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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
MGM icon
926
MGM Resorts International
MGM
$11.8B
$15.4M 0.01%
550,495
+23,721
+5% +$688K
HRB icon
927
H&R Block
HRB
$5.37B
$15.3M 0.01%
596,007
-46,918
-7% -$1.19M
SON icon
928
Sonoco
SON
$5.8B
$15.3M 0.01%
276,486
+13,856
+5% +$771K
FRT icon
929
Federal Realty Investment Trust
FRT
$11B
$15.3M 0.01%
121,160
+4,098
+4% +$520K
EPR icon
930
EPR Properties
EPR
$4.85B
$15.3M 0.01%
223,814
+109,168
+95% +$7.42M
RDY icon
931
Dr. Reddy's Laboratories
RDY
$9.8B
$15.3M 0.01%
2,205,225
+642,825
+41% +$4.3M
WIT icon
932
Wipro
WIT
$18.9B
$15.2M 0.01%
7,796,419
+1,058,619
+16% +$2.04M
DISCK
933
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$15.2M 0.01%
513,967
+34,257
+7% +$892K
HOLX
934
DELISTED
Hologic
HOLX
$15.2M 0.01%
369,839
-10,832
-3% -$438K
RNG icon
935
RingCentral
RNG
$4.5B
$15.1M 0.01%
162,607
-21,854
-12% -$1.89M
CVG
936
DELISTED
Convergys
CVG
$15.1M 0.01%
637,346
+34,178
+6% +$845K
AUO
937
DELISTED
AU Optronics Corp
AUO
$15.1M 0.01%
3,592,821
+520,670
+17% +$2.21M
EQM
938
DELISTED
EQM Midstream Partners, LP
EQM
$15.1M 0.01%
286,553
+108,366
+61% +$5.91M
ZBRA icon
939
Zebra Technologies
ZBRA
$12.6B
$15.1M 0.01%
85,414
+14,911
+21% +$2.39M
ALSN icon
940
Allison Transmission
ALSN
$10.1B
$15.1M 0.01%
290,188
+123,699
+74% +$5.8M
AMCR
941
DELISTED
AMCOR LTD ADR
AMCR
$15.1M 0.01%
381,799
-643
-0.2% -$25.4K
DKS icon
942
Dick's Sporting Goods
DKS
$18.4B
$15M 0.01%
424,050
+118,198
+39% +$4.24M
PNR icon
943
Pentair
PNR
$10.2B
$15M 0.01%
345,545
-7,918
-2% -$343K
GNTX icon
944
Gentex
GNTX
$4.88B
$15M 0.01%
697,939
+12,380
+2% +$286K
EQT icon
945
EQT Corp
EQT
$32.5B
$14.9M 0.01%
618,244
-46,054
-7% -$1.27M
EHI
946
Western Asset Global High Income Fund
EHI
$175M
$14.8M 0.01%
1,628,877
+110,886
+7% +$1.02M
VCSH icon
947
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$14.8M 0.01%
189,809
+6,732
+4% +$526K
TREX icon
948
Trex
TREX
$4.57B
$14.8M 0.01%
383,888
+3,884
+1% +$149K
ITT icon
949
ITT
ITT
$17.7B
$14.7M 0.01%
240,589
+8,131
+3% +$469K
SBH icon
950
Sally Beauty Holdings
SBH
$1.43B
$14.7M 0.01%
800,706
+72,273
+10% +$1.16M
36 37
38
39 40

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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.