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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
ERIC icon
626
Ericsson
ERIC
$31.8B
$27M 0.02%
3,067,066
+255,788
+9% +$2.1M
UPM
627
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$27M 0.02%
688,193
+100,261
+17% +$3.93M
CRH icon
628
CRH
CRH
$68.7B
$26.9M 0.02%
823,203
-74,848
-8% -$2.52M
IT icon
629
Gartner
IT
$9.87B
$26.9M 0.02%
169,457
+4,022
+2% +$583K
MFC icon
630
Manulife Financial
MFC
$73.2B
$26.8M 0.02%
1,500,530
+28,043
+2% +$510K
HLF icon
631
Herbalife
HLF
$1.26B
$26.8M 0.02%
491,646
+13,216
+3% +$730K
BFH icon
632
Bread Financial
BFH
$4.29B
$26.8M 0.02%
142,264
-5,591
-4% -$1.05M
CIT
633
DELISTED
CIT Group Inc.
CIT
$26.7M 0.02%
518,275
+25,072
+5% +$1.34M
MORN icon
634
Morningstar
MORN
$6.94B
$26.6M 0.02%
211,624
-4,533
-2% -$611K
MAN icon
635
ManpowerGroup
MAN
$2.5B
$26.6M 0.02%
308,918
+21,447
+7% +$1.91M
FCN icon
636
FTI Consulting
FCN
$4.88B
$26.5M 0.02%
362,574
-92,121
-20% -$6.78M
KNBWY
637
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$26.5M 0.02%
1,031,839
-52,391
-5% -$1.35M
PANW icon
638
Palo Alto Networks
PANW
$259B
$26.4M 0.02%
703,692
+39,174
+6% +$1.43M
XRX icon
639
Xerox
XRX
$357M
$26.2M 0.02%
972,632
-11,509
-1% -$304K
SKX
640
DELISTED
Skechers
SKX
$26.2M 0.02%
937,046
+490,368
+110% +$14.2M
HRL icon
641
Hormel Foods
HRL
$14.3B
$26.1M 0.02%
663,435
+48,011
+8% +$1.84M
CPRT icon
642
Copart
CPRT
$27.6B
$26.1M 0.02%
2,028,468
-123,532
-6% -$1.85M
RVTY icon
643
Revvity
RVTY
$12.1B
$26M 0.02%
267,390
+2,350
+0.9% +$202K
INFO
644
DELISTED
IHS Markit Ltd. Common Shares
INFO
$26M 0.02%
481,406
+34,322
+8% +$1.85M
CAKE icon
645
Cheesecake Factory
CAKE
$4.32B
$25.9M 0.02%
484,391
+52,048
+12% +$2.81M
IFX
646
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$25.9M 0.02%
1,139,944
-44,666
-4% -$1.01M
UFS
647
DELISTED
DOMTAR CORPORATION (New)
UFS
$25.7M 0.02%
493,018
+4,546
+0.9% +$229K
FLIR
648
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$25.7M 0.02%
418,099
+26,004
+7% +$1.53M
FNB icon
649
FNB Corp
FNB
$6.71B
$25.7M 0.02%
2,019,833
+578,143
+40% +$7.68M
MKTAY
650
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$25.7M 0.02%
512,808
+2,500
+0.5% +$125K
24 25
26
27 28

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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.