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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
GIL icon
1051
Gildan
GIL
$9.49B
$12.5M 0.01%
411,715
+12,119
+3% +$352K
WSM icon
1052
Williams-Sonoma
WSM
$28B
$12.5M 0.01%
380,572
+43,644
+13% +$1.38M
DO
1053
DELISTED
Diamond Offshore Drilling
DO
$12.5M 0.01%
625,323
+67,901
+12% +$1.25M
DNB
1054
DELISTED
Dun & Bradstreet
DNB
$12.5M 0.01%
87,669
+1,545
+2% +$210K
DBRG icon
1055
DigitalBridge
DBRG
$2.93B
$12.5M 0.01%
512,368
+87,354
+21% +$2.14M
NDSN icon
1056
Nordson
NDSN
$16.9B
$12.5M 0.01%
89,842
+4,151
+5% +$564K
AMED
1057
DELISTED
Amedisys
AMED
$12.5M 0.01%
99,800
-5,223
-5% -$577K
JACK icon
1058
Jack in the Box
JACK
$312M
$12.4M 0.01%
148,441
+23,330
+19% +$2.02M
NSP icon
1059
Insperity
NSP
$1.98B
$12.4M 0.01%
105,158
-7,737
-7% -$841K
KAMN
1060
DELISTED
Kaman Corp
KAMN
$12.4M 0.01%
185,422
-3,213
-2% -$212K
DCP
1061
DELISTED
DCP Midstream, LP
DCP
$12.4M 0.01%
+312,736
New +$13.2M
ZEN
1062
DELISTED
ZENDESK INC
ZEN
$12.4M 0.01%
173,993
-5,099
-3% -$325K
MBFI
1063
DELISTED
MB Financial Corp
MBFI
$12.3M 0.01%
267,733
-73,301
-21% -$3.52M
LBRDK icon
1064
Liberty Broadband Class C
LBRDK
$4.66B
$12.3M 0.01%
146,159
+16,629
+13% +$1.33M
ENR icon
1065
Energizer
ENR
$1.5B
$12.3M 0.01%
209,804
+16,516
+9% +$1.04M
CXT icon
1066
Crane NXT
CXT
$3.1B
$12.3M 0.01%
359,786
+55,291
+18% +$1.72M
SFLY
1067
DELISTED
Shutterfly, Inc.
SFLY
$12.3M 0.01%
186,360
+17,458
+10% +$1.38M
PRLB icon
1068
Protolabs
PRLB
$1.79B
$12.3M 0.01%
75,910
-2,822
-4% -$399K
PBH icon
1069
Prestige Consumer Healthcare
PBH
$2.45B
$12.3M 0.01%
323,312
-24,178
-7% -$914K
CFR icon
1070
Cullen/Frost Bankers
CFR
$10.4B
$12.2M 0.01%
117,142
-1,005
-0.9% -$112K
MANH icon
1071
Manhattan Associates
MANH
$10B
$12.2M 0.01%
223,776
-4,327
-2% -$231K
LPL icon
1072
LG Display
LPL
$2.96B
$12.2M 0.01%
1,407,440
+223,466
+19% +$2.06M
VVC
1073
DELISTED
Vectren Corporation
VVC
$12.2M 0.01%
170,364
-28,529
-14% -$2.04M
OHI icon
1074
Omega Healthcare
OHI
$15.3B
$12.2M 0.01%
371,596
-37,179
-9% -$1.18M
SINA
1075
DELISTED
Sina Corp
SINA
$12.2M 0.01%
174,936
+66,196
+61% +$4.96M
41 42
43
44 45

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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.