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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
GEN icon
551
Gen Digital
GEN
$16.1B
$32.1M 0.03%
1,507,060
+218,450
+17% +$4.45M
MSGS icon
552
Madison Square Garden
MSGS
$9.57B
$32M 0.03%
142,501
-5,303
-4% -$1.18M
CCEP icon
553
Coca-Cola Europacific Partners
CCEP
$48.1B
$32M 0.03%
704,419
+37,568
+6% +$1.6M
DASTY
554
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$31.9M 0.03%
213,781
-5,751
-3% -$858K
PHG icon
555
Philips
PHG
$24.3B
$31.9M 0.03%
902,544
+62,200
+7% +$2.13M
FLR icon
556
Fluor
FLR
$7.22B
$31.8M 0.03%
547,718
+11,305
+2% +$616K
KEYS icon
557
Keysight
KEYS
$53.6B
$31.8M 0.03%
480,002
+75,170
+19% +$4.66M
BEN icon
558
Franklin Resources
BEN
$17.3B
$31.8M 0.03%
1,044,938
-46,469
-4% -$1.5M
JWN
559
DELISTED
Nordstrom
JWN
$31.7M 0.03%
530,099
-3,389
-0.6% -$194K
RNR icon
560
RenaissanceRe
RNR
$13.7B
$31.7M 0.03%
237,182
-7,760
-3% -$1M
ITUB icon
561
Itaú Unibanco
ITUB
$92.3B
$31.6M 0.03%
5,930,379
+1,383,460
+30% +$7.43M
APA icon
562
APA Corp
APA
$12.3B
$31.6M 0.03%
662,242
+99,188
+18% +$4.46M
AFG icon
563
American Financial Group
AFG
$12B
$31.5M 0.03%
284,119
-30,686
-10% -$3.41M
TWTR
564
DELISTED
Twitter, Inc.
TWTR
$31.5M 0.03%
1,107,600
-188,215
-15% -$6.66M
PBCT
565
DELISTED
People's United Financial Inc
PBCT
$31.4M 0.03%
1,831,994
+55,635
+3% +$1.02M
HUN icon
566
Huntsman Corp
HUN
$2.06B
$31.3M 0.03%
1,148,495
+115,229
+11% +$3.51M
NAVI icon
567
Navient
NAVI
$809M
$31.2M 0.03%
2,316,191
+49,485
+2% +$670K
CDNS icon
568
Cadence Design Systems
CDNS
$93.4B
$31.2M 0.03%
688,011
+26,803
+4% +$1.22M
HAS icon
569
Hasbro
HAS
$12.8B
$31M 0.03%
294,757
+44,749
+18% +$4.48M
RL icon
570
Ralph Lauren
RL
$22.6B
$31M 0.03%
225,025
+22,874
+11% +$3.05M
AKZOY
571
DELISTED
Akzo Nobel NV
AKZOY
$30.9M 0.03%
992,980
+17,870
+2% +$557K
ETP
572
DELISTED
Energy Transfer Partners, L.P.
ETP
$30.9M 0.03%
1,387,641
-210,967
-13% -$4.58M
IPG
573
DELISTED
Interpublic Group of Companies
IPG
$30.8M 0.03%
1,347,811
-21,425
-2% -$485K
LYG icon
574
Lloyds Banking Group
LYG
$89B
$30.8M 0.03%
10,136,934
-652,537
-6% -$2.09M
CDW icon
575
CDW
CDW
$17.6B
$30.8M 0.03%
346,075
-20,895
-6% -$1.81M
21 22
23
24 25

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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.