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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
WWD icon
851
Woodward
WWD
$25B
$17.2M 0.02%
212,508
+4,776
+2% +$384K
PII icon
852
Polaris
PII
$4.25B
$17.2M 0.02%
169,932
+66,990
+65% +$7.48M
AAN.A
853
DELISTED
The Aaron's Company Inc Class A
AAN.A
$17.1M 0.01%
313,642
+21,349
+7% +$1.16M
SUPN icon
854
Supernus Pharmaceuticals
SUPN
$2.73B
$17.1M 0.01%
339,043
-60,691
-15% -$3M
NWE icon
855
NorthWestern Energy
NWE
$4.44B
$17.1M 0.01%
290,885
+34,415
+13% +$2.04M
CRL icon
856
Charles River Laboratories
CRL
$10.8B
$17M 0.01%
126,700
+4,043
+3% +$499K
STWD icon
857
Starwood Property Trust
STWD
$6.15B
$17M 0.01%
791,363
+1,113
+0.1% +$24.6K
THG icon
858
Hanover Insurance
THG
$7.68B
$17M 0.01%
137,924
-1,520
-1% -$188K
EHC icon
859
Encompass Health
EHC
$11.3B
$17M 0.01%
273,869
-677
-0.2% -$41.2K
EVR icon
860
Evercore
EVR
$13.2B
$17M 0.01%
168,817
+42,049
+33% +$4.53M
RPM icon
861
RPM International
RPM
$13.8B
$16.9M 0.01%
260,619
+3,904
+2% +$251K
AVA icon
862
Avista
AVA
$3.43B
$16.9M 0.01%
334,353
-3,793
-1% -$194K
OVV icon
863
Ovintiv
OVV
$16.6B
$16.9M 0.01%
257,877
-4,246
-2% -$275K
IDTI
864
DELISTED
Integrated Device Technology I
IDTI
$16.9M 0.01%
358,670
-247,373
-41% -$9.56M
SQM icon
865
Sociedad Química y Minera de Chile
SQM
$19.6B
$16.9M 0.01%
368,747
+289,115
+363% +$13.3M
AFB
866
AllianceBernstein National Municipal Income Fund
AFB
$314M
$16.8M 0.01%
1,358,697
+158,626
+13% +$1.99M
Y
867
DELISTED
Alleghany Corp
Y
$16.8M 0.01%
25,779
+2,298
+10% +$1.44M
DISH
868
DELISTED
DISH Network Corp.
DISH
$16.8M 0.01%
470,320
+70,242
+18% +$2.41M
TER icon
869
Teradyne
TER
$52.4B
$16.8M 0.01%
453,954
-524
-0.1% -$21.1K
BURL icon
870
Burlington
BURL
$22.5B
$16.7M 0.01%
102,736
-11,177
-10% -$1.78M
WAB icon
871
Wabtec
WAB
$50.8B
$16.7M 0.01%
159,357
+3,149
+2% +$339K
DB icon
872
Deutsche Bank
DB
$67.9B
$16.7M 0.01%
1,470,353
+670,535
+84% +$7.87M
TDC icon
873
Teradata
TDC
$2.8B
$16.6M 0.01%
440,789
+3,818
+0.9% +$154K
FCF icon
874
First Commonwealth Financial
FCF
$2.12B
$16.6M 0.01%
1,026,781
+89,579
+10% +$1.48M
JQC icon
875
Nuveen Credit Strategies Income Fund
JQC
$702M
$16.6M 0.01%
2,076,686
+685,007
+49% +$5.44M
33 34
35
36 37

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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.