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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
FMS icon
601
Fresenius Medical Care
FMS
$13.4B
$28.8M 0.03%
560,314
+949
+0.2% +$47.5K
STLA icon
602
Stellantis
STLA
$16.5B
$28.8M 0.03%
1,641,935
-74,564
-4% -$1.32M
PHM icon
603
Pultegroup
PHM
$24.9B
$28.7M 0.03%
1,159,465
+125,748
+12% +$3.56M
LBTYK icon
604
Liberty Global Class C
LBTYK
$3.27B
$28.6M 0.03%
1,015,823
-534,036
-34% -$14.4M
EVRG icon
605
Evergy
EVRG
$19.8B
$28.6M 0.03%
520,651
-7,092
-1% -$401K
STLD icon
606
Steel Dynamics
STLD
$36.1B
$28.6M 0.03%
632,723
+33,718
+6% +$1.55M
BAY
607
DELISTED
BAYER AG SPONS ADR
BAY
$28.6M 0.03%
1,291,173
-882,964
-41% -$19.5M
EDU icon
608
New Oriental
EDU
$7.94B
$28.5M 0.03%
385,671
+167,048
+76% +$13.9M
KYO
609
DELISTED
Kyocera Adr
KYO
$28.4M 0.02%
472,886
+26,588
+6% +$1.59M
CHL
610
DELISTED
China Mobile Limited
CHL
$28.3M 0.02%
578,860
+69,304
+14% +$3.2M
BMO icon
611
Bank of Montreal
BMO
$125B
$28.3M 0.02%
342,395
+18,161
+6% +$1.46M
HIT
612
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$28M 0.02%
412,884
-34,101
-8% -$2.31M
BMRN icon
613
BioMarin Pharmaceuticals
BMRN
$11.6B
$28M 0.02%
288,542
+45,036
+18% +$4.5M
MT icon
614
ArcelorMittal
MT
$50.9B
$28M 0.02%
906,601
+75,250
+9% +$2.28M
O icon
615
Realty Income
O
$61.1B
$27.9M 0.02%
506,096
+10,587
+2% +$583K
BF.B icon
616
Brown-Forman Class B
BF.B
$12.6B
$27.8M 0.02%
550,359
-72,222
-12% -$3.75M
NICE icon
617
Nice
NICE
$5.57B
$27.8M 0.02%
242,790
+3,454
+1% +$386K
RACE icon
618
Ferrari
RACE
$66.8B
$27.8M 0.02%
202,979
-19,143
-9% -$2.52M
AOD
619
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$27.8M 0.02%
3,163,669
+97,958
+3% +$865K
RJF icon
620
Raymond James Financial
RJF
$33.3B
$27.6M 0.02%
449,421
+16,477
+4% +$1.02M
CNO icon
621
CNO Financial Group
CNO
$4.96B
$27.4M 0.02%
1,291,520
+330,406
+34% +$6.93M
LNT icon
622
Alliant Energy
LNT
$19.1B
$27.3M 0.02%
640,216
+69,853
+12% +$3M
LPLA icon
623
LPL Financial
LPLA
$26.5B
$27.2M 0.02%
421,548
-2,029
-0.5% -$135K
CPA icon
624
Copa Holdings
CPA
$5.65B
$27.2M 0.02%
340,323
+251,296
+282% +$22M
AV
625
DELISTED
Aviva Plc
AV
$27.1M 0.02%
2,139,016
-247,648
-10% -$3.14M
23 24
25
26 27

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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.