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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
RIG icon
651
Transocean
RIG
$5.84B
$25.5M 0.02%
1,827,409
+498,858
+38% +$6.19M
FRC
652
DELISTED
First Republic Bank
FRC
$25.5M 0.02%
265,456
+37,647
+17% +$3.79M
LSXMK
653
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$25.5M 0.02%
769,320
+135,446
+21% +$4.81M
OI icon
654
O-I Glass
OI
$1.41B
$25.4M 0.02%
1,353,258
+501,965
+59% +$9.03M
TRMB icon
655
Trimble
TRMB
$13B
$25.4M 0.02%
583,513
+116,360
+25% +$4.55M
LKQ icon
656
LKQ Corp
LKQ
$6.69B
$25.3M 0.02%
799,829
+57,131
+8% +$1.9M
BBD icon
657
Banco Bradesco
BBD
$38.5B
$25.3M 0.02%
5,707,508
+1,411,661
+33% +$6.51M
FIVE icon
658
Five Below
FIVE
$11.5B
$25.3M 0.02%
194,520
-18,731
-9% -$2.08M
AGCO icon
659
AGCO
AGCO
$8.71B
$25.3M 0.02%
415,609
+32,464
+8% +$1.96M
AJG icon
660
Arthur J. Gallagher & Co
AJG
$65.1B
$25.2M 0.02%
338,900
+27,245
+9% +$1.95M
AMG icon
661
Affiliated Managers Group
AMG
$9.61B
$25.2M 0.02%
184,239
-2,362
-1% -$349K
CTRA
662
DELISTED
Coterra Energy
CTRA
$25.1M 0.02%
1,114,479
-64,667
-5% -$1.51M
UHS icon
663
Universal Health Services
UHS
$9.64B
$24.9M 0.02%
194,414
+20,424
+12% +$2.51M
VST icon
664
Vistra
VST
$53B
$24.8M 0.02%
997,811
+74,039
+8% +$1.7M
HAE icon
665
Haemonetics
HAE
$3.63B
$24.8M 0.02%
216,145
-17,889
-8% -$1.85M
BG icon
666
Bunge Global
BG
$22.8B
$24.7M 0.02%
358,862
-73,334
-17% -$4.84M
NBL
667
DELISTED
Noble Energy, Inc.
NBL
$24.6M 0.02%
788,139
+813
+0.1% +$26K
BBVA icon
668
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$24.5M 0.02%
3,886,539
-176,818
-4% -$1.18M
XYZ
669
Block Inc
XYZ
$48.4B
$24.4M 0.02%
246,432
-42,993
-15% -$3.32M
QRVO icon
670
Qorvo
QRVO
$7.92B
$24.4M 0.02%
317,125
-9,831
-3% -$787K
KB icon
671
KB Financial Group
KB
$41.5B
$24.4M 0.02%
504,791
+77,853
+18% +$3.63M
VMW
672
DELISTED
VMware, Inc
VMW
$24.1M 0.02%
154,637
+51,626
+50% +$7.9M
TRN icon
673
Trinity Industries
TRN
$2.95B
$24.1M 0.02%
913,327
+87,280
+11% +$2.29M
BBWI icon
674
Bath & Body Works
BBWI
$4.13B
$24.1M 0.02%
983,388
+61,003
+7% +$1.53M
IFF icon
675
International Flavors & Fragrances
IFF
$19.5B
$23.9M 0.02%
171,962
+16,677
+11% +$2.19M
25 26
27
28 29

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MCM
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PSUF
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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.