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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
NAB
451
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$39.1M 0.03%
3,881,030
+988,721
+34% +$9.97M
HDB icon
452
HDFC Bank
HDB
$119B
$39.1M 0.03%
1,661,680
+11,152
+0.7% +$284K
MMP
453
DELISTED
Magellan Midstream Partners, L.P.
MMP
$39M 0.03%
576,482
+18,088
+3% +$1.26M
EC icon
454
Ecopetrol
EC
$32.8B
$39M 0.03%
1,446,470
+1,041,063
+257% +$23M
GAP
455
The Gap Inc
GAP
$7.03B
$38.9M 0.03%
1,346,798
+75,536
+6% +$2.26M
IX icon
456
ORIX
IX
$43.9B
$38.7M 0.03%
2,385,340
+52,530
+2% +$847K
TFX icon
457
Teleflex
TFX
$5.92B
$38.4M 0.03%
144,248
+16,557
+13% +$4.29M
FFIV icon
458
F5
FFIV
$22.4B
$38.2M 0.03%
191,317
-13,334
-7% -$2.44M
KSU
459
DELISTED
Kansas City Southern
KSU
$38.1M 0.03%
336,315
+46,985
+16% +$5.35M
BUD icon
460
AB InBev
BUD
$156B
$38M 0.03%
434,293
-16,738
-4% -$1.63M
JBHT icon
461
JB Hunt Transport Services
JBHT
$26B
$37.9M 0.03%
319,014
+22,440
+8% +$2.73M
TSLA icon
462
Tesla
TSLA
$1.22T
$37.8M 0.03%
2,143,680
+39,975
+2% +$833K
CBRE icon
463
CBRE Group
CBRE
$41.8B
$37.8M 0.03%
856,163
-82,603
-9% -$3.94M
WAT icon
464
Waters Corp
WAT
$36.4B
$37.7M 0.03%
193,821
-1,693
-0.9% -$328K
ZION icon
465
Zions Bancorporation
ZION
$10.1B
$37.7M 0.03%
752,025
-21,298
-3% -$1.12M
FDS icon
466
Factset
FDS
$9.58B
$37.6M 0.03%
168,255
-4,827
-3% -$1.05M
NCLH icon
467
Norwegian Cruise Line
NCLH
$9.01B
$37.6M 0.03%
655,292
+33,862
+5% +$1.75M
GL icon
468
Globe Life
GL
$13.5B
$37.6M 0.03%
433,637
+5,821
+1% +$503K
TEVA icon
469
Teva Pharmaceuticals
TEVA
$36.1B
$37.6M 0.03%
1,743,869
+185,235
+12% +$4.3M
TAP icon
470
Molson Coors Class B
TAP
$7.72B
$37.5M 0.03%
610,361
+47,611
+8% +$3.15M
IBN icon
471
ICICI Bank
IBN
$107B
$37.5M 0.03%
4,413,430
+370,522
+9% +$3.28M
QVCGA
472
DELISTED
QVC Group Inc Series A
QVCGA
$37.4M 0.03%
34,730
+1,714
+5% +$1.8M
MFG icon
473
Mizuho Financial
MFG
$128B
$37.4M 0.03%
10,689,972
-3,907
-0% -$13.6K
HAIN icon
474
Hain Celestial
HAIN
$46M
$37.3M 0.03%
1,377,176
+186,505
+16% +$5.32M
ING icon
475
ING
ING
$95.1B
$37.2M 0.03%
2,865,360
-116,382
-4% -$1.63M
17 18
19
20 21

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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.