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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
LHO
1276
DELISTED
LaSalle Hotel Properties
LHO
$8.77M 0.01%
253,586
+16,999
+7% +$589K
SXT icon
1277
Sensient Technologies
SXT
$5.3B
$8.77M 0.01%
114,640
+25,976
+29% +$1.85M
JJSF icon
1278
J&J Snack Foods
JJSF
$1.49B
$8.77M 0.01%
58,100
-314
-0.5% -$46.7K
OXM icon
1279
Oxford Industries
OXM
$613M
$8.73M 0.01%
96,841
-2,689
-3% -$245K
BOE icon
1280
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$8.73M 0.01%
794,351
+104,336
+15% +$1.16M
SSD icon
1281
Simpson Manufacturing
SSD
$8.16B
$8.73M 0.01%
120,437
+8,903
+8% +$631K
WPG
1282
DELISTED
Washington Prime Group Inc.
WPG
$8.72M 0.01%
132,798
-233
-0.2% -$16.1K
HELE icon
1283
Helen of Troy
HELE
$672M
$8.72M 0.01%
66,623
+5,126
+8% +$604K
MNRO icon
1284
Monro
MNRO
$537M
$8.66M 0.01%
124,436
+9,474
+8% +$648K
FULT icon
1285
Fulton Financial
FULT
$4.73B
$8.66M 0.01%
519,908
+49,196
+10% +$861K
BKE icon
1286
Buckle
BKE
$2.35B
$8.64M 0.01%
374,989
+69,049
+23% +$1.7M
TCO
1287
DELISTED
Taubman Centers Inc.
TCO
$8.64M 0.01%
144,339
+5,314
+4% +$328K
CW icon
1288
Curtiss-Wright
CW
$26.9B
$8.63M 0.01%
62,834
+3,501
+6% +$459K
FOXF icon
1289
Fox Factory Holding Corp
FOXF
$801M
$8.62M 0.01%
123,016
+40,890
+50% +$2.5M
NWN icon
1290
Northwest Natural Holdings
NWN
$2.18B
$8.6M 0.01%
128,610
+13,681
+12% +$893K
CMP icon
1291
Compass Minerals
CMP
$1.25B
$8.6M 0.01%
127,985
+12,853
+11% +$838K
WW
1292
DELISTED
WW International
WW
$8.58M 0.01%
119,194
-56,379
-32% -$4.58M
CCOI icon
1293
Cogent Communications
CCOI
$649M
$8.56M 0.01%
153,486
+11,756
+8% +$630K
LIVN icon
1294
LivaNova
LIVN
$4.51B
$8.55M 0.01%
68,974
+5,330
+8% +$629K
ARCO icon
1295
Arcos Dorados Holdings
ARCO
$1.77B
$8.54M 0.01%
1,404,446
+1,324,365
+1,654% +$8.77M
TFSL icon
1296
TFS Financial
TFSL
$5.18B
$8.53M 0.01%
568,276
-19,575
-3% -$306K
OGS icon
1297
ONE Gas
OGS
$5.06B
$8.51M 0.01%
103,409
+16,122
+18% +$1.26M
ACCO icon
1298
Acco Brands
ACCO
$401M
$8.5M 0.01%
752,105
+65,314
+10% +$838K
EWC icon
1299
iShares MSCI Canada ETF
EWC
$6.18B
$8.5M 0.01%
295,264
+72,035
+32% +$2.08M
PHI icon
1300
PLDT
PHI
$4.32B
$8.47M 0.01%
329,710
+146,217
+80% +$3.74M
50 51
52
53 54

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MCM
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PSUF
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IA
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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.