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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
KALU icon
1026
Kaiser Aluminum
KALU
$2.63B
$13M 0.01%
119,345
+9,271
+8% +$1.01M
GPOR
1027
DELISTED
Gulfport Energy Corp.
GPOR
$13M 0.01%
1,250,381
+41,163
+3% +$472K
STL
1028
DELISTED
Sterling Bancorp
STL
$13M 0.01%
591,072
-2,008
-0.3% -$45.7K
EME icon
1029
Emcor
EME
$31.2B
$13M 0.01%
172,921
-12,240
-7% -$944K
COLB icon
1030
Columbia Banking Systems
COLB
$8.85B
$13M 0.01%
334,917
-31,473
-9% -$1.31M
HQY icon
1031
HealthEquity
HQY
$8.45B
$12.9M 0.01%
137,140
-27,522
-17% -$2.37M
WPP icon
1032
WPP
WPP
$4.57B
$12.9M 0.01%
176,536
+15,638
+10% +$1.22M
WEN icon
1033
Wendy's
WEN
$1.44B
$12.9M 0.01%
753,945
+18,433
+3% +$322K
HZNP
1034
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$12.9M 0.01%
659,716
-36,356
-5% -$691K
CXW icon
1035
CoreCivic
CXW
$3.06B
$12.9M 0.01%
529,927
-13,436
-2% -$336K
NTES icon
1036
NetEase
NTES
$82B
$12.9M 0.01%
281,700
+82,215
+41% +$3.78M
WTRG icon
1037
Essential Utilities
WTRG
$11.6B
$12.8M 0.01%
347,023
+24,208
+7% +$895K
IWR icon
1038
iShares Russell Mid-Cap ETF
IWR
$56.6B
$12.8M 0.01%
232,176
-10,180
-4% -$558K
NATI
1039
DELISTED
National Instruments Corp
NATI
$12.8M 0.01%
264,681
+8,152
+3% +$372K
PWR icon
1040
Quanta Services
PWR
$87.7B
$12.7M 0.01%
381,735
-14,823
-4% -$504K
URBN icon
1041
Urban Outfitters
URBN
$6.45B
$12.7M 0.01%
311,149
-76,581
-20% -$3.44M
ISD
1042
PGIM High Yield Bond Fund
ISD
$416M
$12.7M 0.01%
898,068
+194,133
+28% +$2.74M
GDDY icon
1043
GoDaddy
GDDY
$13.6B
$12.7M 0.01%
152,159
+68,524
+82% +$5.35M
AGO icon
1044
Assured Guaranty
AGO
$3.75B
$12.7M 0.01%
299,918
-11,349
-4% -$450K
SIGI icon
1045
Selective Insurance
SIGI
$5.58B
$12.7M 0.01%
199,286
-21,621
-10% -$1.33M
PLAY icon
1046
Dave & Buster's
PLAY
$366M
$12.7M 0.01%
191,096
+7,602
+4% +$412K
EE
1047
DELISTED
El Paso Electric Company
EE
$12.6M 0.01%
220,138
+16,921
+8% +$1.04M
IRDM icon
1048
Iridium Communications
IRDM
$4.8B
$12.6M 0.01%
557,921
-17,783
-3% -$345K
HRC
1049
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$12.5M 0.01%
132,873
+7,150
+6% +$671K
KEP icon
1050
Korea Electric Power
KEP
$15B
$12.5M 0.01%
951,994
-37,108
-4% -$506K
40 41
42
43 44

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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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ACI
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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.