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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
BRX icon
1151
Brixmor Property Group
BRX
$9.81B
$10.8M 0.01%
615,506
+47,351
+8% +$837K
COTY icon
1152
Coty
COTY
$2.42B
$10.8M 0.01%
857,517
+195,553
+30% +$2.53M
CIEN icon
1153
Ciena
CIEN
$49.6B
$10.7M 0.01%
344,023
+95,101
+38% +$2.66M
SNP
1154
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$10.7M 0.01%
106,933
+23,419
+28% +$2.21M
JBTM
1155
JBT Marel
JBTM
$7.61B
$10.7M 0.01%
89,734
+6,637
+8% +$722K
EWBC icon
1156
East-West Bancorp
EWBC
$18B
$10.7M 0.01%
177,255
-494
-0.3% -$31.7K
CRI icon
1157
Carter's
CRI
$1.45B
$10.7M 0.01%
108,298
+23,464
+28% +$2.48M
ASB icon
1158
Associated Banc-Corp
ASB
$5.85B
$10.7M 0.01%
409,667
+25,181
+7% +$688K
RAMP icon
1159
LiveRamp
RAMP
$2.3B
$10.6M 0.01%
215,486
-63,390
-23% -$2.81M
ETSY icon
1160
Etsy
ETSY
$8.24B
$10.6M 0.01%
206,827
-8,690
-4% -$400K
NEOG icon
1161
Neogen
NEOG
$2.01B
$10.6M 0.01%
297,136
-5,868
-2% -$250K
VEDL
1162
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$10.6M 0.01%
830,212
+181,904
+28% +$2.31M
EQC
1163
DELISTED
Equity Commonwealth
EQC
$10.6M 0.01%
331,087
+32,350
+11% +$1.03M
INGN icon
1164
Inogen
INGN
$174M
$10.6M 0.01%
43,433
-547
-1% -$126K
ONB icon
1165
Old National Bancorp
ONB
$10.3B
$10.6M 0.01%
548,941
+40,076
+8% +$789K
MHG
1166
DELISTED
Marine Harvest ASA
MHG
$10.6M 0.01%
457,369
+80,426
+21% +$1.86M
CTB
1167
DELISTED
Cooper Tire & Rubber Co.
CTB
$10.6M 0.01%
373,851
+125,393
+50% +$3.57M
LYV icon
1168
Live Nation Entertainment
LYV
$42.1B
$10.5M 0.01%
193,315
-9,894
-5% -$501K
PK icon
1169
Park Hotels & Resorts
PK
$3.05B
$10.5M 0.01%
319,885
-10,336
-3% -$334K
VIV icon
1170
Telefônica Brasil
VIV
$21.1B
$10.5M 0.01%
1,077,494
+772,472
+253% +$8.16M
WCN
1171
Waste Connections
WCN
$42.6B
$10.5M 0.01%
131,412
-6,905
-5% -$542K
ENDP
1172
DELISTED
Endo International plc
ENDP
$10.5M 0.01%
621,850
+48,915
+9% +$695K
QEP
1173
DELISTED
QEP RESOURCES, INC.
QEP
$10.4M 0.01%
922,509
+203,506
+28% +$2.2M
TOL icon
1174
Toll Brothers
TOL
$14.5B
$10.4M 0.01%
315,434
-10,265
-3% -$372K
MMS icon
1175
Maximus
MMS
$3.29B
$10.4M 0.01%
160,129
-25,072
-14% -$1.63M
45 46
47
48 49

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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.