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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
MTG icon
1076
MGIC Investment
MTG
$6.42B
$12.1M 0.01%
912,677
+8,742
+1% +$108K
BLKB icon
1077
Blackbaud
BLKB
$1.67B
$12.1M 0.01%
119,681
-5,321
-4% -$556K
MED icon
1078
Medifast
MED
$108M
$12.1M 0.01%
54,717
-1,035
-2% -$210K
CBSH icon
1079
Commerce Bancshares
CBSH
$8.6B
$12.1M 0.01%
270,094
-28,656
-10% -$1.34M
WWW icon
1080
Wolverine World Wide
WWW
$1.66B
$12.1M 0.01%
308,605
+1,285
+0.4% +$47.7K
TFCF
1081
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$12M 0.01%
262,355
+16,177
+7% +$734K
WWE
1082
DELISTED
World Wrestling Entertainment
WWE
$12M 0.01%
124,056
-294
-0.2% -$24.3K
SIRI icon
1083
SiriusXM
SIRI
$10.5B
$12M 0.01%
189,774
-15,212
-7% -$1.06M
JHX icon
1084
James Hardie Industries
JHX
$15.9B
$12M 0.01%
785,857
-10,433
-1% -$167K
NSIT icon
1085
Insight Enterprises
NSIT
$3.78B
$11.9M 0.01%
220,543
+2,281
+1% +$120K
DPG
1086
Duff & Phelps Utility and Infrastructure Fund
DPG
$537M
$11.9M 0.01%
821,344
+20,511
+3% +$307K
MNDT
1087
DELISTED
Mandiant, Inc. Common Stock
MNDT
$11.9M 0.01%
700,678
-34,521
-5% -$552K
TWO
1088
Two Harbors Investment
TWO
$1.27B
$11.9M 0.01%
199,417
+51,988
+35% +$3.24M
VYX icon
1089
NCR Voyix
VYX
$1.18B
$11.9M 0.01%
683,091
+134,099
+24% +$2.39M
MLCO icon
1090
Melco Resorts & Entertainment
MLCO
$2.2B
$11.9M 0.01%
562,422
+23,398
+4% +$543K
SRC
1091
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$11.9M 0.01%
295,045
+20,650
+8% +$855K
CNK icon
1092
Cinemark Holdings
CNK
$4.07B
$11.9M 0.01%
295,624
+30,330
+11% +$1.12M
PPC icon
1093
Pilgrim's Pride
PPC
$7.11B
$11.9M 0.01%
656,122
+472,226
+257% +$8.73M
THRM icon
1094
Gentherm
THRM
$1.29B
$11.9M 0.01%
261,136
-16,257
-6% -$738K
KEX icon
1095
Kirby Corp
KEX
$7.69B
$11.9M 0.01%
144,256
-8,616
-6% -$723K
EXAS
1096
DELISTED
Exact Sciences
EXAS
$11.9M 0.01%
150,301
+2,195
+1% +$143K
TEAM icon
1097
Atlassian
TEAM
$26B
$11.8M 0.01%
123,253
-573
-0.5% -$45.4K
VEEV icon
1098
Veeva Systems
VEEV
$32.9B
$11.8M 0.01%
108,264
+15,010
+16% +$1.36M
TGNA
1099
DELISTED
TEGNA Inc
TGNA
$11.8M 0.01%
983,573
+94,186
+11% +$1.07M
GOLD
1100
DELISTED
Randgold Resources Ltd
GOLD
$11.8M 0.01%
166,666
+27,615
+20% +$1.9M
42 43
44
45 46

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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.