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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
ETFC
426
DELISTED
E*Trade Financial Corporation
ETFC
$43M 0.04%
819,908
-68,816
-8% -$4.04M
BHC icon
427
Bausch Health
BHC
$1.65B
$42.9M 0.04%
1,670,507
+135,830
+9% +$3.11M
IQV icon
428
IQVIA
IQV
$34.7B
$42.6M 0.04%
328,369
-153,127
-32% -$18.4M
RHI icon
429
Robert Half
RHI
$3.61B
$42.5M 0.04%
603,452
+79,483
+15% +$5.82M
NLSN
430
DELISTED
Nielsen Holdings plc
NLSN
$42.5M 0.04%
1,535,430
+155,748
+11% +$4.19M
SAN icon
431
Banco Santander
SAN
$194B
$42.1M 0.04%
8,791,122
+212,895
+2% +$1.07M
WRK
432
DELISTED
WestRock Company
WRK
$42.1M 0.04%
787,228
+17,203
+2% +$964K
EPD icon
433
Enterprise Products Partners
EPD
$83.8B
$42M 0.04%
1,460,157
-19,374
-1% -$560K
URI icon
434
United Rentals
URI
$71.1B
$41.9M 0.04%
256,091
-11,942
-4% -$1.86M
K
435
DELISTED
Kellanova
K
$41.9M 0.04%
636,719
+35,684
+6% +$2.4M
SWKS icon
436
Skyworks Solutions
SWKS
$9.06B
$41.8M 0.04%
460,266
+18,724
+4% +$1.75M
IWM icon
437
iShares Russell 2000 ETF
IWM
$80.9B
$41M 0.04%
243,535
+2,643
+1% +$446K
PBR icon
438
Petrobras
PBR
$121B
$41M 0.04%
3,393,002
+808,505
+31% +$8.96M
XOP icon
439
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$40.8M 0.04%
+235,480
New +$39.6M
LLL
440
DELISTED
L3 Technologies, Inc.
LLL
$40.7M 0.04%
191,459
+6,637
+4% +$1.38M
PBF icon
441
PBF Energy
PBF
$7.29B
$40.6M 0.04%
813,215
+9,856
+1% +$468K
EEM icon
442
iShares MSCI Emerging Markets ETF
EEM
$28B
$40.5M 0.04%
944,706
-162,878
-15% -$7.03M
MIDD icon
443
Middleby
MIDD
$6.05B
$40.1M 0.04%
310,093
+30,114
+11% +$3.44M
TD icon
444
Toronto Dominion Bank
TD
$198B
$39.9M 0.03%
656,156
+51,500
+9% +$3.07M
DPZ icon
445
Domino's
DPZ
$11B
$39.8M 0.03%
134,880
-35,047
-21% -$9.93M
DLTR icon
446
Dollar Tree
DLTR
$23.1B
$39.7M 0.03%
487,229
+19,538
+4% +$1.72M
DLR icon
447
Digital Realty Trust
DLR
$73.7B
$39.7M 0.03%
353,032
+32,069
+10% +$3.84M
DELL icon
448
Dell
DELL
$283B
$39.5M 0.03%
1,448,923
-28,025
-2% -$748K
IJH icon
449
iShares Core S&P Mid-Cap ETF
IJH
$123B
$39.4M 0.03%
979,345
-68,350
-7% -$2.75M
SCG
450
DELISTED
Scana
SCG
$39.2M 0.03%
1,007,119
-16,330
-2% -$626K
16 17
18
19 20

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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.