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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
MGA icon
476
Magna International
MGA
$18.3B
$37.1M 0.03%
705,839
-36,925
-5% -$2.07M
BXP icon
477
Boston Properties
BXP
$11B
$36.8M 0.03%
299,165
+12,576
+4% +$1.6M
VRSK icon
478
Verisk Analytics
VRSK
$27.1B
$36.4M 0.03%
301,970
+14,963
+5% +$1.74M
AVY icon
479
Avery Dennison
AVY
$12.5B
$36.4M 0.03%
335,682
-10,971
-3% -$1.18M
NEM icon
480
Newmont
NEM
$98.5B
$36.3M 0.03%
1,202,226
-153,634
-11% -$5.2M
KMX icon
481
CarMax
KMX
$8.29B
$36.3M 0.03%
486,162
+49,598
+11% +$3.78M
VOD icon
482
Vodafone
VOD
$36.4B
$36.2M 0.03%
1,669,369
-57,889
-3% -$1.35M
MDY icon
483
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$36.2M 0.03%
98,498
+480
+0.5% +$176K
CHKP icon
484
Check Point Software Technologies
CHKP
$13.6B
$36.2M 0.03%
307,476
+9,605
+3% +$1.09M
PAA icon
485
Plains All American Pipeline
PAA
$17.1B
$36.1M 0.03%
1,445,091
+184,063
+15% +$4.63M
CX icon
486
Cemex
CX
$17.6B
$36.1M 0.03%
5,122,934
+2,938,351
+135% +$20.6M
HYG icon
487
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$36.1M 0.03%
417,153
+13
+0% +$1.12K
SPR
488
DELISTED
Spirit AeroSystems
SPR
$36M 0.03%
392,725
+346
+0.1% +$30.4K
CHRW icon
489
C.H. Robinson
CHRW
$20.6B
$36M 0.03%
367,422
+6,885
+2% +$646K
XYL icon
490
Xylem
XYL
$28.6B
$36M 0.03%
450,323
+55,078
+14% +$4.11M
LVS icon
491
Las Vegas Sands
LVS
$31.6B
$35.9M 0.03%
604,891
-14,205
-2% -$954K
JKHY icon
492
Jack Henry & Associates
JKHY
$10.9B
$35.7M 0.03%
222,940
-3,070
-1% -$451K
ESS icon
493
Essex Property Trust
ESS
$18.7B
$35.5M 0.03%
143,899
-185
-0.1% -$44.6K
GT icon
494
Goodyear
GT
$2.04B
$35.4M 0.03%
1,513,831
+191,358
+14% +$4.5M
EMD
495
Western Asset Emerging Markets Debt Fund
EMD
$614M
$35.3M 0.03%
2,630,097
-160,973
-6% -$2.17M
VALE icon
496
Vale
VALE
$62.9B
$35.3M 0.03%
2,375,426
+894,064
+60% +$12.1M
TMUS icon
497
T-Mobile US
TMUS
$190B
$35.2M 0.03%
502,102
+22,094
+5% +$1.42M
REP
498
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$35.2M 0.03%
1,771,596
+163,383
+10% +$3.25M
OPLN
499
Openlane
OPLN
$4.25B
$35.2M 0.03%
1,558,629
+59,777
+4% +$1.38M
EVHC
500
DELISTED
Envision Healthcare Holdings Inc
EVHC
$35.2M 0.03%
769,075
-27,845
-3% -$1.25M
18 19
20
21 22

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MCM
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PSUF
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IA
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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.