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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
TLS
776
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$19.2M 0.02%
1,672,111
+583,043
+54% +$6.7M
LNG icon
777
Cheniere Energy
LNG
$53.6B
$19.1M 0.02%
275,042
+11,913
+5% +$768K
EXR icon
778
Extra Space Storage
EXR
$31.3B
$19.1M 0.02%
220,114
-5,518
-2% -$512K
NDAQ icon
779
Nasdaq
NDAQ
$52.5B
$19.1M 0.02%
666,333
+3,762
+0.6% +$116K
WF icon
780
Woori Financial
WF
$16.4B
$19M 0.02%
418,859
+37,306
+10% +$1.65M
CM icon
781
Canadian Imperial Bank of Commerce
CM
$108B
$18.9M 0.02%
404,146
+10,350
+3% +$475K
HYT icon
782
BlackRock Corporate High Yield Fund
HYT
$1.35B
$18.9M 0.02%
1,802,028
-63,782
-3% -$675K
NWL icon
783
Newell Brands
NWL
$2.2B
$18.9M 0.02%
932,896
-325,908
-26% -$7.65M
ULTI
784
DELISTED
Ultimate Software Group Inc
ULTI
$18.9M 0.02%
58,767
+1,902
+3% +$563K
UGI icon
785
UGI
UGI
$7.91B
$18.9M 0.02%
341,255
+38,553
+13% +$2.08M
DSU icon
786
BlackRock Debt Strategies Fund
DSU
$589M
$18.9M 0.02%
1,698,487
-14,142
-0.8% -$159K
VNO icon
787
Vornado Realty Trust
VNO
$7.43B
$18.9M 0.02%
259,117
+5,477
+2% +$406K
OFG icon
788
OFG Bancorp
OFG
$2.21B
$18.9M 0.02%
1,170,933
-230,000
-16% -$3.72M
ORAN
789
DELISTED
Orange
ORAN
$18.9M 0.02%
1,187,179
-163,971
-12% -$2.7M
NGVT icon
790
Ingevity
NGVT
$2.59B
$18.9M 0.02%
185,035
+16,093
+10% +$1.55M
FOSL icon
791
Fossil Group
FOSL
$249M
$18.8M 0.02%
808,661
+15,478
+2% +$390K
FTI icon
792
TechnipFMC
FTI
$29.9B
$18.8M 0.02%
807,247
+63,682
+9% +$1.44M
SMTC icon
793
Semtech
SMTC
$11.3B
$18.7M 0.02%
336,536
-9,942
-3% -$520K
ACM icon
794
Aecom
ACM
$9.12B
$18.7M 0.02%
572,231
+91,484
+19% +$3.02M
GRUB
795
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$18.7M 0.02%
67,370
-4,117
-6% -$1.06M
CEO
796
DELISTED
CNOOC Limited
CEO
$18.7M 0.02%
94,503
+12,889
+16% +$2.19M
ALB icon
797
Albemarle
ALB
$13.7B
$18.6M 0.02%
186,739
+22,667
+14% +$2.19M
MAT icon
798
Mattel
MAT
$4.3B
$18.6M 0.02%
1,186,262
+117,548
+11% +$1.88M
BX icon
799
Blackstone
BX
$106B
$18.6M 0.02%
488,386
+29,739
+6% +$1.07M
CPB icon
800
Campbell Soup
CPB
$6.67B
$18.6M 0.02%
507,194
+73,545
+17% +$3M
30 31
32
33 34

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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.