
PXD
310
DELISTED
Pioneer Natural Resource Co.
PXD
$63.8M 0.06%
366,247
-14,953
-4% -$2.67M
PAYX icon
311
Paychex
PAYX
$40.4B
$63.8M 0.06%
866,034
+10,110
+1% +$727K
MUFG icon
312
Mitsubishi UFJ Financial
MUFG
$258B
$63.4M 0.06%
10,246,304
+1,358,213
+15% +$8.19M
BTI icon
313
British American Tobacco
BTI
$132B
$63.4M 0.06%
1,359,888
-30,097
-2% -$1.53M
HST icon
314
Host Hotels & Resorts
HST
$16.8B
$62.6M 0.05%
2,968,177
+44,306
+2% +$937K
INFY icon
315
Infosys
INFY
$45B
$62M 0.05%
6,092,714
+2,216,142
+57% +$22.5M
HP icon
316
Helmerich & Payne
HP
$3.53B
$61.7M 0.05%
897,706
+120,239
+15% +$7.68M
CTXS
317
DELISTED
Citrix Systems Inc
CTXS
$61.1M 0.05%
549,929
+44,587
+9% +$4.93M
ROK icon
318
Rockwell Automation
ROK
$51.4B
$60.6M 0.05%
323,361
-5,220
-2% -$934K
MELI icon
319
Mercado Libre
MELI
$91.3B
$59.9M 0.05%
176,069
+61,620
+54% +$20.9M
IDXX icon
320
Idexx Laboratories
IDXX
$42.9B
$59.9M 0.05%
240,060
-21,096
-8% -$5.12M
EG icon
321
Everest Group
EG
$15.2B
$59.9M 0.05%
262,284
-28,181
-10% -$6.31M
EXPD icon
322
Expeditors International
EXPD
$22.9B
$59.9M 0.05%
814,006
+38,406
+5% +$2.84M
SMFG icon
323
Sumitomo Mitsui Financial
SMFG
$166B
$59.5M 0.05%
7,414,007
+55,742
+0.8% +$441K
NOV icon
324
NOV
NOV
$7.45B
$59.4M 0.05%
1,378,260
+132,129
+11% +$5.91M
BF
325
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$59.3M 0.05%
2,669,799
+32,655
+1% +$725K
11 12
13
14 15

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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.