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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
X
701
DELISTED
US Steel
X
$22.7M 0.02%
743,388
+252,831
+52% +$8.16M
ABEV icon
702
Ambev
ABEV
$47.4B
$22.7M 0.02%
4,956,993
+2,037,860
+70% +$9.72M
IHG icon
703
InterContinental Hotels
IHG
$23.5B
$22.6M 0.02%
342,643
+53,205
+18% +$3.49M
SNA icon
704
Snap-on
SNA
$21.1B
$22.6M 0.02%
123,165
+9,434
+8% +$1.64M
AAWW
705
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$22.5M 0.02%
353,105
+45,515
+15% +$2.95M
NMR icon
706
Nomura Holdings
NMR
$28.6B
$22.5M 0.02%
4,708,671
+1,271,466
+37% +$6.02M
DECK icon
707
Deckers Outdoor
DECK
$13.6B
$22.5M 0.02%
1,137,336
-104,700
-8% -$2.03M
AEG icon
708
Aegon
AEG
$13.5B
$22.4M 0.02%
4,065,899
-60,300
-1% -$313K
UTHR icon
709
United Therapeutics
UTHR
$26.3B
$22.4M 0.02%
174,935
+7,146
+4% +$884K
MXIM
710
DELISTED
Maxim Integrated Products
MXIM
$22.3M 0.02%
395,880
+25,803
+7% +$1.56M
GWR
711
DELISTED
Genesee & Wyoming Inc.
GWR
$22.2M 0.02%
243,897
+5,764
+2% +$500K
SVC
712
Service Properties Trust
SVC
$1.08B
$22.2M 0.02%
153,806
+15,026
+11% +$2.15M
WPX
713
DELISTED
WPX Energy, Inc.
WPX
$22.2M 0.02%
1,101,458
+152,006
+16% +$2.82M
NOK icon
714
Nokia
NOK
$51.8B
$22.1M 0.02%
3,955,884
-65,023
-2% -$361K
WTW icon
715
Willis Towers Watson
WTW
$28.6B
$22M 0.02%
156,040
-5,082
-3% -$768K
BBBY
716
DELISTED
Bed Bath & Beyond Inc
BBBY
$21.9M 0.02%
1,461,402
+192,438
+15% +$3.6M
CHE icon
717
Chemed
CHE
$6.76B
$21.9M 0.02%
68,528
-6,193
-8% -$1.97M
J icon
718
Jacobs Solutions
J
$16B
$21.9M 0.02%
345,854
+7,536
+2% +$442K
AVT icon
719
Avnet
AVT
$7.25B
$21.8M 0.02%
487,908
+27,104
+6% +$1.24M
AYI icon
720
Acuity Brands
AYI
$10.1B
$21.8M 0.02%
138,936
+39,890
+40% +$5.73M
FLS icon
721
Flowserve
FLS
$9.29B
$21.8M 0.02%
398,362
+28,654
+8% +$1.39M
FTNT icon
722
Fortinet
FTNT
$112B
$21.8M 0.02%
1,179,905
+298,500
+34% +$4.56M
CIB icon
723
Grupo Cibest SA
CIB
$20.9B
$21.8M 0.02%
521,536
+352,322
+208% +$15.8M
UMPQ
724
DELISTED
Umpqua Holdings Corp
UMPQ
$21.7M 0.02%
1,045,354
+178,242
+21% +$3.9M
BWXT icon
725
BWX Technologies
BWXT
$16.2B
$21.7M 0.02%
347,528
-9,725
-3% -$616K
27 28
29
30 31

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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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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.