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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
EMBJ
1126
Embraer S.A. ADS
EMBJ
$12.3B
$11.1M 0.01%
567,814
+341,737
+151% +$6.91M
KMT icon
1127
Kennametal
KMT
$2.71B
$11.1M 0.01%
255,249
+47,174
+23% +$1.87M
PE
1128
DELISTED
PARSLEY ENERGY INC
PE
$11.1M 0.01%
379,443
-3,165
-0.8% -$93.9K
BEAT
1129
DELISTED
BioTelemetry, Inc.
BEAT
$11.1M 0.01%
171,873
-31,646
-16% -$1.77M
VTA
1130
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$11.1M 0.01%
964,862
+66,528
+7% +$765K
S
1131
DELISTED
Sprint Corporation
S
$11.1M 0.01%
1,689,921
+181,431
+12% +$1.08M
UBSI icon
1132
United Bankshares
UBSI
$6.71B
$11M 0.01%
303,580
+59,789
+25% +$2.27M
VEON icon
1133
VEON
VEON
$3.57B
$11M 0.01%
152,191
+95,055
+166% +$6.9M
TXNM
1134
TXNM Energy Inc
TXNM
$6.43B
$11M 0.01%
279,536
+5,697
+2% +$223K
WIFI
1135
DELISTED
Boingo Wireless, Inc.
WIFI
$11M 0.01%
315,358
+16,713
+6% +$486K
TRP icon
1136
TC Energy
TRP
$70.4B
$11M 0.01%
271,449
+25,945
+11% +$1.12M
HHH icon
1137
Howard Hughes
HHH
$4.02B
$11M 0.01%
92,737
-2,522
-3% -$317K
CLR
1138
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$11M 0.01%
160,671
+4,017
+3% +$254K
CNX icon
1139
CNX Resources
CNX
$4.83B
$10.9M 0.01%
764,972
+68,563
+10% +$1.09M
CVI icon
1140
CVR Energy
CVI
$3.4B
$10.9M 0.01%
272,138
-237
-0.1% -$8.9K
EAD
1141
Allspring Income Opportunities Fund
EAD
$373M
$10.9M 0.01%
1,378,956
+3,665
+0.3% +$29.3K
NVT icon
1142
nVent Electric
NVT
$22.8B
$10.9M 0.01%
402,092
+41,672
+12% +$1.13M
GNW icon
1143
Genworth Financial
GNW
$3.86B
$10.9M 0.01%
2,617,360
-135,281
-5% -$611K
PRKS icon
1144
United Parks & Resorts
PRKS
$2.19B
$10.9M 0.01%
346,476
-15,041
-4% -$392K
OC icon
1145
Owens Corning
OC
$11.6B
$10.9M 0.01%
200,207
-47,963
-19% -$2.89M
WSO icon
1146
Watsco Inc
WSO
$15.2B
$10.9M 0.01%
60,976
+5,556
+10% +$982K
HYI
1147
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$10.9M 0.01%
746,037
+76,361
+11% +$1.1M
RRX icon
1148
Regal Rexnord
RRX
$13.5B
$10.8M 0.01%
131,302
+15,185
+13% +$1.26M
SR icon
1149
Spire
SR
$4.88B
$10.8M 0.01%
146,668
+5,912
+4% +$437K
ERIE icon
1150
Erie Indemnity
ERIE
$12.6B
$10.8M 0.01%
84,559
+9,111
+12% +$1.13M
44 45
46
47 48

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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.