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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
AER icon
326
AerCap
AER
$23.9B
$58.8M 0.05%
1,022,951
+45,436
+5% +$2.57M
AVB icon
327
AvalonBay Communities
AVB
$27.1B
$58.7M 0.05%
324,281
+11,186
+4% +$2M
MNST icon
328
Monster Beverage
MNST
$91.4B
$58.3M 0.05%
2,001,954
+111,236
+6% +$3.35M
SRE icon
329
Sempra
SRE
$60.8B
$58.3M 0.05%
1,024,612
+50,730
+5% +$2.94M
CAG icon
330
Conagra Brands
CAG
$7.07B
$57.8M 0.05%
1,702,361
+41,709
+3% +$1.52M
PUK icon
331
Prudential
PUK
$36.5B
$57.4M 0.05%
1,288,586
+30,316
+2% +$1.34M
CF icon
332
CF Industries
CF
$19.2B
$57.2M 0.05%
1,050,490
+79,252
+8% +$3.82M
PPL
333
PPL Corp
PPL
$27.3B
$57M 0.05%
1,949,297
+145,685
+8% +$4.26M
LEA icon
334
Lear
LEA
$7.19B
$57M 0.05%
575,924
-39,694
-6% -$6.8M
SKM icon
335
SK Telecom
SKM
$13.7B
$56.9M 0.05%
1,239,853
+101,069
+9% +$4.2M
AEE icon
336
Ameren
AEE
$31.5B
$56.7M 0.05%
897,496
-68,541
-7% -$4.32M
NUE icon
337
Nucor
NUE
$56.4B
$56.7M 0.05%
893,072
+56,091
+7% +$3.59M
BIDU icon
338
Baidu
BIDU
$35.8B
$56.6M 0.05%
247,387
+27,290
+12% +$6.41M
DTE icon
339
DTE Energy
DTE
$31.1B
$56.5M 0.05%
608,816
+21,052
+4% +$1.96M
HSIC icon
340
Henry Schein
HSIC
$9.74B
$56.2M 0.05%
843,303
+33,417
+4% +$2.08M
AMX icon
341
America Movil
AMX
$78.1B
$56.1M 0.05%
3,493,246
+2,214,386
+173% +$37.4M
PCAR icon
342
PACCAR
PCAR
$69.6B
$56.1M 0.05%
1,233,134
+66,087
+6% +$2.92M
LH icon
343
Labcorp
LH
$24.3B
$55.8M 0.05%
374,108
+8,201
+2% +$1.25M
XPO icon
344
XPO
XPO
$25B
$55.7M 0.05%
1,411,833
+551,759
+64% +$20.1M
ALLY icon
345
Ally Financial
ALLY
$13.1B
$55.6M 0.05%
2,100,645
+3,782
+0.2% +$103K
EFX icon
346
Equifax
EFX
$20.3B
$54.9M 0.05%
420,326
-5,083
-1% -$662K
VTR icon
347
Ventas
VTR
$48.9B
$54.4M 0.05%
1,000,643
+55,227
+6% +$3.2M
CPAY icon
348
Corpay
CPAY
$24.2B
$54.4M 0.05%
238,797
+2,413
+1% +$527K
VWO icon
349
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$54.4M 0.05%
1,326,572
-47,636
-3% -$2M
TEL icon
350
TE Connectivity
TEL
$58.8B
$54.3M 0.05%
617,547
-5,816
-0.9% -$535K
12 13
14
15 16

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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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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.