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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
GIB icon
1251
CGI
GIB
$15B
$9.07M 0.01%
140,627
+13,239
+10% +$860K
CENTA icon
1252
Central Garden & Pet Co Class A
CENTA
$2.44B
$9.06M 0.01%
341,618
-35,002
-9% -$1.06M
MTZ icon
1253
MasTec
MTZ
$24.7B
$9.05M 0.01%
202,632
+4,864
+2% +$225K
VC icon
1254
Visteon
VC
$2.85B
$9.04M 0.01%
97,302
-5,529
-5% -$640K
B
1255
Barrick Mining
B
$61.5B
$9M 0.01%
812,197
+78,272
+11% +$871K
PNK
1256
DELISTED
Pinnacle Entertainment Inc.
PNK
$8.99M 0.01%
266,981
-35,690
-12% -$1.2M
LXP icon
1257
LXP Industrial Trust
LXP
$3.53B
$8.98M 0.01%
216,482
+11,371
+6% +$497K
ENSG icon
1258
The Ensign Group
ENSG
$10.7B
$8.96M 0.01%
252,745
-46,119
-15% -$1.61M
LBTYA icon
1259
Liberty Global Class A
LBTYA
$3.49B
$8.96M 0.01%
309,712
-8,224
-3% -$229K
EXPO icon
1260
Exponent
EXPO
$3.15B
$8.94M 0.01%
166,753
+3,782
+2% +$194K
NTR icon
1261
Nutrien
NTR
$33.3B
$8.94M 0.01%
154,876
-40,265
-21% -$2.23M
SNV
1262
DELISTED
Synovus
SNV
$8.93M 0.01%
194,982
-7,660
-4% -$385K
THO icon
1263
Thor Industries
THO
$4.13B
$8.93M 0.01%
106,670
-13,719
-11% -$1.31M
COR
1264
DELISTED
Coresite Realty Corporation
COR
$8.93M 0.01%
80,328
+9,789
+14% +$1.11M
WAFD icon
1265
WaFd
WAFD
$2.71B
$8.91M 0.01%
278,500
+25,362
+10% +$854K
BLMN icon
1266
Bloomin' Brands
BLMN
$736M
$8.88M 0.01%
448,902
+132,600
+42% +$2.59M
BYD icon
1267
Boyd Gaming
BYD
$6.78B
$8.87M 0.01%
262,018
-39,663
-13% -$1.42M
FR icon
1268
First Industrial Realty Trust
FR
$8.77B
$8.87M 0.01%
282,440
-17,379
-6% -$563K
PDM
1269
Piedmont Realty Trust
PDM
$1.2B
$8.84M 0.01%
466,837
+56,114
+14% +$1.11M
ALE
1270
DELISTED
Allete
ALE
$8.82M 0.01%
117,592
+9,523
+9% +$731K
RGLD icon
1271
Royal Gold
RGLD
$16.6B
$8.79M 0.01%
114,130
+10,845
+11% +$893K
MASI
1272
DELISTED
Masimo
MASI
$8.79M 0.01%
70,603
+570
+0.8% +$63.2K
RP
1273
DELISTED
RealPage, Inc.
RP
$8.78M 0.01%
133,264
-14,568
-10% -$869K
WLY icon
1274
John Wiley & Sons Class A
WLY
$2.76B
$8.78M 0.01%
144,908
+2,790
+2% +$174K
AMCX icon
1275
AMC Global Media
AMCX
$451M
$8.78M 0.01%
132,292
+3,192
+2% +$199K
49 50
51
52 53

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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.