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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
BIO icon
576
Bio-Rad Laboratories Class A
BIO
$8.47B
$30.7M 0.03%
98,027
+1,415
+1% +$439K
MUI
577
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$30.5M 0.03%
2,329,349
+188,013
+9% +$2.47M
MITSY
578
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$30.3M 0.03%
85,271
+3,970
+5% +$1.41M
CNI icon
579
Canadian National Railway
CNI
$78B
$30.3M 0.03%
337,541
+2,057
+0.6% +$180K
FMC icon
580
FMC
FMC
$1.39B
$30.3M 0.03%
400,284
+11,221
+3% +$845K
LW icon
581
Lamb Weston
LW
$7.3B
$30.2M 0.03%
452,762
+15,116
+3% +$1.04M
DXCM icon
582
DexCom
DXCM
$28.3B
$30.1M 0.03%
841,436
-29,756
-3% -$923K
BNS icon
583
Scotiabank
BNS
$106B
$30M 0.03%
503,565
+5,615
+1% +$328K
AME icon
584
Ametek
AME
$55.7B
$29.9M 0.03%
377,288
+5,376
+1% +$412K
BIG
585
DELISTED
Big Lots, Inc.
BIG
$29.8M 0.03%
714,109
+178,387
+33% +$7.87M
MAS icon
586
Masco
MAS
$16.4B
$29.7M 0.03%
811,249
-21,078
-3% -$811K
ACGL icon
587
Arch Capital
ACGL
$36.3B
$29.6M 0.03%
993,755
-46,111
-4% -$1.37M
PKG icon
588
Packaging Corp of America
PKG
$22.5B
$29.6M 0.03%
270,030
-1,717
-0.6% -$194K
DVA icon
589
DaVita
DVA
$15.2B
$29.6M 0.03%
412,877
+39,315
+11% +$2.78M
FUJI
590
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$29.6M 0.03%
654,007
+18,691
+3% +$845K
CBOE icon
591
Cboe Global Markets
CBOE
$30.2B
$29.5M 0.03%
307,769
-10,504
-3% -$1.06M
NFJ
592
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$29.5M 0.03%
2,251,835
+198,720
+10% +$2.57M
THC icon
593
Tenet Healthcare
THC
$21B
$29.3M 0.03%
1,029,029
-99,089
-9% -$3.27M
BR icon
594
Broadridge
BR
$17.7B
$29.2M 0.03%
220,972
-34,194
-13% -$4.34M
SIVB
595
DELISTED
SVB Financial Group
SIVB
$29.1M 0.03%
93,676
-13,847
-13% -$4.37M
SC
596
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$29.1M 0.03%
1,450,121
-57,294
-4% -$1.18M
NJ
597
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$29M 0.03%
808,062
-42,298
-5% -$1.52M
JLL icon
598
Jones Lang LaSalle
JLL
$15.5B
$29M 0.03%
200,728
+21,968
+12% +$3.45M
CUK
599
DELISTED
Carnival PLC
CUK
$28.9M 0.03%
458,505
+12,764
+3% +$769K
GHY
600
PGIM Global High Yield Fund
GHY
$479M
$28.8M 0.03%
2,079,274
+191,051
+10% +$2.62M
22 23
24
25 26

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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.