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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
INVH icon
1201
Invitation Homes
INVH
$17.9B
$9.85M 0.01%
429,880
-16,597
-4% -$386K
EDP
1202
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$9.82M 0.01%
264,647
+30,701
+13% +$1.14M
SMG icon
1203
ScottsMiracle-Gro
SMG
$4.25B
$9.79M 0.01%
124,399
+12,347
+11% +$970K
FNDE icon
1204
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.51B
$9.79M 0.01%
339,576
-26,786
-7% -$753K
BKH icon
1205
Black Hills Corp
BKH
$5.69B
$9.78M 0.01%
168,295
+24,003
+17% +$1.44M
MDC
1206
DELISTED
M.D.C. Holdings, Inc.
MDC
$9.77M 0.01%
385,227
+18,947
+5% +$508K
BGY icon
1207
BlackRock Enhanced International Dividend Trust
BGY
$513M
$9.75M 0.01%
1,701,100
+509,025
+43% +$2.94M
IEI icon
1208
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$9.74M 0.01%
81,765
+4
+0% +$478
FCFS icon
1209
FirstCash
FCFS
$9.06B
$9.72M 0.01%
118,572
-28,933
-20% -$2.44M
GBX icon
1210
The Greenbrier Companies
GBX
$1.6B
$9.72M 0.01%
161,721
+17,581
+12% +$1.01M
FWONK icon
1211
Liberty Media Series C
FWONK
$25.4B
$9.71M 0.01%
270,052
+11,014
+4% +$389K
CVSA
1212
Covista Inc
CVSA
$4.3B
$9.68M 0.01%
200,854
-16,730
-8% -$843K
RHP icon
1213
Ryman Hospitality Properties
RHP
$8.58B
$9.65M 0.01%
112,007
-5,889
-5% -$503K
CAE icon
1214
CAE Inc. Common Shares
CAE
$8.48B
$9.63M 0.01%
474,031
+8,618
+2% +$176K
RDC
1215
DELISTED
Rowan Companies Plc
RDC
$9.63M 0.01%
511,255
+182,811
+56% +$2.74M
ZAYO
1216
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$9.63M 0.01%
277,237
-38,604
-12% -$1.41M
YELP icon
1217
Yelp
YELP
$1.51B
$9.61M 0.01%
195,268
+33,794
+21% +$1.48M
WTS icon
1218
Watts Water Technologies
WTS
$11.6B
$9.6M 0.01%
115,715
+609
+0.5% +$50.4K
HDS
1219
DELISTED
HD Supply Holdings, Inc.
HDS
$9.6M 0.01%
224,341
+21,843
+11% +$957K
LAMR icon
1220
Lamar Advertising Co
LAMR
$16.5B
$9.55M 0.01%
122,762
-10,235
-8% -$761K
CIM
1221
Chimera Investment
CIM
$1.06B
$9.55M 0.01%
175,562
+7,661
+5% +$431K
EPC icon
1222
Edgewell Personal Care
EPC
$1.3B
$9.54M 0.01%
206,466
+9,483
+5% +$502K
PLNT icon
1223
Planet Fitness
PLNT
$4.43B
$9.54M 0.01%
176,610
-37,425
-17% -$1.86M
RH icon
1224
RH
RH
$3.36B
$9.52M 0.01%
72,677
-15,706
-18% -$2.2M
TTC icon
1225
Toro Company
TTC
$9.08B
$9.5M 0.01%
158,361
+6,221
+4% +$378K
47 48
49
50 51

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MCM
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PSUF
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IA
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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.