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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
NAD icon
376
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$49.8M 0.04%
3,893,513
+80,008
+2% +$1.05M
CSGP icon
377
CoStar Group
CSGP
$11.3B
$49.4M 0.04%
1,173,420
+70,570
+6% +$3.02M
CXO
378
DELISTED
CONCHO RESOURCES INC.
CXO
$49.1M 0.04%
321,566
+87,407
+37% +$12.3M
TV icon
379
Televisa
TV
$1.45B
$49M 0.04%
2,763,989
+1,805,866
+188% +$34.3M
CTAS icon
380
Cintas
CTAS
$82.4B
$48.6M 0.04%
983,452
-10,928
-1% -$565K
SYF icon
381
Synchrony
SYF
$23.7B
$48.4M 0.04%
1,555,946
-600,451
-28% -$19.1M
LGND icon
382
Ligand Pharmaceuticals
LGND
$6.02B
$48.2M 0.04%
281,721
-36,450
-11% -$5.5M
TSCO icon
383
Tractor Supply
TSCO
$16.3B
$47.9M 0.04%
2,637,195
+254,520
+11% +$4.24M
NTT
384
DELISTED
Nippon Telegraph & Telephone
NTT
$47.8M 0.04%
1,060,920
-10,232
-1% -$461K
RGA icon
385
Reinsurance Group of America
RGA
$15.7B
$47.7M 0.04%
330,217
-21,820
-6% -$3.09M
CERN
386
DELISTED
Cerner Corp
CERN
$47.5M 0.04%
738,246
+37,040
+5% +$2.36M
MOS icon
387
The Mosaic Company
MOS
$7.09B
$47.5M 0.04%
1,462,043
+107,408
+8% +$3.24M
UBS icon
388
UBS Group
UBS
$170B
$47.5M 0.04%
3,018,856
+431,558
+17% +$6.78M
HBAN icon
389
Huntington Bancshares
HBAN
$35.1B
$47.5M 0.04%
3,180,976
+100,696
+3% +$1.57M
PFG icon
390
Principal Financial Group
PFG
$23.6B
$47.4M 0.04%
809,342
-88,560
-10% -$4.94M
AIZ icon
391
Assurant
AIZ
$13.7B
$47.3M 0.04%
437,702
+5,144
+1% +$545K
WY icon
392
Weyerhaeuser
WY
$17.3B
$47.1M 0.04%
1,458,369
-118,826
-8% -$4.13M
AXA
393
DELISTED
AXA ADS (1 ORD SHS)
AXA
$47M 0.04%
1,756,177
+233,547
+15% +$6.25M
MKL icon
394
Markel Group
MKL
$25B
$47M 0.04%
39,521
+15,205
+63% +$17.9M
ANZ
395
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$46.7M 0.04%
2,314,846
+48,114
+2% +$972K
NBIS
396
Nebius Group N.V.
NBIS
$47.7B
$46.7M 0.04%
1,420,183
+1,169,358
+466% +$39.6M
FAST icon
397
Fastenal
FAST
$54B
$46.6M 0.04%
3,215,400
+174,796
+6% +$2.49M
TXT icon
398
Textron
TXT
$16.6B
$46.6M 0.04%
651,874
+16,612
+3% +$1.13M
EXPE icon
399
Expedia Group
EXPE
$31.2B
$46.6M 0.04%
356,893
+24,270
+7% +$3.15M
RCL icon
400
Royal Caribbean
RCL
$78.7B
$46.5M 0.04%
357,485
+44,719
+14% +$5.24M
14 15
16
17 18

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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.