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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
VER
526
DELISTED
VEREIT, Inc.
VER
$33.5M 0.03%
921,862
+129,013
+16% +$4.92M
IEX icon
527
IDEX
IEX
$16.4B
$33.4M 0.03%
221,872
+228
+0.1% +$34K
KKR icon
528
KKR & Co
KKR
$91B
$33.4M 0.03%
1,224,299
-48,480
-4% -$1.3M
PVH icon
529
PVH
PVH
$3.81B
$33.3M 0.03%
230,764
-10,361
-4% -$1.53M
AWK icon
530
American Water Works
AWK
$26.4B
$33.2M 0.03%
377,671
+23,444
+7% +$2.06M
ALK icon
531
Alaska Air
ALK
$5.19B
$33.1M 0.03%
480,753
+38,650
+9% +$2.5M
YUMC icon
532
Yum China
YUMC
$15.3B
$33.1M 0.03%
941,913
+8,743
+0.9% +$311K
LEN icon
533
Lennar Class A
LEN
$20.5B
$33M 0.03%
731,010
+48,671
+7% +$2.45M
DRI icon
534
Darden Restaurants
DRI
$23.3B
$33M 0.03%
297,117
+21,024
+8% +$2.37M
RS icon
535
Reliance Steel & Aluminium
RS
$20.7B
$33M 0.03%
387,185
+33,863
+10% +$3M
FL
536
DELISTED
Foot Locker
FL
$33M 0.03%
647,616
+92,852
+17% +$4.6M
ENB icon
537
Enbridge
ENB
$121B
$32.9M 0.03%
1,018,789
+61,305
+6% +$2.14M
BALL icon
538
Ball Corp
BALL
$17.2B
$32.9M 0.03%
747,566
+45,618
+6% +$1.86M
SNPS icon
539
Synopsys
SNPS
$74.7B
$32.9M 0.03%
333,359
-9,321
-3% -$888K
NI icon
540
NiSource
NI
$22.1B
$32.7M 0.03%
1,313,840
+47,508
+4% +$1.26M
HII icon
541
Huntington Ingalls Industries
HII
$11.3B
$32.7M 0.03%
127,746
-7,555
-6% -$1.81M
EQNR icon
542
Equinor
EQNR
$92.4B
$32.5M 0.03%
1,151,301
+75,413
+7% +$1.98M
E icon
543
ENI
E
$73.5B
$32.4M 0.03%
861,628
+102,004
+13% +$3.84M
NGG icon
544
National Grid
NGG
$81.8B
$32.3M 0.03%
704,466
+68,108
+11% +$3.24M
AEL
545
DELISTED
American Equity Investment Life Holding Company
AEL
$32.3M 0.03%
912,547
-2,177
-0.2% -$78.6K
TSS
546
DELISTED
Total System Services, Inc.
TSS
$32.2M 0.03%
325,895
+43,525
+15% +$4.09M
SIX
547
DELISTED
Six Flags Entertainment Corp.
SIX
$32.1M 0.03%
459,891
-16,024
-3% -$1.09M
CE icon
548
Celanese
CE
$4.89B
$32.1M 0.03%
281,544
+6,146
+2% +$705K
INGR icon
549
Ingredion
INGR
$6.41B
$32.1M 0.03%
305,754
+19,527
+7% +$1.99M
AKAM icon
550
Akamai
AKAM
$16.4B
$32.1M 0.03%
438,500
-5,203
-1% -$391K
20 21
22
23 24

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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.