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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
NXPI icon
401
NXP Semiconductors
NXPI
$68B
$46.4M 0.04%
542,654
+107,320
+25% +$10.3M
RSG icon
402
Republic Services
RSG
$66.7B
$46M 0.04%
632,872
-20,238
-3% -$1.46M
PNW icon
403
Pinnacle West Capital
PNW
$12.9B
$45.9M 0.04%
579,392
+14,290
+3% +$1.15M
AES icon
404
AES
AES
$10.6B
$45.8M 0.04%
3,269,328
+68,173
+2% +$918K
QGEN icon
405
Qiagen
QGEN
$8.53B
$45.7M 0.04%
1,138,508
+56,009
+5% +$2.24M
ANSS
406
DELISTED
Ansys
ANSS
$45.3M 0.04%
242,526
-43,700
-15% -$7.82M
WCG
407
DELISTED
Wellcare Health Plans, Inc.
WCG
$44.8M 0.04%
139,766
+27,154
+24% +$7.71M
UNM icon
408
Unum
UNM
$13.8B
$44.7M 0.04%
1,143,951
+76,299
+7% +$2.85M
CNQ icon
409
Canadian Natural Resources
CNQ
$96.9B
$44.6M 0.04%
2,788,792
-93,942
-3% -$1.59M
HSY icon
410
Hershey
HSY
$35.4B
$44.5M 0.04%
435,811
-12,596
-3% -$1.24M
FMX icon
411
Fomento Económico Mexicano
FMX
$43.3B
$44.3M 0.04%
447,826
+297,700
+198% +$28.7M
JNPR
412
DELISTED
Juniper Networks
JNPR
$44.3M 0.04%
1,476,482
+57,067
+4% +$1.59M
LHX icon
413
L3Harris
LHX
$55.9B
$44.2M 0.04%
261,056
+720
+0.3% +$115K
BAH icon
414
Booz Allen Hamilton
BAH
$8.7B
$44.1M 0.04%
887,597
-42,223
-5% -$2.06M
RELX icon
415
RELX
RELX
$60.1B
$44M 0.04%
2,099,972
+1,155,078
+122% +$25.2M
HMC icon
416
Honda
HMC
$36.5B
$43.9M 0.04%
1,459,570
+177,661
+14% +$5.29M
VMC icon
417
Vulcan Materials
VMC
$36.3B
$43.8M 0.04%
394,151
-4,192
-1% -$486K
DOV icon
418
Dover
DOV
$27.2B
$43.7M 0.04%
493,538
-3,799
-0.8% -$314K
NTRS icon
419
Northern Trust
NTRS
$22.2B
$43.6M 0.04%
426,773
+14,268
+3% +$1.53M
TPR icon
420
Tapestry
TPR
$28.8B
$43.4M 0.04%
863,018
+33,833
+4% +$1.66M
XLNX
421
DELISTED
Xilinx Inc
XLNX
$43.3M 0.04%
539,849
+51,140
+10% +$3.74M
CS
422
DELISTED
Credit Suisse Group
CS
$43.3M 0.04%
2,895,192
+330,781
+13% +$5.04M
SCCO icon
423
Southern Copper
SCCO
$141B
$43.2M 0.04%
1,079,868
+813,490
+305% +$33.5M
KLAC icon
424
KLA
KLAC
$275B
$43.1M 0.04%
4,238,300
-78,910
-2% -$863K
EQR icon
425
Equity Residential
EQR
$25.4B
$43M 0.04%
649,459
+36,707
+6% +$2.43M
15 16
17
18 19

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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.