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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
IMO icon
1526
Imperial Oil
IMO
$62.2B
$6.47M 0.01%
199,774
+10,505
+6% +$337K
CLGX
1527
DELISTED
Corelogic, Inc.
CLGX
$6.46M 0.01%
130,763
+2,173
+2% +$111K
IGR
1528
CBRE Global Real Estate Income Fund
IGR
$716M
$6.46M 0.01%
884,846
+217,576
+33% +$1.63M
MLKN icon
1529
MillerKnoll
MLKN
$1.57B
$6.45M 0.01%
168,072
+18,075
+12% +$686K
QTS
1530
DELISTED
QTS REALTY TRUST, INC.
QTS
$6.45M 0.01%
151,218
+68,294
+82% +$2.98M
MRCY icon
1531
Mercury Systems
MRCY
$5.49B
$6.44M 0.01%
116,480
+28,860
+33% +$1.4M
GPI icon
1532
Group 1 Automotive
GPI
$4.36B
$6.44M 0.01%
99,208
-6,599
-6% -$477K
TEF
1533
DELISTED
Telefonica
TEF
$6.42M 0.01%
1,010,997
-600,077
-37% -$4.1M
UIS icon
1534
Unisys
UIS
$249M
$6.41M 0.01%
314,186
+34,042
+12% +$560K
EGBN icon
1535
Eagle Bancorp
EGBN
$865M
$6.39M 0.01%
126,315
-3,264
-3% -$181K
WUBA
1536
DELISTED
58.com Inc
WUBA
$6.39M 0.01%
86,844
+20,025
+30% +$1.38M
MTCH icon
1537
Match Group
MTCH
$9.27B
$6.38M 0.01%
110,104
+36,507
+50% +$1.71M
ASX icon
1538
ASE Group
ASX
$70.4B
$6.37M 0.01%
1,319,509
-221,192
-14% -$1.05M
IRBT
1539
DELISTED
iRobot
IRBT
$6.35M 0.01%
57,762
+13,300
+30% +$1.25M
IDCC icon
1540
InterDigital
IDCC
$6.81B
$6.34M 0.01%
79,301
-12,498
-14% -$1.02M
IJR icon
1541
iShares Core S&P Small-Cap ETF
IJR
$109B
$6.34M 0.01%
72,721
+8,602
+13% +$754K
MTOR
1542
DELISTED
MERITOR, Inc.
MTOR
$6.34M 0.01%
327,543
-45,491
-12% -$956K
AMAG
1543
DELISTED
AMAG Pharmaceuticals
AMAG
$6.34M 0.01%
316,948
-157,027
-33% -$3.57M
CABO icon
1544
Cable One
CABO
$243M
$6.33M 0.01%
7,159
+315
+5% +$250K
ROG icon
1545
Rogers Corp
ROG
$2.15B
$6.3M 0.01%
42,785
+1,555
+4% +$205K
RLJ icon
1546
RLJ Lodging Trust
RLJ
$1.89B
$6.29M 0.01%
285,729
+3,794
+1% +$84.4K
CVE icon
1547
Cenovus Energy
CVE
$54.1B
$6.28M 0.01%
626,138
+14,969
+2% +$146K
DLX icon
1548
Deluxe
DLX
$1.26B
$6.28M 0.01%
110,201
-11,701
-10% -$706K
UNFI icon
1549
United Natural Foods
UNFI
$3.07B
$6.28M 0.01%
209,503
-67,702
-24% -$2.45M
ADNT icon
1550
Adient
ADNT
$1.69B
$6.26M 0.01%
159,214
+30,397
+24% +$1.37M
60 61
62
63 64

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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.