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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
THS
1001
DELISTED
Treehouse Foods
THS
$13.6M 0.01%
285,192
+1,599
+0.6% +$82.1K
PAGS icon
1002
PagSeguro Digital
PAGS
$2.62B
$13.6M 0.01%
490,386
+451,986
+1,177% +$12.3M
TDS icon
1003
Telephone and Data Systems
TDS
$3.83B
$13.6M 0.01%
445,788
-20,875
-4% -$596K
OMF icon
1004
OneMain Financial
OMF
$7.08B
$13.6M 0.01%
403,452
+23,897
+6% +$837K
MDU icon
1005
MDU Resources
MDU
$4.37B
$13.5M 0.01%
1,384,135
+26,728
+2% +$286K
LOGM
1006
DELISTED
LogMein, Inc.
LOGM
$13.5M 0.01%
151,516
+62,773
+71% +$5.68M
VSH icon
1007
Vishay Intertechnology
VSH
$5.7B
$13.5M 0.01%
663,161
-35,547
-5% -$837K
TS icon
1008
Tenaris
TS
$28.5B
$13.5M 0.01%
401,407
-6,648
-2% -$231K
STE icon
1009
Steris
STE
$21.3B
$13.4M 0.01%
117,567
+62,530
+114% +$7.07M
AMTD
1010
DELISTED
TD Ameritrade Holding Corp
AMTD
$13.4M 0.01%
253,665
+3,778
+2% +$215K
SLGN icon
1011
Silgan Holdings
SLGN
$4.92B
$13.4M 0.01%
481,941
+111,926
+30% +$3.07M
ZD icon
1012
Ziff Davis
ZD
$1.93B
$13.4M 0.01%
185,730
-13,511
-7% -$989K
AVNS icon
1013
Avanos Medical
AVNS
$1.17B
$13.4M 0.01%
195,124
+5,994
+3% +$386K
UVV icon
1014
Universal Corp
UVV
$1.34B
$13.4M 0.01%
205,416
+21,613
+12% +$1.38M
IART icon
1015
Integra LifeSciences
IART
$1.52B
$13.3M 0.01%
202,529
-7,178
-3% -$446K
ARMK icon
1016
Aramark
ARMK
$15.2B
$13.3M 0.01%
428,968
+21,531
+5% +$629K
UI icon
1017
Ubiquiti
UI
$32.7B
$13.3M 0.01%
134,176
+108,031
+413% +$9.53M
CMC icon
1018
Commercial Metals
CMC
$7.53B
$13.3M 0.01%
646,182
+97,841
+18% +$2.11M
GCI
1019
DELISTED
Gannett Co., Inc
GCI
$13.2M 0.01%
1,318,842
+124,856
+10% +$1.28M
JBLU icon
1020
JetBlue
JBLU
$2.02B
$13.2M 0.01%
679,904
-146,653
-18% -$2.78M
KMPR icon
1021
Kemper
KMPR
$1.73B
$13.2M 0.01%
163,543
+16,408
+11% +$1.29M
TEX icon
1022
Terex
TEX
$7.89B
$13.1M 0.01%
329,384
+66,848
+25% +$2.72M
BOH icon
1023
Bank of Hawaii
BOH
$3.17B
$13.1M 0.01%
166,402
+8,233
+5% +$683K
SCI icon
1024
Service Corp International
SCI
$11.4B
$13M 0.01%
294,928
+17,426
+6% +$704K
WCC
1025
WESCO International
WCC
$16.5B
$13M 0.01%
212,021
+19,731
+10% +$1.18M
39 40
41
42 43

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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.