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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
PRSP
1101
DELISTED
Perspecta Inc. Common Stock
PRSP
$11.7M 0.01%
456,821
+83,249
+22% +$1.94M
CMPR icon
1102
Cimpress
CMPR
$2.42B
$11.7M 0.01%
85,889
+1,682
+2% +$243K
CASY icon
1103
Casey's General Stores
CASY
$31.8B
$11.7M 0.01%
90,788
+21,422
+31% +$2.46M
JEF icon
1104
Jefferies Financial Group
JEF
$13.2B
$11.7M 0.01%
596,191
-49,887
-8% -$1.04M
SYNH
1105
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$11.7M 0.01%
226,811
+10,635
+5% +$521K
BKD icon
1106
Brookdale Senior Living
BKD
$3.68B
$11.7M 0.01%
1,188,205
+150,628
+15% +$1.39M
GCO icon
1107
Genesco
GCO
$432M
$11.7M 0.01%
247,870
+18,118
+8% +$791K
CCU icon
1108
Compañía de Cervecerías Unidas
CCU
$2.19B
$11.6M 0.01%
417,236
+219,609
+111% +$5.84M
MSM icon
1109
MSC Industrial Direct
MSM
$6.97B
$11.6M 0.01%
131,703
+11,257
+9% +$960K
AXS icon
1110
AXIS Capital
AXS
$8.77B
$11.6M 0.01%
200,861
-18,012
-8% -$1.02M
MOH icon
1111
Molina Healthcare
MOH
$10.4B
$11.6M 0.01%
77,831
+2,396
+3% +$306K
TTD icon
1112
Trade Desk
TTD
$8.87B
$11.6M 0.01%
765,470
-33,040
-4% -$392K
EEFT icon
1113
Euronet Worldwide
EEFT
$3.14B
$11.5M 0.01%
114,492
+59,642
+109% +$5.62M
CGNX icon
1114
Cognex
CGNX
$10B
$11.5M 0.01%
205,166
+43,298
+27% +$2.22M
HEI icon
1115
HEICO Corp
HEI
$50.4B
$11.4M 0.01%
123,478
+407
+0.3% +$33.5K
EGN
1116
DELISTED
Energen
EGN
$11.4M 0.01%
131,800
-23,206
-15% -$1.77M
CDP icon
1117
COPT Defense Properties
CDP
$4.35B
$11.3M 0.01%
379,443
+2,351
+0.6% +$70.4K
JD icon
1118
JD.com
JD
$42.8B
$11.3M 0.01%
432,994
+192,312
+80% +$6.3M
SGEN
1119
DELISTED
Seagen Inc. Common Stock
SGEN
$11.3M 0.01%
146,097
+28,720
+24% +$2.12M
SIMO icon
1120
Silicon Motion
SIMO
$7.55B
$11.2M 0.01%
209,075
+3,674
+2% +$203K
FHI icon
1121
Federated Hermes
FHI
$4.59B
$11.2M 0.01%
464,401
+24,516
+6% +$577K
WTFC icon
1122
Wintrust Financial
WTFC
$10.9B
$11.2M 0.01%
131,637
-15,940
-11% -$1.42M
WDR
1123
DELISTED
Waddell & Reed Financial, Inc.
WDR
$11.2M 0.01%
527,413
+53,674
+11% +$1.08M
TXRH icon
1124
Texas Roadhouse
TXRH
$13.5B
$11.2M 0.01%
160,975
+16,491
+11% +$1.12M
TMX
1125
DELISTED
Terminix Global Holdings, Inc.
TMX
$11.1M 0.01%
267,952
+24,547
+10% +$983K
43 44
45
46 47

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MCM
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PSUF
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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.