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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
SPB icon
901
Spectrum Brands
SPB
$2.04B
$15.9M 0.01%
212,728
+156,847
+281% +$13.3M
IDA icon
902
Idacorp
IDA
$8.2B
$15.9M 0.01%
159,961
+11,904
+8% +$1.15M
RITM icon
903
Rithm Capital
RITM
$5.15B
$15.8M 0.01%
887,214
+418,367
+89% +$7.63M
ORI icon
904
Old Republic International
ORI
$10.5B
$15.8M 0.01%
704,908
+31,774
+5% +$685K
PF
905
DELISTED
Pinnacle Foods, Inc.
PF
$15.7M 0.01%
242,857
+30,333
+14% +$2.01M
EFOR
906
Everforth Inc
EFOR
$884M
$15.7M 0.01%
199,223
+2,839
+1% +$245K
FSLR icon
907
First Solar
FSLR
$22.1B
$15.7M 0.01%
324,570
+61,626
+23% +$3.2M
SMCI icon
908
Super Micro Computer
SMCI
$19.3B
$15.7M 0.01%
7,622,630
+4,559,120
+149% +$10M
BT
909
DELISTED
BT Group plc (ADR)
BT
$15.7M 0.01%
1,061,582
+586,166
+123% +$8.69M
BGC icon
910
BGC Group
BGC
$5.65B
$15.7M 0.01%
2,062,582
-4,004
-0.2% -$29.6K
CY
911
DELISTED
Cypress Semiconductor
CY
$15.6M 0.01%
1,079,853
+30,143
+3% +$496K
PINC
912
DELISTED
Premier
PINC
$15.6M 0.01%
341,078
+24,665
+8% +$995K
CPT icon
913
Camden Property Trust
CPT
$11.2B
$15.6M 0.01%
166,853
+25,480
+18% +$2.37M
HWM icon
914
Howmet Aerospace
HWM
$115B
$15.6M 0.01%
923,206
+337,254
+58% +$5.37M
WES
915
DELISTED
Western Gas Partners Lp
WES
$15.6M 0.01%
356,121
+52,826
+17% +$2.62M
MYGN icon
916
Myriad Genetics
MYGN
$515M
$15.5M 0.01%
337,381
-1,811
-0.5% -$80.5K
MUSA icon
917
Murphy USA
MUSA
$11.3B
$15.5M 0.01%
181,404
+16,411
+10% +$1.35M
MD icon
918
Pediatrix Medical
MD
$2.15B
$15.5M 0.01%
332,160
+80,576
+32% +$3.7M
DRE
919
DELISTED
Duke Realty Corp.
DRE
$15.5M 0.01%
545,814
+12,441
+2% +$356K
WST icon
920
West Pharmaceutical
WST
$23.3B
$15.5M 0.01%
125,405
+10,155
+9% +$1.14M
DAR icon
921
Darling Ingredients
DAR
$9.62B
$15.5M 0.01%
800,804
+33,928
+4% +$669K
SCO
922
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$15.4M 0.01%
3,384,747
+413,355
+14% +$1.89M
FBIN icon
923
Fortune Brands Innovations
FBIN
$6.14B
$15.4M 0.01%
344,124
+11,467
+3% +$539K
NUS icon
924
Nu Skin
NUS
$250M
$15.4M 0.01%
186,620
+15,296
+9% +$1.22M
WEX icon
925
WEX
WEX
$6.07B
$15.4M 0.01%
76,589
+9,125
+14% +$1.75M
35 36
37
38 39

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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.