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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
SLM icon
876
SLM Corp
SLM
$4.78B
$16.6M 0.01%
1,484,429
-36,557
-2% -$423K
APOG icon
877
Apogee Enterprises
APOG
$855M
$16.5M 0.01%
399,910
+105,179
+36% +$5.08M
DBI icon
878
Designer Brands
DBI
$298M
$16.5M 0.01%
486,328
+48,124
+11% +$1.41M
FANG icon
879
Diamondback Energy
FANG
$55.1B
$16.5M 0.01%
121,805
+1,723
+1% +$220K
ATO icon
880
Atmos Energy
ATO
$29.7B
$16.4M 0.01%
175,130
+4,570
+3% +$422K
GLPI icon
881
Gaming and Leisure Properties
GLPI
$12.8B
$16.4M 0.01%
465,117
+81,291
+21% +$2.88M
LEG icon
882
Leggett & Platt
LEG
$1.5B
$16.4M 0.01%
374,159
+1,507
+0.4% +$67.8K
JAZZ icon
883
Jazz Pharmaceuticals
JAZZ
$16B
$16.4M 0.01%
97,345
+32,896
+51% +$5.66M
ATR icon
884
AptarGroup
ATR
$8.51B
$16.3M 0.01%
151,733
-6,150
-4% -$632K
SPLK
885
DELISTED
Splunk Inc
SPLK
$16.3M 0.01%
134,907
+21,789
+19% +$2.41M
GWB
886
DELISTED
Great Western Bancorp, Inc.
GWB
$16.3M 0.01%
386,151
+51,679
+15% +$2.2M
SIG icon
887
Signet Jewelers
SIG
$3.72B
$16.3M 0.01%
246,712
+30,474
+14% +$1.88M
PRA
888
DELISTED
ProAssurance
PRA
$16.2M 0.01%
345,475
+91,025
+36% +$4M
GDOT icon
889
Green Dot
GDOT
$746M
$16.2M 0.01%
182,458
-19,514
-10% -$1.62M
MFA
890
MFA Financial
MFA
$927M
$16.2M 0.01%
550,018
-918
-0.2% -$28.3K
EIM
891
Eaton Vance Municipal Bond Fund
EIM
$493M
$16.2M 0.01%
1,400,926
+231,340
+20% +$2.72M
OMCL icon
892
Omnicell
OMCL
$1.89B
$16.1M 0.01%
224,210
+24,433
+12% +$1.54M
TRI icon
893
Thomson Reuters
TRI
$42.7B
$16.1M 0.01%
303,453
+29,476
+11% +$1.48M
HE icon
894
Hawaiian Electric Industries
HE
$2.28B
$16.1M 0.01%
451,805
-79,581
-15% -$2.8M
MAC icon
895
Macerich
MAC
$7.41B
$16M 0.01%
290,043
-9,113
-3% -$525K
GRFS
896
Grifois
GRFS
$5.27B
$16M 0.01%
747,487
+1,058
+0.1% +$22.3K
CDK
897
DELISTED
CDK Global, Inc.
CDK
$16M 0.01%
255,062
-65,217
-20% -$4.13M
VVV icon
898
Valvoline
VVV
$5.05B
$15.9M 0.01%
741,241
+159,650
+27% +$3.47M
BPOP icon
899
Popular Inc
BPOP
$10.9B
$15.9M 0.01%
310,724
-41,224
-12% -$2.05M
TUP
900
DELISTED
Tupperware Brands Corporation
TUP
$15.9M 0.01%
475,943
-26,816
-5% -$958K
34 35
36
37 38

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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.