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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
DT
501
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$35.1M 0.03%
2,193,336
+118,535
+6% +$1.9M
EMLC icon
502
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.76B
$35.1M 0.03%
1,066,805
-1,019,946
-49% -$34M
WHR icon
503
Whirlpool
WHR
$2.45B
$35.1M 0.03%
295,183
-7,145
-2% -$947K
WBK
504
DELISTED
Westpac Banking Corporation
WBK
$35M 0.03%
1,749,282
-412,001
-19% -$8.71M
CAJ
505
DELISTED
Canon, Inc.
CAJ
$34.8M 0.03%
1,098,350
+73,807
+7% +$2.34M
MPLX icon
506
MPLX
MPLX
$59.5B
$34.8M 0.03%
1,002,138
+176,960
+21% +$6.34M
CINF icon
507
Cincinnati Financial
CINF
$28.4B
$34.7M 0.03%
452,285
+26,935
+6% +$2.01M
WBD icon
508
Warner Bros
WBD
$63.7B
$34.7M 0.03%
1,085,059
+165,647
+18% +$4.67M
L icon
509
Loews
L
$24.3B
$34.6M 0.03%
689,734
+4,322
+0.6% +$217K
BKR icon
510
Baker Hughes
BKR
$60.1B
$34.6M 0.03%
1,021,499
+72,217
+8% +$2.39M
NOW icon
511
ServiceNow
NOW
$112B
$34.6M 0.03%
883,085
+49,195
+6% +$1.86M
WU icon
512
Western Union
WU
$2.58B
$34.3M 0.03%
1,801,148
-45,832
-2% -$890K
CP icon
513
Canadian Pacific Kansas City
CP
$80.9B
$34.2M 0.03%
806,640
-440
-0.1% -$17.6K
BWA icon
514
BorgWarner
BWA
$12.9B
$34.2M 0.03%
907,866
-25,068
-3% -$985K
GPN icon
515
Global Payments
GPN
$22.9B
$34.2M 0.03%
268,204
-584
-0.2% -$70.2K
AAP icon
516
Advance Auto Parts
AAP
$3.49B
$34.1M 0.03%
202,738
-41,714
-17% -$6.41M
DOX icon
517
Amdocs
DOX
$5.72B
$34.1M 0.03%
517,034
-105,301
-17% -$6.97M
CPRI icon
518
Capri Holdings
CPRI
$1.81B
$34.1M 0.03%
497,138
+76,024
+18% +$5.32M
KIM icon
519
Kimco Realty
KIM
$17.8B
$34.1M 0.03%
2,034,290
+43,470
+2% +$729K
BCS icon
520
Barclays
BCS
$94.9B
$34M 0.03%
3,971,079
-539,297
-12% -$5M
VTRS icon
521
Viatris
VTRS
$20.4B
$33.7M 0.03%
920,534
-78,551
-8% -$2.95M
PACW
522
DELISTED
PacWest Bancorp
PACW
$33.7M 0.03%
706,652
+67,991
+11% +$3.42M
NLY icon
523
Annaly Capital Management
NLY
$17B
$33.6M 0.03%
820,560
+42,707
+5% +$1.79M
SU icon
524
Suncor Energy
SU
$75.6B
$33.6M 0.03%
867,228
+12,131
+1% +$491K
MUR icon
525
Murphy Oil
MUR
$5.41B
$33.5M 0.03%
1,005,471
+120,466
+14% +$3.83M
19 20
21
22 23

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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.