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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
TWNK
1326
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$8.19M 0.01%
740,036
-152,943
-17% -$1.95M
BRO icon
1327
Brown & Brown
BRO
$25B
$8.19M 0.01%
277,018
+38,051
+16% +$1.13M
NEU icon
1328
NewMarket
NEU
$7.2B
$8.19M 0.01%
20,197
+1,601
+9% +$640K
SBS icon
1329
Sabesp
SBS
$19.4B
$8.19M 0.01%
7,156,702
+3,513,124
+96% +$4.28M
SPXC icon
1330
SPX Corp
SPXC
$10.2B
$8.18M 0.01%
245,596
-724
-0.3% -$25.5K
NYT icon
1331
New York Times
NYT
$12.2B
$8.17M 0.01%
353,007
-30,972
-8% -$741K
BXMT icon
1332
Blackstone Mortgage Trust
BXMT
$2.81B
$8.16M 0.01%
243,654
+44,406
+22% +$1.48M
BRKR icon
1333
Bruker
BRKR
$9.58B
$8.16M 0.01%
244,021
+39,842
+20% +$1.31M
SFM icon
1334
Sprouts Farmers Market
SFM
$7.31B
$8.16M 0.01%
297,698
+43,174
+17% +$1.06M
LTM
1335
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$8.14M 0.01%
865,972
+680,717
+367% +$6.74M
LFUS icon
1336
Littelfuse
LFUS
$9.91B
$8.13M 0.01%
41,101
-8,167
-17% -$1.8M
RLI icon
1337
RLI Corp
RLI
$5.97B
$8.13M 0.01%
206,960
+42
+0% +$1.57K
CPS icon
1338
Cooper-Standard Automotive
CPS
$526M
$8.13M 0.01%
67,761
-10,394
-13% -$1.39M
ENIA
1339
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$8.12M 0.01%
1,050,503
+447,753
+74% +$3.62M
W icon
1340
Wayfair
W
$12.5B
$8.11M 0.01%
54,923
-247
-0.4% -$31.4K
ENS icon
1341
EnerSys
ENS
$6.69B
$8.11M 0.01%
93,069
+15,892
+21% +$1.28M
ALNY icon
1342
Alnylam Pharmaceuticals
ALNY
$38.5B
$8.11M 0.01%
92,631
+14,016
+18% +$1.41M
AMN icon
1343
AMN Healthcare
AMN
$1.35B
$8.1M 0.01%
148,063
-68,502
-32% -$3.92M
CC icon
1344
Chemours
CC
$2.57B
$8.08M 0.01%
204,912
-58,826
-22% -$2.57M
DK icon
1345
Delek US
DK
$3.85B
$8.07M 0.01%
190,198
+1,405
+0.7% +$69.3K
VGR
1346
DELISTED
Vector Group Ltd.
VGR
$8.04M 0.01%
863,234
+141,221
+20% +$1.54M
PAYC icon
1347
Paycom
PAYC
$7.54B
$7.99M 0.01%
51,384
+6,905
+16% +$929K
CONN
1348
DELISTED
Conn's Inc.
CONN
$7.98M 0.01%
225,861
-6,552
-3% -$234K
BKI
1349
DELISTED
Black Knight, Inc. Common Stock
BKI
$7.98M 0.01%
153,678
+42,845
+39% +$2.3M
CMD
1350
DELISTED
Cantel Medical Corporation
CMD
$7.98M 0.01%
86,697
-13,261
-13% -$1.26M
52 53
54
55 56

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AF
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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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ACI
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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.